FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22950 CE | ||||||||||
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Delta: 0.20
Vega: 8.08
Theta: -12.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 52.25 | -60.55 | 16.39 | 16,900 | 1,112 | 2,764 | |||
23 Jan | 22625.85 | 108 | -35.95 | 17.26 | 6,413 | -42 | 1,585 | |||
22 Jan | 22650.40 | 143.95 | -15.30 | 17.87 | 7,944 | -153 | 1,632 | |||
21 Jan | 22548.90 | 159.25 | -138.25 | 20.36 | 13,120 | 374 | 1,780 | |||
20 Jan | 22926.70 | 297.5 | 118.50 | 18.48 | 15,375 | 266 | 1,411 | |||
17 Jan | 22608.20 | 179 | -172.00 | 16.89 | 6,829 | 35 | 1,150 | |||
16 Jan | 22943.75 | 351 | 123.10 | 15.94 | 20,532 | 60 | 1,130 | |||
15 Jan | 22680.10 | 227.9 | -75.10 | 16.35 | 3,597 | 175 | 1,064 | |||
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14 Jan | 22722.15 | 303 | 126.95 | 17.50 | 3,135 | -47 | 890 | |||
13 Jan | 22400.45 | 176.05 | -129.90 | 18.25 | 3,840 | 269 | 937 | |||
10 Jan | 22730.20 | 305.95 | -175.40 | 16.26 | 9,166 | 245 | 683 | |||
9 Jan | 23026.15 | 481.35 | -144.00 | 16.05 | 4,853 | 377 | 472 | |||
8 Jan | 23236.05 | 625.35 | -154.65 | 16.81 | 157 | 35 | 95 | |||
7 Jan | 23430.30 | 780 | 77.15 | 17.29 | 34 | 15 | 59 | |||
6 Jan | 23317.85 | 702.85 | -323.20 | 15.83 | 29 | 10 | 34 | |||
3 Jan | 23735.70 | 1026.05 | 0.00 | 0.00 | 0 | 24 | 0 | |||
2 Jan | 24006.70 | 1026.05 | - | 5 | 0 | 24 |
For Nifty Financial Services - strike price 22950 expiring on 30JAN2025
Delta for 22950 CE is 0.20
Historical price for 22950 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 52.25, which was -60.55 lower than the previous day. The implied volatity was 16.39, the open interest changed by 1112 which increased total open position to 2764
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 108, which was -35.95 lower than the previous day. The implied volatity was 17.26, the open interest changed by -42 which decreased total open position to 1585
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 143.95, which was -15.30 lower than the previous day. The implied volatity was 17.87, the open interest changed by -153 which decreased total open position to 1632
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 159.25, which was -138.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 374 which increased total open position to 1780
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 297.5, which was 118.50 higher than the previous day. The implied volatity was 18.48, the open interest changed by 266 which increased total open position to 1411
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 179, which was -172.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 35 which increased total open position to 1150
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 351, which was 123.10 higher than the previous day. The implied volatity was 15.94, the open interest changed by 60 which increased total open position to 1130
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 227.9, which was -75.10 lower than the previous day. The implied volatity was 16.35, the open interest changed by 175 which increased total open position to 1064
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 303, which was 126.95 higher than the previous day. The implied volatity was 17.50, the open interest changed by -47 which decreased total open position to 890
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 176.05, which was -129.90 lower than the previous day. The implied volatity was 18.25, the open interest changed by 269 which increased total open position to 937
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 305.95, which was -175.40 lower than the previous day. The implied volatity was 16.26, the open interest changed by 245 which increased total open position to 683
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 481.35, which was -144.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by 377 which increased total open position to 472
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 625.35, which was -154.65 lower than the previous day. The implied volatity was 16.81, the open interest changed by 35 which increased total open position to 95
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 780, which was 77.15 higher than the previous day. The implied volatity was 17.29, the open interest changed by 15 which increased total open position to 59
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 702.85, which was -323.20 lower than the previous day. The implied volatity was 15.83, the open interest changed by 10 which increased total open position to 34
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1026.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1026.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
FINNIFTY 30JAN2025 22950 PE | |||||||
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Delta: -0.74
Vega: 9.33
Theta: -11.73
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 500.7 | 118 | 21.13 | 1,210 | 4 | 936 |
23 Jan | 22625.85 | 382.05 | 2.80 | 17.54 | 465 | -16 | 935 |
22 Jan | 22650.40 | 379.25 | -89.55 | 18.62 | 1,139 | -31 | 952 |
21 Jan | 22548.90 | 468.8 | 210.85 | 19.99 | 10,508 | -324 | 983 |
20 Jan | 22926.70 | 257.95 | -185.90 | 18.21 | 14,089 | 629 | 1,373 |
17 Jan | 22608.20 | 443.85 | 187.85 | 17.41 | 2,106 | -318 | 746 |
16 Jan | 22943.75 | 256 | -155.00 | 17.51 | 25,029 | 436 | 1,048 |
15 Jan | 22680.10 | 411 | 63.40 | 17.63 | 724 | 53 | 617 |
14 Jan | 22722.15 | 347.6 | -272.45 | 16.54 | 884 | 141 | 576 |
13 Jan | 22400.45 | 620.05 | 173.00 | 18.17 | 656 | -98 | 436 |
10 Jan | 22730.20 | 447.05 | 186.15 | 19.00 | 10,467 | -179 | 541 |
9 Jan | 23026.15 | 260.9 | 48.90 | 16.67 | 11,376 | 108 | 721 |
8 Jan | 23236.05 | 212 | 32.80 | 17.13 | 2,745 | 95 | 613 |
7 Jan | 23430.30 | 179.2 | -54.85 | 17.98 | 1,248 | 205 | 528 |
6 Jan | 23317.85 | 234.05 | 125.65 | 19.21 | 1,870 | 212 | 326 |
3 Jan | 23735.70 | 108.4 | 29.30 | 16.70 | 396 | 47 | 134 |
2 Jan | 24006.70 | 79.1 | 17.37 | 294 | 40 | 87 |
For Nifty Financial Services - strike price 22950 expiring on 30JAN2025
Delta for 22950 PE is -0.74
Historical price for 22950 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 500.7, which was 118 higher than the previous day. The implied volatity was 21.13, the open interest changed by 4 which increased total open position to 936
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 382.05, which was 2.80 higher than the previous day. The implied volatity was 17.54, the open interest changed by -16 which decreased total open position to 935
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 379.25, which was -89.55 lower than the previous day. The implied volatity was 18.62, the open interest changed by -31 which decreased total open position to 952
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 468.8, which was 210.85 higher than the previous day. The implied volatity was 19.99, the open interest changed by -324 which decreased total open position to 983
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 257.95, which was -185.90 lower than the previous day. The implied volatity was 18.21, the open interest changed by 629 which increased total open position to 1373
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 443.85, which was 187.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by -318 which decreased total open position to 746
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 256, which was -155.00 lower than the previous day. The implied volatity was 17.51, the open interest changed by 436 which increased total open position to 1048
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 411, which was 63.40 higher than the previous day. The implied volatity was 17.63, the open interest changed by 53 which increased total open position to 617
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 347.6, which was -272.45 lower than the previous day. The implied volatity was 16.54, the open interest changed by 141 which increased total open position to 576
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 620.05, which was 173.00 higher than the previous day. The implied volatity was 18.17, the open interest changed by -98 which decreased total open position to 436
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 447.05, which was 186.15 higher than the previous day. The implied volatity was 19.00, the open interest changed by -179 which decreased total open position to 541
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 260.9, which was 48.90 higher than the previous day. The implied volatity was 16.67, the open interest changed by 108 which increased total open position to 721
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 212, which was 32.80 higher than the previous day. The implied volatity was 17.13, the open interest changed by 95 which increased total open position to 613
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 179.2, which was -54.85 lower than the previous day. The implied volatity was 17.98, the open interest changed by 205 which increased total open position to 528
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 234.05, which was 125.65 higher than the previous day. The implied volatity was 19.21, the open interest changed by 212 which increased total open position to 326
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 108.4, which was 29.30 higher than the previous day. The implied volatity was 16.70, the open interest changed by 47 which increased total open position to 134
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 79.1, which was lower than the previous day. The implied volatity was 17.37, the open interest changed by 40 which increased total open position to 87