FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22450 CE | ||||||||||
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Delta: 0.58
Vega: 11.26
Theta: -18.50
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 233.05 | -122.2 | 15.95 | 5,357 | 439 | 1,019 | |||
23 Jan | 22625.85 | 355.05 | -49.90 | 17.89 | 948 | 27 | 585 | |||
22 Jan | 22650.40 | 404.95 | 32.55 | 18.35 | 9,480 | 264 | 569 | |||
21 Jan | 22548.90 | 372.4 | -264.95 | 19.21 | 693 | 9 | 299 | |||
20 Jan | 22926.70 | 637.35 | 206.40 | 19.84 | 316 | -13 | 292 | |||
17 Jan | 22608.20 | 430.95 | -249.10 | 17.39 | 504 | 2 | 306 | |||
16 Jan | 22943.75 | 680.05 | 180.45 | 14.67 | 40 | -12 | 305 | |||
15 Jan | 22680.10 | 499.6 | -105.35 | 16.52 | 444 | 98 | 317 | |||
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14 Jan | 22722.15 | 604.95 | 213.00 | 18.28 | 1,782 | -157 | 221 | |||
13 Jan | 22400.45 | 391.95 | -184.10 | 18.96 | 5,330 | 350 | 384 | |||
10 Jan | 22730.20 | 576.05 | -261.95 | 15.40 | 35 | 12 | 33 | |||
9 Jan | 23026.15 | 838 | -20.00 | 16.70 | 11 | 8 | 21 | |||
8 Jan | 23236.05 | 858 | -444.15 | - | 14 | 13 | 13 | |||
7 Jan | 23430.30 | 1302.15 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 1302.15 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 1302.15 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 1302.15 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22450 expiring on 30JAN2025
Delta for 22450 CE is 0.58
Historical price for 22450 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 233.05, which was -122.2 lower than the previous day. The implied volatity was 15.95, the open interest changed by 439 which increased total open position to 1019
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 355.05, which was -49.90 lower than the previous day. The implied volatity was 17.89, the open interest changed by 27 which increased total open position to 585
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 404.95, which was 32.55 higher than the previous day. The implied volatity was 18.35, the open interest changed by 264 which increased total open position to 569
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 372.4, which was -264.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by 9 which increased total open position to 299
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 637.35, which was 206.40 higher than the previous day. The implied volatity was 19.84, the open interest changed by -13 which decreased total open position to 292
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 430.95, which was -249.10 lower than the previous day. The implied volatity was 17.39, the open interest changed by 2 which increased total open position to 306
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 680.05, which was 180.45 higher than the previous day. The implied volatity was 14.67, the open interest changed by -12 which decreased total open position to 305
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 499.6, which was -105.35 lower than the previous day. The implied volatity was 16.52, the open interest changed by 98 which increased total open position to 317
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 604.95, which was 213.00 higher than the previous day. The implied volatity was 18.28, the open interest changed by -157 which decreased total open position to 221
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 391.95, which was -184.10 lower than the previous day. The implied volatity was 18.96, the open interest changed by 350 which increased total open position to 384
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 576.05, which was -261.95 lower than the previous day. The implied volatity was 15.40, the open interest changed by 12 which increased total open position to 33
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 838, which was -20.00 lower than the previous day. The implied volatity was 16.70, the open interest changed by 8 which increased total open position to 21
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 858, which was -444.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1302.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1302.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1302.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1302.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
FINNIFTY 30JAN2025 22450 PE | |||||||
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Delta: -0.43
Vega: 11.32
Theta: -15.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 173.15 | 47.65 | 18.82 | 23,091 | -271 | 1,242 |
23 Jan | 22625.85 | 126.95 | -2.00 | 17.90 | 7,234 | 168 | 1,522 |
22 Jan | 22650.40 | 128.95 | -58.60 | 18.14 | 20,584 | 486 | 1,346 |
21 Jan | 22548.90 | 187.55 | 87.55 | 19.14 | 6,465 | 24 | 860 |
20 Jan | 22926.70 | 100 | -93.70 | 19.57 | 4,089 | -53 | 839 |
17 Jan | 22608.20 | 193.7 | 89.75 | 17.66 | 3,739 | -9 | 908 |
16 Jan | 22943.75 | 103.95 | -84.05 | 18.29 | 2,425 | -121 | 960 |
15 Jan | 22680.10 | 188 | 33.95 | 18.11 | 2,442 | -16 | 1,081 |
14 Jan | 22722.15 | 154.05 | -176.95 | 17.32 | 3,028 | 81 | 1,097 |
13 Jan | 22400.45 | 331 | 91.00 | 18.52 | 12,474 | 353 | 1,030 |
10 Jan | 22730.20 | 240 | 115.75 | 19.71 | 2,962 | 219 | 695 |
9 Jan | 23026.15 | 124.25 | 37.00 | 17.68 | 1,084 | -20 | 475 |
8 Jan | 23236.05 | 87.25 | 1.75 | 17.21 | 1,381 | 168 | 517 |
7 Jan | 23430.30 | 85.5 | -26.25 | 18.85 | 363 | -80 | 357 |
6 Jan | 23317.85 | 111.75 | 56.80 | 19.42 | 1,423 | -222 | 455 |
3 Jan | 23735.70 | 54.95 | 5.80 | 18.07 | 367 | -6 | 669 |
2 Jan | 24006.70 | 49.15 | 19.59 | 1,140 | 656 | 696 |
For Nifty Financial Services - strike price 22450 expiring on 30JAN2025
Delta for 22450 PE is -0.43
Historical price for 22450 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 173.15, which was 47.65 higher than the previous day. The implied volatity was 18.82, the open interest changed by -271 which decreased total open position to 1242
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 126.95, which was -2.00 lower than the previous day. The implied volatity was 17.90, the open interest changed by 168 which increased total open position to 1522
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 128.95, which was -58.60 lower than the previous day. The implied volatity was 18.14, the open interest changed by 486 which increased total open position to 1346
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 187.55, which was 87.55 higher than the previous day. The implied volatity was 19.14, the open interest changed by 24 which increased total open position to 860
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 100, which was -93.70 lower than the previous day. The implied volatity was 19.57, the open interest changed by -53 which decreased total open position to 839
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 193.7, which was 89.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by -9 which decreased total open position to 908
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 103.95, which was -84.05 lower than the previous day. The implied volatity was 18.29, the open interest changed by -121 which decreased total open position to 960
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 188, which was 33.95 higher than the previous day. The implied volatity was 18.11, the open interest changed by -16 which decreased total open position to 1081
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 154.05, which was -176.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 81 which increased total open position to 1097
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 331, which was 91.00 higher than the previous day. The implied volatity was 18.52, the open interest changed by 353 which increased total open position to 1030
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 240, which was 115.75 higher than the previous day. The implied volatity was 19.71, the open interest changed by 219 which increased total open position to 695
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 124.25, which was 37.00 higher than the previous day. The implied volatity was 17.68, the open interest changed by -20 which decreased total open position to 475
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 87.25, which was 1.75 higher than the previous day. The implied volatity was 17.21, the open interest changed by 168 which increased total open position to 517
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 85.5, which was -26.25 lower than the previous day. The implied volatity was 18.85, the open interest changed by -80 which decreased total open position to 357
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 111.75, which was 56.80 higher than the previous day. The implied volatity was 19.42, the open interest changed by -222 which decreased total open position to 455
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 54.95, which was 5.80 higher than the previous day. The implied volatity was 18.07, the open interest changed by -6 which decreased total open position to 669
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 49.15, which was lower than the previous day. The implied volatity was 19.59, the open interest changed by 656 which increased total open position to 696