FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22800 CE | ||||||||||
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Delta: 0.30
Vega: 9.98
Theta: -15.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 87 | -78.9 | 16.27 | 49,039 | 1,905 | 5,998 | |||
23 Jan | 22625.85 | 157.25 | -50.55 | 16.92 | 39,667 | 1,226 | 4,124 | |||
22 Jan | 22650.40 | 207.8 | -6.25 | 18.18 | 26,787 | 388 | 2,850 | |||
21 Jan | 22548.90 | 214.05 | -172.40 | 20.37 | 19,855 | 1,006 | 2,510 | |||
20 Jan | 22926.70 | 386.45 | 146.45 | 18.86 | 22,352 | -892 | 1,512 | |||
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17 Jan | 22608.20 | 240 | -202.40 | 17.02 | 24,547 | 476 | 2,456 | |||
16 Jan | 22943.75 | 442.4 | 153.40 | 16.02 | 7,555 | 480 | 1,985 | |||
15 Jan | 22680.10 | 289 | -76.00 | 16.03 | 20,097 | 457 | 1,515 | |||
14 Jan | 22722.15 | 365 | 130.00 | 16.84 | 14,867 | 276 | 1,088 | |||
13 Jan | 22400.45 | 235 | -125.80 | 18.79 | 7,498 | -93 | 818 | |||
10 Jan | 22730.20 | 360.8 | -226.45 | 15.40 | 10,907 | 739 | 896 | |||
9 Jan | 23026.15 | 587.25 | -138.75 | 16.67 | 273 | 105 | 161 | |||
8 Jan | 23236.05 | 726 | -150.00 | 16.68 | 24 | 20 | 56 | |||
7 Jan | 23430.30 | 876 | 51.00 | 16.38 | 2 | -1 | 35 | |||
6 Jan | 23317.85 | 825 | -129.00 | 16.51 | 13 | 12 | 35 | |||
3 Jan | 23735.70 | 954 | 0.00 | 0.00 | 0 | 23 | 0 | |||
2 Jan | 24006.70 | 954 | 0.00 | 0 | 23 | 0 |
For Nifty Financial Services - strike price 22800 expiring on 30JAN2025
Delta for 22800 CE is 0.30
Historical price for 22800 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 87, which was -78.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by 1905 which increased total open position to 5998
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 157.25, which was -50.55 lower than the previous day. The implied volatity was 16.92, the open interest changed by 1226 which increased total open position to 4124
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 207.8, which was -6.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by 388 which increased total open position to 2850
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 214.05, which was -172.40 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1006 which increased total open position to 2510
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 386.45, which was 146.45 higher than the previous day. The implied volatity was 18.86, the open interest changed by -892 which decreased total open position to 1512
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 240, which was -202.40 lower than the previous day. The implied volatity was 17.02, the open interest changed by 476 which increased total open position to 2456
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 442.4, which was 153.40 higher than the previous day. The implied volatity was 16.02, the open interest changed by 480 which increased total open position to 1985
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 289, which was -76.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by 457 which increased total open position to 1515
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 365, which was 130.00 higher than the previous day. The implied volatity was 16.84, the open interest changed by 276 which increased total open position to 1088
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 235, which was -125.80 lower than the previous day. The implied volatity was 18.79, the open interest changed by -93 which decreased total open position to 818
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 360.8, which was -226.45 lower than the previous day. The implied volatity was 15.40, the open interest changed by 739 which increased total open position to 896
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 587.25, which was -138.75 lower than the previous day. The implied volatity was 16.67, the open interest changed by 105 which increased total open position to 161
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 726, which was -150.00 lower than the previous day. The implied volatity was 16.68, the open interest changed by 20 which increased total open position to 56
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 876, which was 51.00 higher than the previous day. The implied volatity was 16.38, the open interest changed by -1 which decreased total open position to 35
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 825, which was -129.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 12 which increased total open position to 35
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 954, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 954, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
FINNIFTY 30JAN2025 22800 PE | |||||||
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Delta: -0.67
Vega: 10.50
Theta: -13.26
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 380.8 | 94.2 | 19.96 | 11,117 | 359 | 2,134 |
23 Jan | 22625.85 | 288 | 10.05 | 17.72 | 8,616 | -218 | 1,776 |
22 Jan | 22650.40 | 277.95 | -87.95 | 17.74 | 4,546 | -168 | 1,996 |
21 Jan | 22548.90 | 365.9 | 171.90 | 19.44 | 25,655 | -849 | 2,153 |
20 Jan | 22926.70 | 194 | -159.55 | 18.36 | 27,452 | -1,200 | 3,063 |
17 Jan | 22608.20 | 353.55 | 157.55 | 17.40 | 23,438 | 2,741 | 4,293 |
16 Jan | 22943.75 | 196 | -137.95 | 17.56 | 14,882 | -374 | 1,550 |
15 Jan | 22680.10 | 333.95 | 53.95 | 17.90 | 17,633 | 57 | 1,926 |
14 Jan | 22722.15 | 280 | -246.35 | 16.92 | 10,324 | 424 | 1,837 |
13 Jan | 22400.45 | 526.35 | 145.05 | 18.51 | 2,996 | -233 | 1,438 |
10 Jan | 22730.20 | 381.3 | 168.50 | 19.50 | 24,349 | 600 | 1,696 |
9 Jan | 23026.15 | 212.8 | 54.30 | 17.06 | 5,084 | 284 | 1,105 |
8 Jan | 23236.05 | 158.5 | 13.35 | 16.76 | 2,920 | 115 | 822 |
7 Jan | 23430.30 | 145.15 | -41.85 | 18.26 | 1,091 | 65 | 708 |
6 Jan | 23317.85 | 187 | 87.95 | 19.12 | 2,741 | 33 | 673 |
3 Jan | 23735.70 | 99.05 | 34.05 | 17.79 | 2,059 | -88 | 601 |
2 Jan | 24006.70 | 65 | 17.78 | 1,335 | 487 | 692 |
For Nifty Financial Services - strike price 22800 expiring on 30JAN2025
Delta for 22800 PE is -0.67
Historical price for 22800 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 380.8, which was 94.2 higher than the previous day. The implied volatity was 19.96, the open interest changed by 359 which increased total open position to 2134
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 288, which was 10.05 higher than the previous day. The implied volatity was 17.72, the open interest changed by -218 which decreased total open position to 1776
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 277.95, which was -87.95 lower than the previous day. The implied volatity was 17.74, the open interest changed by -168 which decreased total open position to 1996
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 365.9, which was 171.90 higher than the previous day. The implied volatity was 19.44, the open interest changed by -849 which decreased total open position to 2153
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 194, which was -159.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by -1200 which decreased total open position to 3063
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 353.55, which was 157.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 2741 which increased total open position to 4293
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 196, which was -137.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by -374 which decreased total open position to 1550
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 333.95, which was 53.95 higher than the previous day. The implied volatity was 17.90, the open interest changed by 57 which increased total open position to 1926
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 280, which was -246.35 lower than the previous day. The implied volatity was 16.92, the open interest changed by 424 which increased total open position to 1837
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 526.35, which was 145.05 higher than the previous day. The implied volatity was 18.51, the open interest changed by -233 which decreased total open position to 1438
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 381.3, which was 168.50 higher than the previous day. The implied volatity was 19.50, the open interest changed by 600 which increased total open position to 1696
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 212.8, which was 54.30 higher than the previous day. The implied volatity was 17.06, the open interest changed by 284 which increased total open position to 1105
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 158.5, which was 13.35 higher than the previous day. The implied volatity was 16.76, the open interest changed by 115 which increased total open position to 822
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 145.15, which was -41.85 lower than the previous day. The implied volatity was 18.26, the open interest changed by 65 which increased total open position to 708
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 187, which was 87.95 higher than the previous day. The implied volatity was 19.12, the open interest changed by 33 which increased total open position to 673
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 99.05, which was 34.05 higher than the previous day. The implied volatity was 17.79, the open interest changed by -88 which decreased total open position to 601
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 17.78, the open interest changed by 487 which increased total open position to 692