FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 22950 CE | ||||||||||
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Delta: 0.82
Vega: 14.23
Theta: -10.34
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 23539.75 | 810.25 | -76 | 14.72 | 6 | 0 | 69 | |||
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6 Feb | 23660.40 | 886.25 | -79.9 | 12.24 | 9 | 1 | 70 | |||
5 Feb | 23664.40 | 966.15 | 84.8 | 19.03 | 6 | 1 | 70 | |||
4 Feb | 23620.70 | 874.45 | 289.25 | 15.53 | 80 | 0 | 70 | |||
3 Feb | 23132.45 | 591.65 | -22.05 | 17.10 | 551 | 15 | 70 | |||
1 Feb | 23170.25 | 606 | -98 | 15.37 | 290 | 53 | 57 |
For Nifty Financial Services - strike price 22950 expiring on 27FEB2025
Delta for 22950 CE is 0.82
Historical price for 22950 CE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 810.25, which was -76 lower than the previous day. The implied volatity was 14.72, the open interest changed by 0 which decreased total open position to 69
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 886.25, which was -79.9 lower than the previous day. The implied volatity was 12.24, the open interest changed by 1 which increased total open position to 70
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 966.15, which was 84.8 higher than the previous day. The implied volatity was 19.03, the open interest changed by 1 which increased total open position to 70
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 874.45, which was 289.25 higher than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 70
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 591.65, which was -22.05 lower than the previous day. The implied volatity was 17.10, the open interest changed by 15 which increased total open position to 70
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 606, which was -98 lower than the previous day. The implied volatity was 15.37, the open interest changed by 53 which increased total open position to 57
FINNIFTY 27FEB2025 22950 PE | |||||||
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Delta: -0.21
Vega: 16.01
Theta: -5.54
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 23539.75 | 117.85 | -3.7 | 17.36 | 148 | -20 | 161 |
6 Feb | 23660.40 | 121.15 | -4.05 | 18.67 | 101 | -1 | 181 |
5 Feb | 23664.40 | 129.15 | -18.7 | 18.42 | 91 | 17 | 179 |
4 Feb | 23620.70 | 148.15 | -121.65 | 18.53 | 536 | 21 | 165 |
3 Feb | 23132.45 | 272.95 | 4.85 | 17.95 | 1,605 | 84 | 141 |
1 Feb | 23170.25 | 267.75 | -45.85 | 17.81 | 662 | 46 | 60 |
For Nifty Financial Services - strike price 22950 expiring on 27FEB2025
Delta for 22950 PE is -0.21
Historical price for 22950 PE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 117.85, which was -3.7 lower than the previous day. The implied volatity was 17.36, the open interest changed by -20 which decreased total open position to 161
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 121.15, which was -4.05 lower than the previous day. The implied volatity was 18.67, the open interest changed by -1 which decreased total open position to 181
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 129.15, which was -18.7 lower than the previous day. The implied volatity was 18.42, the open interest changed by 17 which increased total open position to 179
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 148.15, which was -121.65 lower than the previous day. The implied volatity was 18.53, the open interest changed by 21 which increased total open position to 165
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 272.95, which was 4.85 higher than the previous day. The implied volatity was 17.95, the open interest changed by 84 which increased total open position to 141
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 267.75, which was -45.85 lower than the previous day. The implied volatity was 17.81, the open interest changed by 46 which increased total open position to 60