FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22500 CE | ||||||||||
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Delta: 0.54
Vega: 11.45
Theta: -17.72
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 196 | -127.6 | 15.13 | 31,201 | 1,123 | 3,247 | |||
23 Jan | 22625.85 | 322.15 | -45.45 | 17.80 | 10,397 | -355 | 2,119 | |||
22 Jan | 22650.40 | 367.6 | 29.85 | 17.97 | 34,853 | 979 | 2,512 | |||
21 Jan | 22548.90 | 337.75 | -260.10 | 18.82 | 4,591 | 395 | 1,546 | |||
20 Jan | 22926.70 | 597.85 | 202.80 | 19.66 | 1,772 | -161 | 1,155 | |||
17 Jan | 22608.20 | 395.05 | -259.90 | 17.05 | 6,476 | 175 | 1,339 | |||
16 Jan | 22943.75 | 654.95 | 194.65 | 15.91 | 2,328 | -241 | 1,164 | |||
15 Jan | 22680.10 | 460.3 | -99.75 | 16.12 | 4,192 | -145 | 1,411 | |||
14 Jan | 22722.15 | 560.05 | 199.30 | 17.62 | 10,789 | -1,745 | 1,520 | |||
13 Jan | 22400.45 | 360.75 | -196.20 | 18.64 | 23,265 | 3,144 | 3,277 | |||
10 Jan | 22730.20 | 556.95 | -244.05 | 16.35 | 301 | 98 | 125 | |||
9 Jan | 23026.15 | 801 | -169.00 | 16.71 | 40 | 12 | 28 | |||
8 Jan | 23236.05 | 970 | -210.00 | 17.62 | 29 | 7 | 14 | |||
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7 Jan | 23430.30 | 1180 | 130.00 | 20.64 | 8 | -1 | 8 | |||
6 Jan | 23317.85 | 1050 | -1418.55 | 15.53 | 9 | 8 | 8 | |||
3 Jan | 23735.70 | 2468.55 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 2468.55 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22500 expiring on 30JAN2025
Delta for 22500 CE is 0.54
Historical price for 22500 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 196, which was -127.6 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1123 which increased total open position to 3247
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 322.15, which was -45.45 lower than the previous day. The implied volatity was 17.80, the open interest changed by -355 which decreased total open position to 2119
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 367.6, which was 29.85 higher than the previous day. The implied volatity was 17.97, the open interest changed by 979 which increased total open position to 2512
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 337.75, which was -260.10 lower than the previous day. The implied volatity was 18.82, the open interest changed by 395 which increased total open position to 1546
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 597.85, which was 202.80 higher than the previous day. The implied volatity was 19.66, the open interest changed by -161 which decreased total open position to 1155
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 395.05, which was -259.90 lower than the previous day. The implied volatity was 17.05, the open interest changed by 175 which increased total open position to 1339
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 654.95, which was 194.65 higher than the previous day. The implied volatity was 15.91, the open interest changed by -241 which decreased total open position to 1164
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 460.3, which was -99.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by -145 which decreased total open position to 1411
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 560.05, which was 199.30 higher than the previous day. The implied volatity was 17.62, the open interest changed by -1745 which decreased total open position to 1520
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 360.75, which was -196.20 lower than the previous day. The implied volatity was 18.64, the open interest changed by 3144 which increased total open position to 3277
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 556.95, which was -244.05 lower than the previous day. The implied volatity was 16.35, the open interest changed by 98 which increased total open position to 125
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 801, which was -169.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 12 which increased total open position to 28
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 970, which was -210.00 lower than the previous day. The implied volatity was 17.62, the open interest changed by 7 which increased total open position to 14
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1180, which was 130.00 higher than the previous day. The implied volatity was 20.64, the open interest changed by -1 which decreased total open position to 8
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1050, which was -1418.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 8 which increased total open position to 8
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 2468.55, 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 2468.55, 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 22500 PE | |||||||
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Delta: -0.46
Vega: 11.46
Theta: -14.84
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 193.15 | 50.45 | 18.58 | 74,140 | -661 | 4,951 |
23 Jan | 22625.85 | 140 | -3.00 | 17.49 | 35,263 | 545 | 5,619 |
22 Jan | 22650.40 | 143 | -65.10 | 17.85 | 65,237 | 244 | 5,069 |
21 Jan | 22548.90 | 208.1 | 98.10 | 19.13 | 23,529 | -250 | 4,815 |
20 Jan | 22926.70 | 110 | -102.05 | 19.37 | 17,938 | 581 | 5,069 |
17 Jan | 22608.20 | 212.05 | 99.45 | 17.59 | 23,812 | -219 | 4,495 |
16 Jan | 22943.75 | 112.6 | -87.40 | 18.06 | 15,457 | 912 | 4,684 |
15 Jan | 22680.10 | 200 | 33.15 | 17.76 | 22,553 | -1,384 | 3,791 |
14 Jan | 22722.15 | 166.85 | -191.10 | 17.15 | 21,633 | 1,173 | 5,186 |
13 Jan | 22400.45 | 357.95 | 119.95 | 18.64 | 41,339 | 1,116 | 4,021 |
10 Jan | 22730.20 | 238 | 103.25 | 18.69 | 17,176 | 283 | 2,883 |
9 Jan | 23026.15 | 134.75 | 35.10 | 17.61 | 6,152 | 852 | 2,609 |
8 Jan | 23236.05 | 99.65 | 5.95 | 17.41 | 7,570 | 528 | 1,774 |
7 Jan | 23430.30 | 93.7 | -40.95 | 18.85 | 2,245 | -55 | 1,272 |
6 Jan | 23317.85 | 134.65 | 79.60 | 20.23 | 11,298 | -105 | 1,342 |
3 Jan | 23735.70 | 55.05 | 11.70 | 17.60 | 7,433 | -154 | 1,644 |
2 Jan | 24006.70 | 43.35 | 18.56 | 8,988 | 584 | 1,887 |
For Nifty Financial Services - strike price 22500 expiring on 30JAN2025
Delta for 22500 PE is -0.46
Historical price for 22500 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 193.15, which was 50.45 higher than the previous day. The implied volatity was 18.58, the open interest changed by -661 which decreased total open position to 4951
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 140, which was -3.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by 545 which increased total open position to 5619
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 143, which was -65.10 lower than the previous day. The implied volatity was 17.85, the open interest changed by 244 which increased total open position to 5069
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 208.1, which was 98.10 higher than the previous day. The implied volatity was 19.13, the open interest changed by -250 which decreased total open position to 4815
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 110, which was -102.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by 581 which increased total open position to 5069
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 212.05, which was 99.45 higher than the previous day. The implied volatity was 17.59, the open interest changed by -219 which decreased total open position to 4495
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 112.6, which was -87.40 lower than the previous day. The implied volatity was 18.06, the open interest changed by 912 which increased total open position to 4684
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 200, which was 33.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by -1384 which decreased total open position to 3791
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 166.85, which was -191.10 lower than the previous day. The implied volatity was 17.15, the open interest changed by 1173 which increased total open position to 5186
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 357.95, which was 119.95 higher than the previous day. The implied volatity was 18.64, the open interest changed by 1116 which increased total open position to 4021
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 238, which was 103.25 higher than the previous day. The implied volatity was 18.69, the open interest changed by 283 which increased total open position to 2883
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 134.75, which was 35.10 higher than the previous day. The implied volatity was 17.61, the open interest changed by 852 which increased total open position to 2609
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 99.65, which was 5.95 higher than the previous day. The implied volatity was 17.41, the open interest changed by 528 which increased total open position to 1774
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 93.7, which was -40.95 lower than the previous day. The implied volatity was 18.85, the open interest changed by -55 which decreased total open position to 1272
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 134.65, which was 79.60 higher than the previous day. The implied volatity was 20.23, the open interest changed by -105 which decreased total open position to 1342
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 55.05, which was 11.70 higher than the previous day. The implied volatity was 17.60, the open interest changed by -154 which decreased total open position to 1644
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was 18.56, the open interest changed by 584 which increased total open position to 1887