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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23539.75 -120.65 (-0.51%)

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Historical option data for FINNIFTY

07 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 22950 CE
Delta: 0.82
Vega: 14.23
Theta: -10.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 23539.75 810.25 -76 14.72 6 0 69
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
Delta: -0.21
Vega: 16.01
Theta: -5.54
Gamma: 0.00
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