FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22650 CE | ||||||||||
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Delta: 0.41
Vega: 11.21
Theta: -16.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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24 Jan | 22513.50 | 130.3 | -106.55 | 15.50 | 44,226 | 867 | 3,430 | |||
23 Jan | 22625.85 | 235.65 | -42.40 | 17.67 | 36,720 | 1,028 | 2,582 | |||
22 Jan | 22650.40 | 278.05 | -6.95 | 17.90 | 16,843 | 256 | 1,565 | |||
21 Jan | 22548.90 | 285 | -209.95 | 20.69 | 10,834 | 371 | 1,313 | |||
20 Jan | 22926.70 | 494.95 | 189.95 | 19.84 | 6,783 | -698 | 946 | |||
17 Jan | 22608.20 | 305 | -232.25 | 16.66 | 13,642 | 700 | 1,659 | |||
16 Jan | 22943.75 | 537.25 | 168.50 | 15.56 | 901 | -285 | 960 | |||
15 Jan | 22680.10 | 368.75 | -91.30 | 16.07 | 9,162 | 692 | 1,282 | |||
14 Jan | 22722.15 | 460.05 | 167.05 | 17.36 | 15,023 | 26 | 590 | |||
13 Jan | 22400.45 | 293 | -171.05 | 18.69 | 7,200 | 445 | 574 | |||
10 Jan | 22730.20 | 464.05 | -202.80 | 16.20 | 457 | 75 | 131 | |||
9 Jan | 23026.15 | 666.85 | -44.25 | 15.41 | 28 | 15 | 54 | |||
8 Jan | 23236.05 | 711.1 | -231.90 | - | 9 | 5 | 38 | |||
7 Jan | 23430.30 | 943 | -33.85 | 12.04 | 13 | 7 | 27 | |||
6 Jan | 23317.85 | 976.85 | -166.55 | 18.64 | 24 | 8 | 8 | |||
3 Jan | 23735.70 | 1143.4 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 1143.4 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22650 expiring on 30JAN2025
Delta for 22650 CE is 0.41
Historical price for 22650 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 130.3, which was -106.55 lower than the previous day. The implied volatity was 15.50, the open interest changed by 867 which increased total open position to 3430
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 235.65, which was -42.40 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1028 which increased total open position to 2582
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 278.05, which was -6.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by 256 which increased total open position to 1565
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 285, which was -209.95 lower than the previous day. The implied volatity was 20.69, the open interest changed by 371 which increased total open position to 1313
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 494.95, which was 189.95 higher than the previous day. The implied volatity was 19.84, the open interest changed by -698 which decreased total open position to 946
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 305, which was -232.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 700 which increased total open position to 1659
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 537.25, which was 168.50 higher than the previous day. The implied volatity was 15.56, the open interest changed by -285 which decreased total open position to 960
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 368.75, which was -91.30 lower than the previous day. The implied volatity was 16.07, the open interest changed by 692 which increased total open position to 1282
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 460.05, which was 167.05 higher than the previous day. The implied volatity was 17.36, the open interest changed by 26 which increased total open position to 590
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 293, which was -171.05 lower than the previous day. The implied volatity was 18.69, the open interest changed by 445 which increased total open position to 574
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 464.05, which was -202.80 lower than the previous day. The implied volatity was 16.20, the open interest changed by 75 which increased total open position to 131
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 666.85, which was -44.25 lower than the previous day. The implied volatity was 15.41, the open interest changed by 15 which increased total open position to 54
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 711.1, which was -231.90 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 38
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 943, which was -33.85 lower than the previous day. The implied volatity was 12.04, the open interest changed by 7 which increased total open position to 27
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 976.85, which was -166.55 lower than the previous day. The implied volatity was 18.64, 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 1143.4, 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 1143.4, 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 22650 PE | |||||||
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Delta: -0.57
Vega: 11.33
Theta: -14.57
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 280 | 74.7 | 19.26 | 38,310 | -44 | 2,273 |
23 Jan | 22625.85 | 202.65 | 1.60 | 17.36 | 38,430 | 901 | 2,375 |
22 Jan | 22650.40 | 201.05 | -83.95 | 17.66 | 11,968 | 14 | 1,476 |
21 Jan | 22548.90 | 285 | 132.50 | 19.58 | 17,353 | 5 | 1,469 |
20 Jan | 22926.70 | 152.5 | -140.00 | 19.28 | 11,316 | 126 | 1,490 |
17 Jan | 22608.20 | 292.5 | 140.55 | 18.42 | 15,484 | 95 | 1,391 |
16 Jan | 22943.75 | 151.95 | -113.05 | 17.95 | 4,685 | -24 | 1,298 |
15 Jan | 22680.10 | 265 | 46.85 | 18.02 | 17,620 | 207 | 1,350 |
14 Jan | 22722.15 | 218.15 | -166.60 | 17.02 | 14,955 | 594 | 1,124 |
13 Jan | 22400.45 | 384.75 | 137.00 | 15.81 | 5,846 | 211 | 530 |
10 Jan | 22730.20 | 247.75 | 69.80 | 16.31 | 4,691 | -21 | 349 |
9 Jan | 23026.15 | 177.95 | 53.90 | 17.76 | 1,466 | 104 | 372 |
8 Jan | 23236.05 | 124.05 | -16.25 | 16.98 | 1,336 | 183 | 269 |
7 Jan | 23430.30 | 140.3 | -18.65 | 19.98 | 895 | -25 | 128 |
6 Jan | 23317.85 | 158.95 | 85.95 | 19.69 | 1,155 | 90 | 157 |
3 Jan | 23735.70 | 73 | 10.55 | 17.58 | 246 | -32 | 71 |
2 Jan | 24006.70 | 62.45 | 18.97 | 511 | 77 | 101 |
For Nifty Financial Services - strike price 22650 expiring on 30JAN2025
Delta for 22650 PE is -0.57
Historical price for 22650 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 280, which was 74.7 higher than the previous day. The implied volatity was 19.26, the open interest changed by -44 which decreased total open position to 2273
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 202.65, which was 1.60 higher than the previous day. The implied volatity was 17.36, the open interest changed by 901 which increased total open position to 2375
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 201.05, which was -83.95 lower than the previous day. The implied volatity was 17.66, the open interest changed by 14 which increased total open position to 1476
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 285, which was 132.50 higher than the previous day. The implied volatity was 19.58, the open interest changed by 5 which increased total open position to 1469
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 152.5, which was -140.00 lower than the previous day. The implied volatity was 19.28, the open interest changed by 126 which increased total open position to 1490
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 292.5, which was 140.55 higher than the previous day. The implied volatity was 18.42, the open interest changed by 95 which increased total open position to 1391
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 151.95, which was -113.05 lower than the previous day. The implied volatity was 17.95, the open interest changed by -24 which decreased total open position to 1298
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 265, which was 46.85 higher than the previous day. The implied volatity was 18.02, the open interest changed by 207 which increased total open position to 1350
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 218.15, which was -166.60 lower than the previous day. The implied volatity was 17.02, the open interest changed by 594 which increased total open position to 1124
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 384.75, which was 137.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 211 which increased total open position to 530
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 247.75, which was 69.80 higher than the previous day. The implied volatity was 16.31, the open interest changed by -21 which decreased total open position to 349
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 177.95, which was 53.90 higher than the previous day. The implied volatity was 17.76, the open interest changed by 104 which increased total open position to 372
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 124.05, which was -16.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 183 which increased total open position to 269
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 140.3, which was -18.65 lower than the previous day. The implied volatity was 19.98, the open interest changed by -25 which decreased total open position to 128
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 158.95, which was 85.95 higher than the previous day. The implied volatity was 19.69, the open interest changed by 90 which increased total open position to 157
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 73, which was 10.55 higher than the previous day. The implied volatity was 17.58, the open interest changed by -32 which decreased total open position to 71
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 62.45, which was lower than the previous day. The implied volatity was 18.97, the open interest changed by 77 which increased total open position to 101