FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 22700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 12.50
Theta: -17.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 22625.85 | 200 | -50.00 | 16.80 | 71,610 | 1,981 | 5,364 | |||
| 22 Jan | 22650.40 | 250 | -7.00 | 17.77 | 29,759 | 1,265 | 3,558 | |||
| 21 Jan | 22548.90 | 257 | -202.95 | 20.37 | 21,736 | 691 | 2,341 | |||
| 20 Jan | 22926.70 | 459.95 | 179.95 | 19.67 | 26,536 | -743 | 1,654 | |||
| 17 Jan | 22608.20 | 280 | -223.85 | 16.66 | 27,878 | 502 | 2,456 | |||
| 16 Jan | 22943.75 | 503.85 | 168.35 | 15.69 | 6,862 | -497 | 1,976 | |||
| 15 Jan | 22680.10 | 335.5 | -84.50 | 15.77 | 32,724 | 1,331 | 2,555 | |||
|
|
||||||||||
| 14 Jan | 22722.15 | 420 | 145.30 | 16.80 | 23,822 | 437 | 1,299 | |||
| 13 Jan | 22400.45 | 274.7 | -125.30 | 18.82 | 14,668 | 331 | 886 | |||
| 10 Jan | 22730.20 | 400 | -258.60 | 14.51 | 3,380 | 377 | 538 | |||
| 9 Jan | 23026.15 | 658.6 | -157.45 | 16.87 | 197 | 97 | 156 | |||
| 8 Jan | 23236.05 | 816.05 | -125.95 | 17.62 | 30 | 17 | 59 | |||
| 7 Jan | 23430.30 | 942 | -3.00 | 15.36 | 14 | 10 | 45 | |||
| 6 Jan | 23317.85 | 945 | -155.00 | 18.98 | 16 | 10 | 31 | |||
| 3 Jan | 23735.70 | 1100 | 0.00 | 0.00 | 0 | 21 | 0 | |||
| 2 Jan | 24006.70 | 1100 | 0.00 | 0 | 21 | 0 | ||||
For Nifty Financial Services - strike price 22700 expiring on 30JAN2025
Delta for 22700 CE is 0.49
Historical price for 22700 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 200, which was -50.00 lower than the previous day. The implied volatity was 16.80, the open interest changed by 1981 which increased total open position to 5364
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 250, which was -7.00 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1265 which increased total open position to 3558
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 257, which was -202.95 lower than the previous day. The implied volatity was 20.37, the open interest changed by 691 which increased total open position to 2341
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 459.95, which was 179.95 higher than the previous day. The implied volatity was 19.67, the open interest changed by -743 which decreased total open position to 1654
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 280, which was -223.85 lower than the previous day. The implied volatity was 16.66, the open interest changed by 502 which increased total open position to 2456
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 503.85, which was 168.35 higher than the previous day. The implied volatity was 15.69, the open interest changed by -497 which decreased total open position to 1976
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 335.5, which was -84.50 lower than the previous day. The implied volatity was 15.77, the open interest changed by 1331 which increased total open position to 2555
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 420, which was 145.30 higher than the previous day. The implied volatity was 16.80, the open interest changed by 437 which increased total open position to 1299
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 274.7, which was -125.30 lower than the previous day. The implied volatity was 18.82, the open interest changed by 331 which increased total open position to 886
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 400, which was -258.60 lower than the previous day. The implied volatity was 14.51, the open interest changed by 377 which increased total open position to 538
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 658.6, which was -157.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by 97 which increased total open position to 156
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 816.05, which was -125.95 lower than the previous day. The implied volatity was 17.62, the open interest changed by 17 which increased total open position to 59
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 942, which was -3.00 lower than the previous day. The implied volatity was 15.36, the open interest changed by 10 which increased total open position to 45
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 945, which was -155.00 lower than the previous day. The implied volatity was 18.98, the open interest changed by 10 which increased total open position to 31
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1100, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
| FINNIFTY 30JAN2025 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 12.50
Theta: -12.61
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 22625.85 | 233 | 7.10 | 17.74 | 40,905 | 1,449 | 3,875 |
| 22 Jan | 22650.40 | 225.9 | -68.20 | 17.76 | 17,525 | 116 | 2,462 |
| 21 Jan | 22548.90 | 294.1 | 132.95 | 18.39 | 29,753 | -623 | 2,351 |
| 20 Jan | 22926.70 | 161.15 | -130.90 | 18.68 | 23,460 | 732 | 2,973 |
| 17 Jan | 22608.20 | 292.05 | 127.40 | 16.93 | 23,478 | 251 | 2,298 |
| 16 Jan | 22943.75 | 164.65 | -119.35 | 17.76 | 12,225 | 325 | 2,058 |
| 15 Jan | 22680.10 | 284 | 44.10 | 17.83 | 41,740 | 325 | 1,767 |
| 14 Jan | 22722.15 | 239.9 | -220.10 | 17.12 | 21,245 | 584 | 1,408 |
| 13 Jan | 22400.45 | 460 | 146.90 | 18.24 | 8,783 | -121 | 848 |
| 10 Jan | 22730.20 | 313.1 | 131.15 | 18.45 | 14,320 | 341 | 1,015 |
| 9 Jan | 23026.15 | 181.95 | 39.95 | 17.17 | 3,312 | 155 | 685 |
| 8 Jan | 23236.05 | 142 | 19.30 | 17.33 | 2,191 | 37 | 531 |
| 7 Jan | 23430.30 | 122.7 | -40.35 | 18.27 | 1,399 | 12 | 500 |
| 6 Jan | 23317.85 | 163.05 | 90.70 | 19.24 | 1,611 | 57 | 491 |
| 3 Jan | 23735.70 | 72.35 | 7.00 | 17.02 | 981 | -9 | 437 |
| 2 Jan | 24006.70 | 65.35 | 18.76 | 1,115 | 162 | 446 | |
For Nifty Financial Services - strike price 22700 expiring on 30JAN2025
Delta for 22700 PE is -0.51
Historical price for 22700 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 233, which was 7.10 higher than the previous day. The implied volatity was 17.74, the open interest changed by 1449 which increased total open position to 3875
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 225.9, which was -68.20 lower than the previous day. The implied volatity was 17.76, the open interest changed by 116 which increased total open position to 2462
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 294.1, which was 132.95 higher than the previous day. The implied volatity was 18.39, the open interest changed by -623 which decreased total open position to 2351
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 161.15, which was -130.90 lower than the previous day. The implied volatity was 18.68, the open interest changed by 732 which increased total open position to 2973
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 292.05, which was 127.40 higher than the previous day. The implied volatity was 16.93, the open interest changed by 251 which increased total open position to 2298
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 164.65, which was -119.35 lower than the previous day. The implied volatity was 17.76, the open interest changed by 325 which increased total open position to 2058
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 284, which was 44.10 higher than the previous day. The implied volatity was 17.83, the open interest changed by 325 which increased total open position to 1767
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 239.9, which was -220.10 lower than the previous day. The implied volatity was 17.12, the open interest changed by 584 which increased total open position to 1408
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 460, which was 146.90 higher than the previous day. The implied volatity was 18.24, the open interest changed by -121 which decreased total open position to 848
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 313.1, which was 131.15 higher than the previous day. The implied volatity was 18.45, the open interest changed by 341 which increased total open position to 1015
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 181.95, which was 39.95 higher than the previous day. The implied volatity was 17.17, the open interest changed by 155 which increased total open position to 685
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 142, which was 19.30 higher than the previous day. The implied volatity was 17.33, the open interest changed by 37 which increased total open position to 531
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 122.7, which was -40.35 lower than the previous day. The implied volatity was 18.27, the open interest changed by 12 which increased total open position to 500
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 163.05, which was 90.70 higher than the previous day. The implied volatity was 19.24, the open interest changed by 57 which increased total open position to 491
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 72.35, which was 7.00 higher than the previous day. The implied volatity was 17.02, the open interest changed by -9 which decreased total open position to 437
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 65.35, which was lower than the previous day. The implied volatity was 18.76, the open interest changed by 162 which increased total open position to 446
