FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 22850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 23539.75 | 824 | -218.25 | - | 1 | 0 | 44 | |||
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6 Feb | 23660.40 | 1042.25 | 175.25 | 17.97 | 6 | 0 | 46 | |||
5 Feb | 23664.40 | 867 | 0 | 0.00 | 0 | -3 | 0 | |||
4 Feb | 23620.70 | 867 | 210.5 | - | 24 | -3 | 46 | |||
3 Feb | 23132.45 | 656.5 | -21.25 | 17.05 | 7 | -1 | 48 | |||
1 Feb | 23170.25 | 676.9 | -109.1 | 15.49 | 237 | 48 | 52 |
For Nifty Financial Services - strike price 22850 expiring on 27FEB2025
Delta for 22850 CE is -
Historical price for 22850 CE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 824, which was -218.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 1042.25, which was 175.25 higher than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 46
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 867, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 867, which was 210.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 46
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 656.5, which was -21.25 lower than the previous day. The implied volatity was 17.05, the open interest changed by -1 which decreased total open position to 48
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 676.9, which was -109.1 lower than the previous day. The implied volatity was 15.49, the open interest changed by 48 which increased total open position to 52
FINNIFTY 27FEB2025 22850 PE | |||||||
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Delta: -0.19
Vega: 15.16
Theta: -5.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 23539.75 | 110.4 | 4 | 18.25 | 128 | 8 | 181 |
6 Feb | 23660.40 | 105 | -6.5 | 18.92 | 43 | -5 | 173 |
5 Feb | 23664.40 | 112.8 | -13.35 | 18.71 | 128 | 75 | 178 |
4 Feb | 23620.70 | 122.45 | -114.55 | 18.30 | 139 | -13 | 105 |
3 Feb | 23132.45 | 233.65 | -4.8 | 17.80 | 1,006 | 26 | 117 |
1 Feb | 23170.25 | 239.4 | -40.95 | 18.14 | 563 | 38 | 95 |
For Nifty Financial Services - strike price 22850 expiring on 27FEB2025
Delta for 22850 PE is -0.19
Historical price for 22850 PE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 110.4, which was 4 higher than the previous day. The implied volatity was 18.25, the open interest changed by 8 which increased total open position to 181
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 105, which was -6.5 lower than the previous day. The implied volatity was 18.92, the open interest changed by -5 which decreased total open position to 173
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 112.8, which was -13.35 lower than the previous day. The implied volatity was 18.71, the open interest changed by 75 which increased total open position to 178
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 122.45, which was -114.55 lower than the previous day. The implied volatity was 18.30, the open interest changed by -13 which decreased total open position to 105
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 233.65, which was -4.8 lower than the previous day. The implied volatity was 17.80, the open interest changed by 26 which increased total open position to 117
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 239.4, which was -40.95 lower than the previous day. The implied volatity was 18.14, the open interest changed by 38 which increased total open position to 95