FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22600 CE | ||||||||||
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Delta: 0.46
Vega: 11.44
Theta: -17.77
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 155 | -108.5 | 15.74 | 78,970 | 1,330 | 4,466 | |||
23 Jan | 22625.85 | 251.8 | -52.25 | 16.84 | 42,737 | 392 | 3,116 | |||
22 Jan | 22650.40 | 304.05 | 2.05 | 17.80 | 46,075 | 850 | 2,734 | |||
21 Jan | 22548.90 | 302 | -219.20 | 20.14 | 12,741 | 1,042 | 1,899 | |||
20 Jan | 22926.70 | 521.2 | 186.20 | 19.26 | 5,356 | -678 | 867 | |||
17 Jan | 22608.20 | 335 | -243.25 | 16.87 | 20,107 | 626 | 1,562 | |||
16 Jan | 22943.75 | 578.25 | 173.25 | 15.87 | 3,682 | -242 | 939 | |||
15 Jan | 22680.10 | 405 | -60.05 | 16.49 | 10,599 | 342 | 1,202 | |||
14 Jan | 22722.15 | 465.05 | 149.10 | 15.91 | 17,952 | -286 | 895 | |||
13 Jan | 22400.45 | 315.95 | -110.35 | 18.75 | 17,234 | 961 | 1,175 | |||
10 Jan | 22730.20 | 426.3 | -426.00 | 12.96 | 563 | 150 | 215 | |||
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9 Jan | 23026.15 | 852.3 | 28.95 | 23.39 | 48 | 36 | 64 | |||
8 Jan | 23236.05 | 823.35 | -144.65 | 13.05 | 22 | 12 | 21 | |||
7 Jan | 23430.30 | 968 | -47.90 | 8.88 | 1 | 0 | 8 | |||
6 Jan | 23317.85 | 1015.9 | -1372.60 | 18.67 | 8 | 0 | 0 | |||
3 Jan | 23735.70 | 2388.5 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 2388.5 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22600 expiring on 30JAN2025
Delta for 22600 CE is 0.46
Historical price for 22600 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 155, which was -108.5 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1330 which increased total open position to 4466
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 251.8, which was -52.25 lower than the previous day. The implied volatity was 16.84, the open interest changed by 392 which increased total open position to 3116
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 304.05, which was 2.05 higher than the previous day. The implied volatity was 17.80, the open interest changed by 850 which increased total open position to 2734
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 302, which was -219.20 lower than the previous day. The implied volatity was 20.14, the open interest changed by 1042 which increased total open position to 1899
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 521.2, which was 186.20 higher than the previous day. The implied volatity was 19.26, the open interest changed by -678 which decreased total open position to 867
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 335, which was -243.25 lower than the previous day. The implied volatity was 16.87, the open interest changed by 626 which increased total open position to 1562
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 578.25, which was 173.25 higher than the previous day. The implied volatity was 15.87, the open interest changed by -242 which decreased total open position to 939
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 405, which was -60.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by 342 which increased total open position to 1202
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 465.05, which was 149.10 higher than the previous day. The implied volatity was 15.91, the open interest changed by -286 which decreased total open position to 895
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 315.95, which was -110.35 lower than the previous day. The implied volatity was 18.75, the open interest changed by 961 which increased total open position to 1175
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 426.3, which was -426.00 lower than the previous day. The implied volatity was 12.96, the open interest changed by 150 which increased total open position to 215
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 852.3, which was 28.95 higher than the previous day. The implied volatity was 23.39, the open interest changed by 36 which increased total open position to 64
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 823.35, which was -144.65 lower than the previous day. The implied volatity was 13.05, the open interest changed by 12 which increased total open position to 21
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 968, which was -47.90 lower than the previous day. The implied volatity was 8.88, the open interest changed by 0 which decreased total open position to 8
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1015.9, which was -1372.60 lower than the previous day. The implied volatity was 18.67, 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 2388.5, 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 2388.5, 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 22600 PE | |||||||
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Delta: -0.54
Vega: 11.47
Theta: -14.84
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 248.6 | 66.05 | 19.06 | 98,553 | -811 | 3,500 |
23 Jan | 22625.85 | 178.6 | -3.15 | 17.27 | 55,804 | 1,322 | 4,238 |
22 Jan | 22650.40 | 181.75 | -90.70 | 17.83 | 39,787 | 476 | 2,983 |
21 Jan | 22548.90 | 272.45 | 139.75 | 20.50 | 21,243 | 94 | 2,524 |
20 Jan | 22926.70 | 132.7 | -125.30 | 18.97 | 11,315 | 356 | 2,440 |
17 Jan | 22608.20 | 258 | 120.00 | 17.77 | 26,038 | 141 | 2,078 |
16 Jan | 22943.75 | 138 | -99.50 | 18.00 | 9,360 | -135 | 1,941 |
15 Jan | 22680.10 | 237.5 | 28.35 | 17.71 | 26,177 | -278 | 2,136 |
14 Jan | 22722.15 | 209.15 | -199.00 | 17.59 | 28,481 | 1,414 | 2,455 |
13 Jan | 22400.45 | 408.15 | 138.05 | 18.51 | 19,813 | 90 | 1,043 |
10 Jan | 22730.20 | 270.1 | 111.30 | 18.39 | 6,524 | 401 | 955 |
9 Jan | 23026.15 | 158.8 | 42.90 | 17.49 | 2,110 | 139 | 552 |
8 Jan | 23236.05 | 115.9 | 13.80 | 17.15 | 1,876 | -47 | 403 |
7 Jan | 23430.30 | 102.1 | -42.35 | 18.22 | 904 | -42 | 467 |
6 Jan | 23317.85 | 144.45 | 74.40 | 19.53 | 1,717 | 91 | 554 |
3 Jan | 23735.70 | 70.05 | 19.35 | 17.86 | 1,382 | 144 | 495 |
2 Jan | 24006.70 | 50.7 | 18.40 | 1,764 | 208 | 339 |
For Nifty Financial Services - strike price 22600 expiring on 30JAN2025
Delta for 22600 PE is -0.54
Historical price for 22600 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 248.6, which was 66.05 higher than the previous day. The implied volatity was 19.06, the open interest changed by -811 which decreased total open position to 3500
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 178.6, which was -3.15 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1322 which increased total open position to 4238
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 181.75, which was -90.70 lower than the previous day. The implied volatity was 17.83, the open interest changed by 476 which increased total open position to 2983
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 272.45, which was 139.75 higher than the previous day. The implied volatity was 20.50, the open interest changed by 94 which increased total open position to 2524
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 132.7, which was -125.30 lower than the previous day. The implied volatity was 18.97, the open interest changed by 356 which increased total open position to 2440
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 258, which was 120.00 higher than the previous day. The implied volatity was 17.77, the open interest changed by 141 which increased total open position to 2078
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 138, which was -99.50 lower than the previous day. The implied volatity was 18.00, the open interest changed by -135 which decreased total open position to 1941
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 237.5, which was 28.35 higher than the previous day. The implied volatity was 17.71, the open interest changed by -278 which decreased total open position to 2136
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 209.15, which was -199.00 lower than the previous day. The implied volatity was 17.59, the open interest changed by 1414 which increased total open position to 2455
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 408.15, which was 138.05 higher than the previous day. The implied volatity was 18.51, the open interest changed by 90 which increased total open position to 1043
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 270.1, which was 111.30 higher than the previous day. The implied volatity was 18.39, the open interest changed by 401 which increased total open position to 955
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 158.8, which was 42.90 higher than the previous day. The implied volatity was 17.49, the open interest changed by 139 which increased total open position to 552
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 115.9, which was 13.80 higher than the previous day. The implied volatity was 17.15, the open interest changed by -47 which decreased total open position to 403
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 102.1, which was -42.35 lower than the previous day. The implied volatity was 18.22, the open interest changed by -42 which decreased total open position to 467
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 144.45, which was 74.40 higher than the previous day. The implied volatity was 19.53, the open interest changed by 91 which increased total open position to 554
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 70.05, which was 19.35 higher than the previous day. The implied volatity was 17.86, the open interest changed by 144 which increased total open position to 495
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 50.7, which was lower than the previous day. The implied volatity was 18.40, the open interest changed by 208 which increased total open position to 339