FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 26100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.30
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 15 Jan | 22680.10 | 4.75 | -2.25 | 28.71 | 191 | -25 | 420 | |||
| 14 Jan | 22722.15 | 7 | 0.00 | 28.47 | 184 | 9 | 446 | |||
| 13 Jan | 22400.45 | 7 | 1.90 | 30.70 | 340 | -92 | 436 | |||
| 10 Jan | 22730.20 | 5.1 | 0.00 | 24.56 | 325 | 59 | 530 | |||
| 9 Jan | 23026.15 | 5.1 | -0.40 | 21.80 | 129 | 13 | 473 | |||
| 8 Jan | 23236.05 | 5.5 | -2.30 | 20.19 | 604 | -63 | 460 | |||
| 7 Jan | 23430.30 | 7.8 | 0.25 | 19.38 | 500 | 132 | 520 | |||
| 6 Jan | 23317.85 | 7.55 | -0.60 | 19.39 | 796 | 16 | 423 | |||
| 3 Jan | 23735.70 | 8.15 | -2.80 | 15.90 | 927 | 170 | 410 | |||
| 2 Jan | 24006.70 | 10.95 | 14.47 | 757 | 154 | 250 | ||||
For Nifty Financial Services - strike price 26100 expiring on 30JAN2025
Delta for 26100 CE is 0.01
Historical price for 26100 CE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 4.75, which was -2.25 lower than the previous day. The implied volatity was 28.71, the open interest changed by -25 which decreased total open position to 420
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 28.47, the open interest changed by 9 which increased total open position to 446
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 7, which was 1.90 higher than the previous day. The implied volatity was 30.70, the open interest changed by -92 which decreased total open position to 436
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 24.56, the open interest changed by 59 which increased total open position to 530
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 5.1, which was -0.40 lower than the previous day. The implied volatity was 21.80, the open interest changed by 13 which increased total open position to 473
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 5.5, which was -2.30 lower than the previous day. The implied volatity was 20.19, the open interest changed by -63 which decreased total open position to 460
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 7.8, which was 0.25 higher than the previous day. The implied volatity was 19.38, the open interest changed by 132 which increased total open position to 520
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 7.55, which was -0.60 lower than the previous day. The implied volatity was 19.39, the open interest changed by 16 which increased total open position to 423
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 8.15, which was -2.80 lower than the previous day. The implied volatity was 15.90, the open interest changed by 170 which increased total open position to 410
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 10.95, which was lower than the previous day. The implied volatity was 14.47, the open interest changed by 154 which increased total open position to 250
| FINNIFTY 30JAN2025 26100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 22680.10 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 22722.15 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 22400.45 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 22730.20 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23026.15 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23236.05 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23430.30 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23317.85 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 23735.70 | 1764 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24006.70 | 1764 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26100 expiring on 30JAN2025
Delta for 26100 PE is -
Historical price for 26100 PE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1764, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1764, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
