FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 27000 CE | ||||||||||
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Delta: 0.01
Vega: 0.91
Theta: -1.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
15 Jan | 22680.10 | 3.55 | -0.25 | 33.67 | 1,017 | -14 | 2,769 | |||
14 Jan | 22722.15 | 3.8 | -1.60 | 32.11 | 1,121 | 506 | 2,795 | |||
13 Jan | 22400.45 | 5.4 | 1.75 | 35.45 | 2,648 | -378 | 2,327 | |||
10 Jan | 22730.20 | 3.65 | 0.15 | 28.72 | 1,971 | -18 | 2,715 | |||
9 Jan | 23026.15 | 3.5 | -0.75 | 25.87 | 2,405 | -106 | 2,733 | |||
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8 Jan | 23236.05 | 4.25 | -0.60 | 24.61 | 1,125 | -124 | 2,837 | |||
7 Jan | 23430.30 | 4.85 | -0.25 | 23.21 | 1,918 | 118 | 2,987 | |||
6 Jan | 23317.85 | 5.1 | 0.20 | 23.35 | 4,402 | -230 | 2,893 | |||
3 Jan | 23735.70 | 4.9 | -0.60 | 19.53 | 2,929 | -94 | 3,136 | |||
2 Jan | 24006.70 | 5.5 | 17.79 | 5,386 | 623 | 3,187 |
For Nifty Financial Services - strike price 27000 expiring on 30JAN2025
Delta for 27000 CE is 0.01
Historical price for 27000 CE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 33.67, the open interest changed by -14 which decreased total open position to 2769
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 3.8, which was -1.60 lower than the previous day. The implied volatity was 32.11, the open interest changed by 506 which increased total open position to 2795
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 5.4, which was 1.75 higher than the previous day. The implied volatity was 35.45, the open interest changed by -378 which decreased total open position to 2327
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was 28.72, the open interest changed by -18 which decreased total open position to 2715
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by -106 which decreased total open position to 2733
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by -124 which decreased total open position to 2837
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 118 which increased total open position to 2987
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.1, which was 0.20 higher than the previous day. The implied volatity was 23.35, the open interest changed by -230 which decreased total open position to 2893
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 19.53, the open interest changed by -94 which decreased total open position to 3136
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 17.79, the open interest changed by 623 which increased total open position to 3187
FINNIFTY 30JAN2025 27000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
15 Jan | 22680.10 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 22722.15 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 22400.45 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 22730.20 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 23026.15 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 23236.05 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 23430.30 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 23317.85 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 23735.70 | 2440.85 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 24006.70 | 2440.85 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27000 expiring on 30JAN2025
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, 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 2440.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0