FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22750 CE | ||||||||||
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Delta: 0.33
Vega: 10.45
Theta: -15.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 98.1 | -89.75 | 15.86 | 27,152 | 474 | 2,063 | |||
23 Jan | 22625.85 | 183 | -41.70 | 17.31 | 18,644 | 307 | 1,554 | |||
22 Jan | 22650.40 | 224.7 | -0.30 | 17.72 | 11,687 | 232 | 1,223 | |||
21 Jan | 22548.90 | 225 | -199.90 | 19.67 | 11,458 | 340 | 1,005 | |||
20 Jan | 22926.70 | 424.9 | 163.90 | 19.42 | 15,100 | -631 | 667 | |||
17 Jan | 22608.20 | 261 | -218.90 | 16.94 | 13,717 | 555 | 1,308 | |||
16 Jan | 22943.75 | 479.9 | 163.45 | 16.32 | 2,954 | -1,112 | 752 | |||
15 Jan | 22680.10 | 316.45 | -61.60 | 16.16 | 19,394 | 852 | 1,872 | |||
14 Jan | 22722.15 | 378.05 | 131.25 | 16.08 | 10,143 | 306 | 1,050 | |||
13 Jan | 22400.45 | 246.8 | -141.65 | 18.38 | 5,024 | 256 | 746 | |||
10 Jan | 22730.20 | 388.45 | -238.30 | 15.45 | 3,115 | 326 | 421 | |||
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9 Jan | 23026.15 | 626.75 | -164.25 | 16.98 | 86 | 31 | 88 | |||
8 Jan | 23236.05 | 791 | -80.00 | 18.18 | 39 | 21 | 57 | |||
7 Jan | 23430.30 | 871 | -114.00 | 13.36 | 7 | 6 | 35 | |||
6 Jan | 23317.85 | 985 | -21.00 | 22.90 | 4 | 0 | 25 | |||
3 Jan | 23735.70 | 1006 | 0.00 | 0.00 | 0 | 25 | 0 | |||
2 Jan | 24006.70 | 1006 | 0.00 | 0 | 25 | 0 |
For Nifty Financial Services - strike price 22750 expiring on 30JAN2025
Delta for 22750 CE is 0.33
Historical price for 22750 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 98.1, which was -89.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 474 which increased total open position to 2063
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 183, which was -41.70 lower than the previous day. The implied volatity was 17.31, the open interest changed by 307 which increased total open position to 1554
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 224.7, which was -0.30 lower than the previous day. The implied volatity was 17.72, the open interest changed by 232 which increased total open position to 1223
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 225, which was -199.90 lower than the previous day. The implied volatity was 19.67, the open interest changed by 340 which increased total open position to 1005
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 424.9, which was 163.90 higher than the previous day. The implied volatity was 19.42, the open interest changed by -631 which decreased total open position to 667
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 261, which was -218.90 lower than the previous day. The implied volatity was 16.94, the open interest changed by 555 which increased total open position to 1308
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 479.9, which was 163.45 higher than the previous day. The implied volatity was 16.32, the open interest changed by -1112 which decreased total open position to 752
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 316.45, which was -61.60 lower than the previous day. The implied volatity was 16.16, the open interest changed by 852 which increased total open position to 1872
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 378.05, which was 131.25 higher than the previous day. The implied volatity was 16.08, the open interest changed by 306 which increased total open position to 1050
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 246.8, which was -141.65 lower than the previous day. The implied volatity was 18.38, the open interest changed by 256 which increased total open position to 746
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 388.45, which was -238.30 lower than the previous day. The implied volatity was 15.45, the open interest changed by 326 which increased total open position to 421
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 626.75, which was -164.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 31 which increased total open position to 88
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 791, which was -80.00 lower than the previous day. The implied volatity was 18.18, the open interest changed by 21 which increased total open position to 57
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 871, which was -114.00 lower than the previous day. The implied volatity was 13.36, the open interest changed by 6 which increased total open position to 35
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 985, which was -21.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 25
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1006, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1006, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
FINNIFTY 30JAN2025 22750 PE | |||||||
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Delta: -0.64
Vega: 10.82
Theta: -13.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 345.15 | 88.15 | 19.60 | 11,322 | 37 | 800 |
23 Jan | 22625.85 | 259.95 | 5.35 | 17.75 | 7,457 | -237 | 766 |
22 Jan | 22650.40 | 254.6 | -67.30 | 18.02 | 4,071 | 78 | 1,004 |
21 Jan | 22548.90 | 321.9 | 142.90 | 18.34 | 15,604 | -418 | 928 |
20 Jan | 22926.70 | 179 | -150.80 | 18.66 | 13,578 | 314 | 1,356 |
17 Jan | 22608.20 | 329.8 | 146.90 | 17.62 | 12,407 | 133 | 1,047 |
16 Jan | 22943.75 | 182.9 | -128.10 | 17.85 | 4,222 | -210 | 914 |
15 Jan | 22680.10 | 311 | 49.00 | 18.01 | 17,190 | 180 | 1,141 |
14 Jan | 22722.15 | 262 | -223.05 | 17.16 | 9,866 | 413 | 993 |
13 Jan | 22400.45 | 485.05 | 132.05 | 17.96 | 1,882 | 48 | 581 |
10 Jan | 22730.20 | 353 | 150.45 | 19.28 | 10,803 | 93 | 523 |
9 Jan | 23026.15 | 202.55 | 57.55 | 17.40 | 1,734 | 130 | 435 |
8 Jan | 23236.05 | 145 | 13.95 | 16.78 | 1,990 | 17 | 306 |
7 Jan | 23430.30 | 131.05 | -47.65 | 18.12 | 564 | 11 | 289 |
6 Jan | 23317.85 | 178.7 | 93.20 | 19.39 | 1,749 | 37 | 279 |
3 Jan | 23735.70 | 85.5 | 20.50 | 17.44 | 550 | -4 | 242 |
2 Jan | 24006.70 | 65 | 18.26 | 564 | -45 | 245 |
For Nifty Financial Services - strike price 22750 expiring on 30JAN2025
Delta for 22750 PE is -0.64
Historical price for 22750 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 345.15, which was 88.15 higher than the previous day. The implied volatity was 19.60, the open interest changed by 37 which increased total open position to 800
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 259.95, which was 5.35 higher than the previous day. The implied volatity was 17.75, the open interest changed by -237 which decreased total open position to 766
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 254.6, which was -67.30 lower than the previous day. The implied volatity was 18.02, the open interest changed by 78 which increased total open position to 1004
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 321.9, which was 142.90 higher than the previous day. The implied volatity was 18.34, the open interest changed by -418 which decreased total open position to 928
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 179, which was -150.80 lower than the previous day. The implied volatity was 18.66, the open interest changed by 314 which increased total open position to 1356
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 329.8, which was 146.90 higher than the previous day. The implied volatity was 17.62, the open interest changed by 133 which increased total open position to 1047
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 182.9, which was -128.10 lower than the previous day. The implied volatity was 17.85, the open interest changed by -210 which decreased total open position to 914
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 311, which was 49.00 higher than the previous day. The implied volatity was 18.01, the open interest changed by 180 which increased total open position to 1141
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 262, which was -223.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by 413 which increased total open position to 993
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 485.05, which was 132.05 higher than the previous day. The implied volatity was 17.96, the open interest changed by 48 which increased total open position to 581
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 353, which was 150.45 higher than the previous day. The implied volatity was 19.28, the open interest changed by 93 which increased total open position to 523
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 202.55, which was 57.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 130 which increased total open position to 435
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 145, which was 13.95 higher than the previous day. The implied volatity was 16.78, the open interest changed by 17 which increased total open position to 306
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 131.05, which was -47.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 11 which increased total open position to 289
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 178.7, which was 93.20 higher than the previous day. The implied volatity was 19.39, the open interest changed by 37 which increased total open position to 279
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 85.5, which was 20.50 higher than the previous day. The implied volatity was 17.44, the open interest changed by -4 which decreased total open position to 242
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 65, which was lower than the previous day. The implied volatity was 18.26, the open interest changed by -45 which decreased total open position to 245