FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22850 CE | ||||||||||
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Delta: 0.26
Vega: 9.37
Theta: -14.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 73 | -73.5 | 16.22 | 17,070 | 662 | 1,637 | |||
23 Jan | 22625.85 | 145.6 | -34.40 | 17.58 | 8,395 | -111 | 976 | |||
22 Jan | 22650.40 | 180 | -18.10 | 17.70 | 10,548 | -28 | 1,098 | |||
21 Jan | 22548.90 | 198.1 | -157.95 | 20.63 | 11,013 | 435 | 1,154 | |||
20 Jan | 22926.70 | 356.05 | 146.05 | 18.77 | 7,743 | -161 | 723 | |||
17 Jan | 22608.20 | 210 | -194.40 | 16.48 | 7,219 | 157 | 885 | |||
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16 Jan | 22943.75 | 404.4 | 134.70 | 15.63 | 3,551 | -318 | 731 | |||
15 Jan | 22680.10 | 269.7 | -82.25 | 16.26 | 6,717 | 314 | 1,058 | |||
14 Jan | 22722.15 | 351.95 | 136.95 | 17.52 | 5,169 | -176 | 750 | |||
13 Jan | 22400.45 | 215 | -119.00 | 18.62 | 5,466 | 348 | 938 | |||
10 Jan | 22730.20 | 334 | -222.00 | 15.34 | 10,259 | 508 | 606 | |||
9 Jan | 23026.15 | 556 | -118.70 | 16.71 | 161 | 43 | 103 | |||
8 Jan | 23236.05 | 674.7 | -198.40 | 15.74 | 41 | 9 | 62 | |||
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 0.26
Historical price for 22850 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 73, which was -73.5 lower than the previous day. The implied volatity was 16.22, the open interest changed by 662 which increased total open position to 1637
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 145.6, which was -34.40 lower than the previous day. The implied volatity was 17.58, the open interest changed by -111 which decreased total open position to 976
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 180, which was -18.10 lower than the previous day. The implied volatity was 17.70, the open interest changed by -28 which decreased total open position to 1098
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 198.1, which was -157.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 435 which increased total open position to 1154
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 356.05, which was 146.05 higher than the previous day. The implied volatity was 18.77, the open interest changed by -161 which decreased total open position to 723
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 210, which was -194.40 lower than the previous day. The implied volatity was 16.48, the open interest changed by 157 which increased total open position to 885
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 404.4, which was 134.70 higher than the previous day. The implied volatity was 15.63, the open interest changed by -318 which decreased total open position to 731
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 269.7, which was -82.25 lower than the previous day. The implied volatity was 16.26, the open interest changed by 314 which increased total open position to 1058
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 351.95, which was 136.95 higher than the previous day. The implied volatity was 17.52, the open interest changed by -176 which decreased total open position to 750
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 215, which was -119.00 lower than the previous day. The implied volatity was 18.62, the open interest changed by 348 which increased total open position to 938
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 334, which was -222.00 lower than the previous day. The implied volatity was 15.34, the open interest changed by 508 which increased total open position to 606
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 556, which was -118.70 lower than the previous day. The implied volatity was 16.71, the open interest changed by 43 which increased total open position to 103
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 674.7, which was -198.40 lower than the previous day. The implied volatity was 15.74, the open interest changed by 9 which increased total open position to 62
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: -0.69
Vega: 10.12
Theta: -12.73
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 420.05 | 105.2 | 20.31 | 2,569 | -5 | 593 |
23 Jan | 22625.85 | 315.05 | 4.15 | 17.45 | 1,550 | 14 | 608 |
22 Jan | 22650.40 | 310.9 | -84.05 | 18.09 | 1,385 | -22 | 594 |
21 Jan | 22548.90 | 394.95 | 179.10 | 19.28 | 13,488 | -238 | 621 |
20 Jan | 22926.70 | 215.85 | -170.10 | 18.44 | 7,781 | 209 | 872 |
17 Jan | 22608.20 | 385.95 | 169.10 | 17.62 | 5,743 | -181 | 664 |
16 Jan | 22943.75 | 216.85 | -140.45 | 17.66 | 9,512 | 332 | 819 |
15 Jan | 22680.10 | 357.3 | 53.40 | 17.75 | 3,371 | -47 | 482 |
14 Jan | 22722.15 | 303.9 | -246.20 | 16.93 | 2,299 | 80 | 551 |
13 Jan | 22400.45 | 550.1 | 142.20 | 18.04 | 1,393 | 1 | 474 |
10 Jan | 22730.20 | 407.9 | 176.50 | 19.60 | 16,083 | 52 | 495 |
9 Jan | 23026.15 | 231.4 | 53.05 | 17.10 | 2,209 | 74 | 455 |
8 Jan | 23236.05 | 178.35 | 22.35 | 17.04 | 1,705 | 105 | 383 |
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 -0.69
Historical price for 22850 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 420.05, which was 105.2 higher than the previous day. The implied volatity was 20.31, the open interest changed by -5 which decreased total open position to 593
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 315.05, which was 4.15 higher than the previous day. The implied volatity was 17.45, the open interest changed by 14 which increased total open position to 608
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 310.9, which was -84.05 lower than the previous day. The implied volatity was 18.09, the open interest changed by -22 which decreased total open position to 594
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 394.95, which was 179.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by -238 which decreased total open position to 621
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 215.85, which was -170.10 lower than the previous day. The implied volatity was 18.44, the open interest changed by 209 which increased total open position to 872
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 385.95, which was 169.10 higher than the previous day. The implied volatity was 17.62, the open interest changed by -181 which decreased total open position to 664
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 216.85, which was -140.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 332 which increased total open position to 819
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 357.3, which was 53.40 higher than the previous day. The implied volatity was 17.75, the open interest changed by -47 which decreased total open position to 482
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 303.9, which was -246.20 lower than the previous day. The implied volatity was 16.93, the open interest changed by 80 which increased total open position to 551
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 550.1, which was 142.20 higher than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 474
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 407.9, which was 176.50 higher than the previous day. The implied volatity was 19.60, the open interest changed by 52 which increased total open position to 495
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 231.4, which was 53.05 higher than the previous day. The implied volatity was 17.10, the open interest changed by 74 which increased total open position to 455
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 178.35, which was 22.35 higher than the previous day. The implied volatity was 17.04, the open interest changed by 105 which increased total open position to 383
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