FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 26500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.85
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 22608.20 | 3.25 | -0.70 | 33.09 | 1,434 | -178 | 2,309 | |||
| 16 Jan | 22943.75 | 3.95 | 0.15 | 29.56 | 630 | 154 | 2,487 | |||
| 15 Jan | 22680.10 | 3.8 | -0.60 | 30.69 | 592 | 242 | 2,333 | |||
| 14 Jan | 22722.15 | 4.4 | -1.50 | 29.44 | 520 | 129 | 2,101 | |||
| 13 Jan | 22400.45 | 5.9 | 1.80 | 32.70 | 979 | 43 | 2,030 | |||
| 10 Jan | 22730.20 | 4.1 | 0.05 | 26.26 | 2,220 | -123 | 1,988 | |||
| 9 Jan | 23026.15 | 4.05 | -0.45 | 23.45 | 836 | -70 | 2,129 | |||
| 8 Jan | 23236.05 | 4.5 | -0.20 | 21.97 | 1,815 | 1 | 2,183 | |||
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| 7 Jan | 23430.30 | 4.7 | -1.00 | 20.35 | 1,046 | -135 | 2,183 | |||
| 6 Jan | 23317.85 | 5.7 | 0.55 | 20.92 | 3,940 | 338 | 2,279 | |||
| 3 Jan | 23735.70 | 5.15 | -2.10 | 17.04 | 2,223 | 368 | 1,940 | |||
| 2 Jan | 24006.70 | 7.25 | 15.79 | 6,369 | -1,189 | 1,585 | ||||
For Nifty Financial Services - strike price 26500 expiring on 30JAN2025
Delta for 26500 CE is 0.01
Historical price for 26500 CE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 3.25, which was -0.70 lower than the previous day. The implied volatity was 33.09, the open interest changed by -178 which decreased total open position to 2309
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 29.56, the open interest changed by 154 which increased total open position to 2487
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 3.8, which was -0.60 lower than the previous day. The implied volatity was 30.69, the open interest changed by 242 which increased total open position to 2333
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 4.4, which was -1.50 lower than the previous day. The implied volatity was 29.44, the open interest changed by 129 which increased total open position to 2101
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 5.9, which was 1.80 higher than the previous day. The implied volatity was 32.70, the open interest changed by 43 which increased total open position to 2030
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 26.26, the open interest changed by -123 which decreased total open position to 1988
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 23.45, the open interest changed by -70 which decreased total open position to 2129
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 4.5, which was -0.20 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1 which increased total open position to 2183
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 4.7, which was -1.00 lower than the previous day. The implied volatity was 20.35, the open interest changed by -135 which decreased total open position to 2183
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.7, which was 0.55 higher than the previous day. The implied volatity was 20.92, the open interest changed by 338 which increased total open position to 2279
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 5.15, which was -2.10 lower than the previous day. The implied volatity was 17.04, the open interest changed by 368 which increased total open position to 1940
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was 15.79, the open interest changed by -1189 which decreased total open position to 1585
| FINNIFTY 30JAN2025 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 22608.20 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 22943.75 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 22680.10 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 22722.15 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 22400.45 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 22730.20 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23026.15 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23236.05 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23430.30 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23317.85 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 23735.70 | 2054.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24006.70 | 2054.5 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26500 expiring on 30JAN2025
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 2054.5, 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 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 2054.5, 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 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, 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 2054.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
