FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22550 CE | ||||||||||
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Delta: 0.50
Vega: 11.51
Theta: -18.12
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 177.45 | -115.45 | 15.74 | 23,735 | 959 | 2,024 | |||
23 Jan | 22625.85 | 284.15 | -55.70 | 17.15 | 5,648 | -19 | 1,072 | |||
22 Jan | 22650.40 | 339.85 | 28.35 | 18.23 | 23,080 | 433 | 1,087 | |||
21 Jan | 22548.90 | 311.5 | -252.50 | 18.94 | 2,757 | 386 | 653 | |||
20 Jan | 22926.70 | 564 | 195.80 | 19.85 | 648 | -135 | 271 | |||
17 Jan | 22608.20 | 368.2 | -246.75 | 17.19 | 5,692 | 82 | 418 | |||
16 Jan | 22943.75 | 614.95 | 189.55 | 15.81 | 212 | -45 | 336 | |||
15 Jan | 22680.10 | 425.4 | -106.40 | 15.93 | 1,536 | -1 | 381 | |||
14 Jan | 22722.15 | 531.8 | 194.80 | 17.89 | 4,838 | -114 | 384 | |||
13 Jan | 22400.45 | 337 | -174.10 | 18.65 | 9,926 | 443 | 500 | |||
10 Jan | 22730.20 | 511.1 | -204.25 | 15.65 | 51 | 32 | 57 | |||
9 Jan | 23026.15 | 715.35 | -88.65 | 13.76 | 18 | 5 | 25 | |||
8 Jan | 23236.05 | 804 | -417.65 | - | 28 | 16 | 16 | |||
7 Jan | 23430.30 | 1221.65 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 1221.65 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 1221.65 | 0.00 | - | 0 | 0 | 0 | |||
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2 Jan | 24006.70 | 1221.65 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22550 expiring on 30JAN2025
Delta for 22550 CE is 0.50
Historical price for 22550 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 177.45, which was -115.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 959 which increased total open position to 2024
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 284.15, which was -55.70 lower than the previous day. The implied volatity was 17.15, the open interest changed by -19 which decreased total open position to 1072
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 339.85, which was 28.35 higher than the previous day. The implied volatity was 18.23, the open interest changed by 433 which increased total open position to 1087
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 311.5, which was -252.50 lower than the previous day. The implied volatity was 18.94, the open interest changed by 386 which increased total open position to 653
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 564, which was 195.80 higher than the previous day. The implied volatity was 19.85, the open interest changed by -135 which decreased total open position to 271
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 368.2, which was -246.75 lower than the previous day. The implied volatity was 17.19, the open interest changed by 82 which increased total open position to 418
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 614.95, which was 189.55 higher than the previous day. The implied volatity was 15.81, the open interest changed by -45 which decreased total open position to 336
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 425.4, which was -106.40 lower than the previous day. The implied volatity was 15.93, the open interest changed by -1 which decreased total open position to 381
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 531.8, which was 194.80 higher than the previous day. The implied volatity was 17.89, the open interest changed by -114 which decreased total open position to 384
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 337, which was -174.10 lower than the previous day. The implied volatity was 18.65, the open interest changed by 443 which increased total open position to 500
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 511.1, which was -204.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 32 which increased total open position to 57
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 715.35, which was -88.65 lower than the previous day. The implied volatity was 13.76, the open interest changed by 5 which increased total open position to 25
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 804, which was -417.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1221.65, 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 1221.65, 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 1221.65, 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 1221.65, 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 22550 PE | |||||||
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Delta: -0.50
Vega: 11.51
Theta: -14.87
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 220 | 57.15 | 18.78 | 44,702 | -474 | 1,873 |
23 Jan | 22625.85 | 161.95 | -1.75 | 17.66 | 16,049 | 522 | 2,397 |
22 Jan | 22650.40 | 163.7 | -74.15 | 18.04 | 28,546 | 711 | 1,867 |
21 Jan | 22548.90 | 237.85 | 112.00 | 19.68 | 10,107 | -8 | 1,161 |
20 Jan | 22926.70 | 125.85 | -106.80 | 19.57 | 4,264 | -42 | 1,168 |
17 Jan | 22608.20 | 232.65 | 107.50 | 17.58 | 14,581 | 102 | 1,236 |
16 Jan | 22943.75 | 125.15 | -96.25 | 18.06 | 2,177 | 61 | 1,138 |
15 Jan | 22680.10 | 221.4 | 32.45 | 17.90 | 5,649 | 77 | 1,087 |
14 Jan | 22722.15 | 188.95 | -192.20 | 17.46 | 6,778 | 156 | 1,005 |
13 Jan | 22400.45 | 381.15 | 121.90 | 18.50 | 14,667 | 368 | 857 |
10 Jan | 22730.20 | 259.25 | 112.60 | 18.82 | 3,842 | 211 | 493 |
9 Jan | 23026.15 | 146.65 | 44.10 | 17.56 | 1,155 | 34 | 287 |
8 Jan | 23236.05 | 102.55 | 2.55 | 16.98 | 1,582 | 125 | 257 |
7 Jan | 23430.30 | 100 | -31.70 | 18.69 | 543 | -36 | 142 |
6 Jan | 23317.85 | 131.7 | 72.70 | 19.42 | 1,405 | -59 | 182 |
3 Jan | 23735.70 | 59 | 5.25 | 17.47 | 430 | 13 | 268 |
2 Jan | 24006.70 | 53.75 | 19.14 | 764 | 223 | 255 |
For Nifty Financial Services - strike price 22550 expiring on 30JAN2025
Delta for 22550 PE is -0.50
Historical price for 22550 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 220, which was 57.15 higher than the previous day. The implied volatity was 18.78, the open interest changed by -474 which decreased total open position to 1873
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 161.95, which was -1.75 lower than the previous day. The implied volatity was 17.66, the open interest changed by 522 which increased total open position to 2397
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 163.7, which was -74.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 711 which increased total open position to 1867
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 237.85, which was 112.00 higher than the previous day. The implied volatity was 19.68, the open interest changed by -8 which decreased total open position to 1161
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 125.85, which was -106.80 lower than the previous day. The implied volatity was 19.57, the open interest changed by -42 which decreased total open position to 1168
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 232.65, which was 107.50 higher than the previous day. The implied volatity was 17.58, the open interest changed by 102 which increased total open position to 1236
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 125.15, which was -96.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by 61 which increased total open position to 1138
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 221.4, which was 32.45 higher than the previous day. The implied volatity was 17.90, the open interest changed by 77 which increased total open position to 1087
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 188.95, which was -192.20 lower than the previous day. The implied volatity was 17.46, the open interest changed by 156 which increased total open position to 1005
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 381.15, which was 121.90 higher than the previous day. The implied volatity was 18.50, the open interest changed by 368 which increased total open position to 857
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 259.25, which was 112.60 higher than the previous day. The implied volatity was 18.82, the open interest changed by 211 which increased total open position to 493
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 146.65, which was 44.10 higher than the previous day. The implied volatity was 17.56, the open interest changed by 34 which increased total open position to 287
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 102.55, which was 2.55 higher than the previous day. The implied volatity was 16.98, the open interest changed by 125 which increased total open position to 257
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 100, which was -31.70 lower than the previous day. The implied volatity was 18.69, the open interest changed by -36 which decreased total open position to 142
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 131.7, which was 72.70 higher than the previous day. The implied volatity was 19.42, the open interest changed by -59 which decreased total open position to 182
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 59, which was 5.25 higher than the previous day. The implied volatity was 17.47, the open interest changed by 13 which increased total open position to 268
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was 19.14, the open interest changed by 223 which increased total open position to 255