FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22900 CE | ||||||||||
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Delta: 0.23
Vega: 8.80
Theta: -13.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 63.3 | -66 | 16.42 | 45,034 | 2,779 | 5,602 | |||
23 Jan | 22625.85 | 124 | -38.95 | 17.25 | 21,379 | 591 | 2,851 | |||
22 Jan | 22650.40 | 162.95 | -17.15 | 17.91 | 15,479 | -17 | 2,253 | |||
21 Jan | 22548.90 | 180.1 | -145.95 | 20.65 | 23,406 | 617 | 2,291 | |||
20 Jan | 22926.70 | 326.05 | 134.55 | 18.61 | 19,805 | -226 | 1,638 | |||
17 Jan | 22608.20 | 191.5 | -186.50 | 16.55 | 11,327 | 899 | 1,838 | |||
16 Jan | 22943.75 | 378 | 133.00 | 15.84 | 21,648 | -230 | 957 | |||
15 Jan | 22680.10 | 245 | -75.05 | 16.10 | 6,717 | 239 | 1,207 | |||
14 Jan | 22722.15 | 320.05 | 122.05 | 17.15 | 6,810 | -165 | 942 | |||
13 Jan | 22400.45 | 198 | -114.00 | 18.60 | 5,716 | -268 | 1,116 | |||
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10 Jan | 22730.20 | 312 | -205.20 | 15.45 | 15,722 | 1,028 | 1,420 | |||
9 Jan | 23026.15 | 517.2 | -138.25 | 16.32 | 2,781 | 239 | 393 | |||
8 Jan | 23236.05 | 655.45 | -104.95 | 16.59 | 230 | 80 | 153 | |||
7 Jan | 23430.30 | 760.4 | 0.00 | 0.00 | 0 | 18 | 0 | |||
6 Jan | 23317.85 | 760.4 | -414.60 | 16.94 | 50 | 17 | 72 | |||
3 Jan | 23735.70 | 1175 | 3.60 | 21.63 | 2 | 1 | 56 | |||
2 Jan | 24006.70 | 1171.4 | - | 28 | 19 | 58 |
For Nifty Financial Services - strike price 22900 expiring on 30JAN2025
Delta for 22900 CE is 0.23
Historical price for 22900 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 63.3, which was -66 lower than the previous day. The implied volatity was 16.42, the open interest changed by 2779 which increased total open position to 5602
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 124, which was -38.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 591 which increased total open position to 2851
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 162.95, which was -17.15 lower than the previous day. The implied volatity was 17.91, the open interest changed by -17 which decreased total open position to 2253
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 180.1, which was -145.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by 617 which increased total open position to 2291
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 326.05, which was 134.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by -226 which decreased total open position to 1638
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 191.5, which was -186.50 lower than the previous day. The implied volatity was 16.55, the open interest changed by 899 which increased total open position to 1838
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 378, which was 133.00 higher than the previous day. The implied volatity was 15.84, the open interest changed by -230 which decreased total open position to 957
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 245, which was -75.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 239 which increased total open position to 1207
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 320.05, which was 122.05 higher than the previous day. The implied volatity was 17.15, the open interest changed by -165 which decreased total open position to 942
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 198, which was -114.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by -268 which decreased total open position to 1116
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 312, which was -205.20 lower than the previous day. The implied volatity was 15.45, the open interest changed by 1028 which increased total open position to 1420
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 517.2, which was -138.25 lower than the previous day. The implied volatity was 16.32, the open interest changed by 239 which increased total open position to 393
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 655.45, which was -104.95 lower than the previous day. The implied volatity was 16.59, the open interest changed by 80 which increased total open position to 153
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 760.4, which was -414.60 lower than the previous day. The implied volatity was 16.94, the open interest changed by 17 which increased total open position to 72
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1175, which was 3.60 higher than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 56
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1171.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 58
FINNIFTY 30JAN2025 22900 PE | |||||||
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Delta: -0.72
Vega: 9.74
Theta: -12.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 460.35 | 109.65 | 20.77 | 2,455 | -77 | 855 |
23 Jan | 22625.85 | 346.85 | 11.25 | 17.42 | 1,578 | -45 | 933 |
22 Jan | 22650.40 | 335.6 | -93.30 | 17.67 | 1,751 | -100 | 990 |
21 Jan | 22548.90 | 428.9 | 196.50 | 19.43 | 20,355 | -644 | 1,092 |
20 Jan | 22926.70 | 232.4 | -175.45 | 18.07 | 18,567 | 717 | 1,752 |
17 Jan | 22608.20 | 407.85 | 169.60 | 17.13 | 6,717 | -368 | 1,057 |
16 Jan | 22943.75 | 238.25 | -144.00 | 17.72 | 32,443 | 523 | 1,496 |
15 Jan | 22680.10 | 382.25 | 56.35 | 17.62 | 3,134 | 63 | 952 |
14 Jan | 22722.15 | 325.9 | -268.40 | 16.77 | 1,630 | 141 | 879 |
13 Jan | 22400.45 | 594.3 | 160.50 | 18.65 | 2,499 | -323 | 738 |
10 Jan | 22730.20 | 433.8 | 164.30 | 19.62 | 21,572 | 196 | 1,090 |
9 Jan | 23026.15 | 269.5 | 78.20 | 18.03 | 10,027 | 193 | 915 |
8 Jan | 23236.05 | 191.3 | 30.30 | 16.91 | 2,168 | -10 | 716 |
7 Jan | 23430.30 | 161 | -64.30 | 17.75 | 1,271 | 105 | 749 |
6 Jan | 23317.85 | 225.3 | 115.40 | 19.56 | 2,679 | 167 | 643 |
3 Jan | 23735.70 | 109.9 | 35.60 | 17.35 | 1,047 | 27 | 482 |
2 Jan | 24006.70 | 74.3 | 17.52 | 1,058 | 194 | 456 |
For Nifty Financial Services - strike price 22900 expiring on 30JAN2025
Delta for 22900 PE is -0.72
Historical price for 22900 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 460.35, which was 109.65 higher than the previous day. The implied volatity was 20.77, the open interest changed by -77 which decreased total open position to 855
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 346.85, which was 11.25 higher than the previous day. The implied volatity was 17.42, the open interest changed by -45 which decreased total open position to 933
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 335.6, which was -93.30 lower than the previous day. The implied volatity was 17.67, the open interest changed by -100 which decreased total open position to 990
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 428.9, which was 196.50 higher than the previous day. The implied volatity was 19.43, the open interest changed by -644 which decreased total open position to 1092
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 232.4, which was -175.45 lower than the previous day. The implied volatity was 18.07, the open interest changed by 717 which increased total open position to 1752
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 407.85, which was 169.60 higher than the previous day. The implied volatity was 17.13, the open interest changed by -368 which decreased total open position to 1057
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 238.25, which was -144.00 lower than the previous day. The implied volatity was 17.72, the open interest changed by 523 which increased total open position to 1496
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 382.25, which was 56.35 higher than the previous day. The implied volatity was 17.62, the open interest changed by 63 which increased total open position to 952
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 325.9, which was -268.40 lower than the previous day. The implied volatity was 16.77, the open interest changed by 141 which increased total open position to 879
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 594.3, which was 160.50 higher than the previous day. The implied volatity was 18.65, the open interest changed by -323 which decreased total open position to 738
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 433.8, which was 164.30 higher than the previous day. The implied volatity was 19.62, the open interest changed by 196 which increased total open position to 1090
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 269.5, which was 78.20 higher than the previous day. The implied volatity was 18.03, the open interest changed by 193 which increased total open position to 915
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 191.3, which was 30.30 higher than the previous day. The implied volatity was 16.91, the open interest changed by -10 which decreased total open position to 716
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 161, which was -64.30 lower than the previous day. The implied volatity was 17.75, the open interest changed by 105 which increased total open position to 749
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 225.3, which was 115.40 higher than the previous day. The implied volatity was 19.56, the open interest changed by 167 which increased total open position to 643
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 109.9, which was 35.60 higher than the previous day. The implied volatity was 17.35, the open interest changed by 27 which increased total open position to 482
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 74.3, which was lower than the previous day. The implied volatity was 17.52, the open interest changed by 194 which increased total open position to 456