FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
08 Jan 2025 11:28 AM IST
FINNIFTY 30JAN2025 22850 CE | ||||||||||
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Delta: 0.70
Vega: 19.77
Theta: -11.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Jan | 23166.45 | 627 | -246.10 | 15.69 | 19 | 3 | 56 | |||
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7 Jan | 23430.30 | 873.1 | 0.00 | 0.00 | 0 | 4 | 0 | |||
6 Jan | 23317.85 | 873.1 | -172.30 | 20.79 | 4 | 0 | 49 | |||
3 Jan | 23735.70 | 1045.4 | 0.00 | 0.00 | 0 | 49 | 0 | |||
2 Jan | 24006.70 | 1045.4 | 0.00 | 0 | 49 | 0 |
For Nifty Financial Services - strike price 22850 expiring on 30JAN2025
Delta for 22850 CE is 0.70
Historical price for 22850 CE is as follows
On 8 Jan FINNIFTY was trading at 23166.45. The strike last trading price was 627, which was -246.10 lower than the previous day. The implied volatity was 15.69, the open interest changed by 3 which increased total open position to 56
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 873.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 873.1, which was -172.30 lower than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 49
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1045.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1045.4, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
FINNIFTY 30JAN2025 22850 PE | |||||||
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Delta: -0.32
Vega: 20.41
Theta: -6.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Jan | 23166.45 | 219.55 | 63.55 | 18.07 | 1,183 | 78 | 356 |
7 Jan | 23430.30 | 156 | -71.10 | 18.21 | 827 | 0 | 273 |
6 Jan | 23317.85 | 227.1 | 126.75 | 20.39 | 1,740 | 126 | 273 |
3 Jan | 23735.70 | 100.35 | 23.55 | 17.33 | 514 | 78 | 145 |
2 Jan | 24006.70 | 76.8 | 18.20 | 576 | -10 | 83 |
For Nifty Financial Services - strike price 22850 expiring on 30JAN2025
Delta for 22850 PE is -0.32
Historical price for 22850 PE is as follows
On 8 Jan FINNIFTY was trading at 23166.45. The strike last trading price was 219.55, which was 63.55 higher than the previous day. The implied volatity was 18.07, the open interest changed by 78 which increased total open position to 356
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 156, which was -71.10 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 273
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 227.1, which was 126.75 higher than the previous day. The implied volatity was 20.39, the open interest changed by 126 which increased total open position to 273
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 100.35, which was 23.55 higher than the previous day. The implied volatity was 17.33, the open interest changed by 78 which increased total open position to 145
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 76.8, which was lower than the previous day. The implied volatity was 18.20, the open interest changed by -10 which decreased total open position to 83