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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 21800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 711.8 -238.2 - 23 -6 4
23 Jan 22625.85 950 129.90 28.81 5 -4 9
22 Jan 22650.40 820.1 -129.85 - 2 1 13
21 Jan 22548.90 949.95 -307.70 29.16 10 -1 10
20 Jan 22926.70 1257.65 157.65 29.26 13 0 14
17 Jan 22608.20 1100 100.00 32.57 1 0 13
16 Jan 22943.75 1000 0.00 0.00 0 0 0
15 Jan 22680.10 1000 -48.10 13.75 8 1 14
14 Jan 22722.15 1048.1 204.10 - 17 -4 14
13 Jan 22400.45 844 -2214.30 21.12 43 21 21
10 Jan 22730.20 3058.3 0.00 - 0 0 0
9 Jan 23026.15 3058.3 0.00 - 0 0 0
8 Jan 23236.05 3058.3 0.00 - 0 0 0
7 Jan 23430.30 3058.3 0.00 - 0 0 0
6 Jan 23317.85 3058.3 0.00 - 0 0 0
3 Jan 23735.70 3058.3 0.00 - 0 0 0
2 Jan 24006.70 3058.3 - 0 0 0


For Nifty Financial Services - strike price 21800 expiring on 30JAN2025

Delta for 21800 CE is -

Historical price for 21800 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 711.8, which was -238.2 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 4


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 950, which was 129.90 higher than the previous day. The implied volatity was 28.81, the open interest changed by -4 which decreased total open position to 9


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 820.1, which was -129.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 949.95, which was -307.70 lower than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 10


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1257.65, which was 157.65 higher than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 14


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1100, which was 100.00 higher than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 13


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1000, 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 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1000, which was -48.10 lower than the previous day. The implied volatity was 13.75, the open interest changed by 1 which increased total open position to 14


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1048.1, which was 204.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 844, which was -2214.30 lower than the previous day. The implied volatity was 21.12, the open interest changed by 21 which increased total open position to 21


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 21800 PE
Delta: -0.09
Vega: 4.58
Theta: -6.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 22.8 3.4 19.42 16,984 865 2,271
23 Jan 22625.85 19.3 -7.95 19.55 7,050 503 1,408
22 Jan 22650.40 27.25 -25.75 20.64 8,515 -186 888
21 Jan 22548.90 53 23.15 21.89 3,372 35 1,075
20 Jan 22926.70 29.85 -25.15 22.65 2,452 143 1,451
17 Jan 22608.20 55 28.55 19.28 4,373 333 1,312
16 Jan 22943.75 26.45 -26.45 19.61 1,653 193 977
15 Jan 22680.10 52.9 4.35 19.01 2,879 144 854
14 Jan 22722.15 48.55 -36.05 19.14 1,133 -30 723
13 Jan 22400.45 84.6 4.60 16.85 6,078 12 759
10 Jan 22730.20 80 42.30 19.73 1,522 152 755
9 Jan 23026.15 37.7 5.00 18.55 1,452 18 583
8 Jan 23236.05 32.7 7.70 19.21 2,231 330 589
7 Jan 23430.30 25 -6.35 19.33 595 -31 264
6 Jan 23317.85 31.35 15.70 19.23 6,415 -1,236 272
3 Jan 23735.70 15.65 -2.30 18.57 4,561 1,304 1,508
2 Jan 24006.70 17.95 20.64 298 27 204


For Nifty Financial Services - strike price 21800 expiring on 30JAN2025

Delta for 21800 PE is -0.09

Historical price for 21800 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 22.8, which was 3.4 higher than the previous day. The implied volatity was 19.42, the open interest changed by 865 which increased total open position to 2271


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 19.3, which was -7.95 lower than the previous day. The implied volatity was 19.55, the open interest changed by 503 which increased total open position to 1408


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 27.25, which was -25.75 lower than the previous day. The implied volatity was 20.64, the open interest changed by -186 which decreased total open position to 888


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 53, which was 23.15 higher than the previous day. The implied volatity was 21.89, the open interest changed by 35 which increased total open position to 1075


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 29.85, which was -25.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by 143 which increased total open position to 1451


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 55, which was 28.55 higher than the previous day. The implied volatity was 19.28, the open interest changed by 333 which increased total open position to 1312


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 26.45, which was -26.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 193 which increased total open position to 977


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 52.9, which was 4.35 higher than the previous day. The implied volatity was 19.01, the open interest changed by 144 which increased total open position to 854


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 48.55, which was -36.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by -30 which decreased total open position to 723


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 84.6, which was 4.60 higher than the previous day. The implied volatity was 16.85, the open interest changed by 12 which increased total open position to 759


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 80, which was 42.30 higher than the previous day. The implied volatity was 19.73, the open interest changed by 152 which increased total open position to 755


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 37.7, which was 5.00 higher than the previous day. The implied volatity was 18.55, the open interest changed by 18 which increased total open position to 583


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 32.7, which was 7.70 higher than the previous day. The implied volatity was 19.21, the open interest changed by 330 which increased total open position to 589


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 25, which was -6.35 lower than the previous day. The implied volatity was 19.33, the open interest changed by -31 which decreased total open position to 264


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 31.35, which was 15.70 higher than the previous day. The implied volatity was 19.23, the open interest changed by -1236 which decreased total open position to 272


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 15.65, which was -2.30 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1304 which increased total open position to 1508


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was 20.64, the open interest changed by 27 which increased total open position to 204