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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

22513.5 -112.35 (-0.50%)

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Historical option data for FINNIFTY

24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 21500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1348.2 0 0.00 0 0 0
23 Jan 22625.85 1348.2 0.00 0.00 0 0 0
22 Jan 22650.40 1348.2 0.00 0.00 0 0 0
21 Jan 22548.90 1348.2 0.00 0.00 0 0 0
20 Jan 22926.70 1348.2 0.00 0.00 0 0 0
17 Jan 22608.20 1348.2 0.00 0.00 0 0 0
16 Jan 22943.75 1348.2 0.00 0.00 0 1 0
15 Jan 22680.10 1348.2 -1976.20 24.40 2 1 1
14 Jan 22722.15 3324.4 0.00 - 0 0 0
13 Jan 22400.45 3324.4 0.00 - 0 0 0
10 Jan 22730.20 3324.4 0.00 - 0 0 0
9 Jan 23026.15 3324.4 0.00 - 0 0 0
8 Jan 23236.05 3324.4 0.00 - 0 0 0
7 Jan 23430.30 3324.4 0.00 - 0 0 0
6 Jan 23317.85 3324.4 0.00 - 0 0 0
3 Jan 23735.70 3324.4 0.00 - 0 0 0
2 Jan 24006.70 3324.4 - 0 0 0


For Nifty Financial Services - strike price 21500 expiring on 30JAN2025

Delta for 21500 CE is 0.00

Historical price for 21500 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1348.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1348.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1348.2, which was -1976.20 lower than the previous day. The implied volatity was 24.40, the open interest changed by 1 which increased total open position to 1


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, 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 3324.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30JAN2025 21500 PE
Delta: -0.03
Vega: 2.19
Theta: -3.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 8.05 0.35 20.42 47,969 -65 8,954
23 Jan 22625.85 7.75 -6.85 20.72 21,341 3,818 9,069
22 Jan 22650.40 14.6 -14.60 22.46 21,109 -756 5,243
21 Jan 22548.90 29.2 12.10 23.32 11,791 -117 6,014
20 Jan 22926.70 17.1 -13.50 24.08 11,385 1,880 6,149
17 Jan 22608.20 30.6 13.05 20.35 10,932 80 4,396
16 Jan 22943.75 17.55 -12.55 21.38 11,810 1,518 4,357
15 Jan 22680.10 30.1 2.45 19.98 9,350 -692 2,839
14 Jan 22722.15 27.65 -42.45 20.02 9,723 -819 3,558
13 Jan 22400.45 70.1 29.70 19.95 20,873 -1,276 4,384
10 Jan 22730.20 40.4 20.10 19.41 35,651 1,292 5,666
9 Jan 23026.15 20.3 4.55 18.95 17,467 -73 4,371
8 Jan 23236.05 15.75 1.30 19.12 14,933 1,650 4,633
7 Jan 23430.30 14.45 -9.15 19.90 4,427 124 3,007
6 Jan 23317.85 23.6 11.95 20.75 16,096 -82 2,890
3 Jan 23735.70 11.65 0.45 19.87 4,508 -689 3,033
2 Jan 24006.70 11.2 21.20 5,816 -288 3,750


For Nifty Financial Services - strike price 21500 expiring on 30JAN2025

Delta for 21500 PE is -0.03

Historical price for 21500 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 8.05, which was 0.35 higher than the previous day. The implied volatity was 20.42, the open interest changed by -65 which decreased total open position to 8954


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 7.75, which was -6.85 lower than the previous day. The implied volatity was 20.72, the open interest changed by 3818 which increased total open position to 9069


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 14.6, which was -14.60 lower than the previous day. The implied volatity was 22.46, the open interest changed by -756 which decreased total open position to 5243


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 29.2, which was 12.10 higher than the previous day. The implied volatity was 23.32, the open interest changed by -117 which decreased total open position to 6014


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 17.1, which was -13.50 lower than the previous day. The implied volatity was 24.08, the open interest changed by 1880 which increased total open position to 6149


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 30.6, which was 13.05 higher than the previous day. The implied volatity was 20.35, the open interest changed by 80 which increased total open position to 4396


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 17.55, which was -12.55 lower than the previous day. The implied volatity was 21.38, the open interest changed by 1518 which increased total open position to 4357


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 30.1, which was 2.45 higher than the previous day. The implied volatity was 19.98, the open interest changed by -692 which decreased total open position to 2839


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 27.65, which was -42.45 lower than the previous day. The implied volatity was 20.02, the open interest changed by -819 which decreased total open position to 3558


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 70.1, which was 29.70 higher than the previous day. The implied volatity was 19.95, the open interest changed by -1276 which decreased total open position to 4384


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 40.4, which was 20.10 higher than the previous day. The implied volatity was 19.41, the open interest changed by 1292 which increased total open position to 5666


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 20.3, which was 4.55 higher than the previous day. The implied volatity was 18.95, the open interest changed by -73 which decreased total open position to 4371


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 15.75, which was 1.30 higher than the previous day. The implied volatity was 19.12, the open interest changed by 1650 which increased total open position to 4633


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 14.45, which was -9.15 lower than the previous day. The implied volatity was 19.90, the open interest changed by 124 which increased total open position to 3007


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 23.6, which was 11.95 higher than the previous day. The implied volatity was 20.75, the open interest changed by -82 which decreased total open position to 2890


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 11.65, which was 0.45 higher than the previous day. The implied volatity was 19.87, the open interest changed by -689 which decreased total open position to 3033


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was 21.20, the open interest changed by -288 which decreased total open position to 3750