FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 26900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.28
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 22625.85 | 1.2 | -0.55 | 44.23 | 147 | -22 | 560 | |||
| 22 Jan | 22650.40 | 1.75 | -0.40 | 42.60 | 885 | -23 | 582 | |||
| 21 Jan | 22548.90 | 2.15 | -0.20 | 41.83 | 89 | -12 | 605 | |||
| 20 Jan | 22926.70 | 2.35 | -0.85 | 36.81 | 816 | 47 | 659 | |||
| 17 Jan | 22608.20 | 3.2 | -0.30 | 35.80 | 532 | -37 | 612 | |||
| 16 Jan | 22943.75 | 3.5 | -1.00 | 31.87 | 206 | 19 | 654 | |||
| 15 Jan | 22680.10 | 4.5 | 0.45 | 33.96 | 474 | 40 | 635 | |||
| 14 Jan | 22722.15 | 4.05 | -0.95 | 31.73 | 645 | 118 | 597 | |||
| 13 Jan | 22400.45 | 5 | 0.75 | 34.50 | 2,454 | -1,248 | 482 | |||
| 10 Jan | 22730.20 | 4.25 | 0.60 | 28.70 | 2,064 | 1,494 | 1,743 | |||
| 9 Jan | 23026.15 | 3.65 | -0.95 | 25.40 | 107 | -35 | 248 | |||
| 8 Jan | 23236.05 | 4.6 | 0.20 | 24.20 | 220 | -7 | 292 | |||
| 7 Jan | 23430.30 | 4.4 | 0.20 | 22.39 | 1,305 | 5 | 310 | |||
| 6 Jan | 23317.85 | 4.2 | -0.70 | 22.26 | 736 | 140 | 297 | |||
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| 3 Jan | 23735.70 | 4.9 | -2.50 | 19.02 | 461 | 54 | 157 | |||
| 2 Jan | 24006.70 | 7.4 | 18.01 | 601 | 64 | 103 | ||||
For Nifty Financial Services - strike price 26900 expiring on 30JAN2025
Delta for 26900 CE is 0.00
Historical price for 26900 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1.2, which was -0.55 lower than the previous day. The implied volatity was 44.23, the open interest changed by -22 which decreased total open position to 560
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 42.60, the open interest changed by -23 which decreased total open position to 582
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 41.83, the open interest changed by -12 which decreased total open position to 605
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 2.35, which was -0.85 lower than the previous day. The implied volatity was 36.81, the open interest changed by 47 which increased total open position to 659
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 3.2, which was -0.30 lower than the previous day. The implied volatity was 35.80, the open interest changed by -37 which decreased total open position to 612
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 3.5, which was -1.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 19 which increased total open position to 654
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 4.5, which was 0.45 higher than the previous day. The implied volatity was 33.96, the open interest changed by 40 which increased total open position to 635
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 31.73, the open interest changed by 118 which increased total open position to 597
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was 34.50, the open interest changed by -1248 which decreased total open position to 482
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 4.25, which was 0.60 higher than the previous day. The implied volatity was 28.70, the open interest changed by 1494 which increased total open position to 1743
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 25.40, the open interest changed by -35 which decreased total open position to 248
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 4.6, which was 0.20 higher than the previous day. The implied volatity was 24.20, the open interest changed by -7 which decreased total open position to 292
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 4.4, which was 0.20 higher than the previous day. The implied volatity was 22.39, the open interest changed by 5 which increased total open position to 310
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 22.26, the open interest changed by 140 which increased total open position to 297
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 4.9, which was -2.50 lower than the previous day. The implied volatity was 19.02, the open interest changed by 54 which increased total open position to 157
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 18.01, the open interest changed by 64 which increased total open position to 103
| FINNIFTY 30JAN2025 26900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 22625.85 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 22650.40 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 22548.90 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 22926.70 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 22608.20 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 22943.75 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 22680.10 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 22722.15 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 22400.45 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 22730.20 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 23026.15 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 23236.05 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 23430.30 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 23317.85 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 23735.70 | 2361.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 24006.70 | 2361.35 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26900 expiring on 30JAN2025
Delta for 26900 PE is -
Historical price for 26900 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2361.35, 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 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 2361.35, 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 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 2361.35, 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 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 2361.35, 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 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, 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 2361.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
