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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 22200 CE
Delta: 0.80
Vega: 8.04
Theta: -14.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 389.8 -154.7 14.32 372 39 219
23 Jan 22625.85 544.1 -45.85 18.65 162 21 180
22 Jan 22650.40 589.95 11.45 18.50 361 11 158
21 Jan 22548.90 578.5 -271.40 22.54 55 18 146
20 Jan 22926.70 849.9 245.90 21.13 95 29 128
17 Jan 22608.20 604 -295.95 17.57 107 6 98
16 Jan 22943.75 899.95 249.95 15.11 31 -18 91
15 Jan 22680.10 650 -139.30 14.08 64 3 110
14 Jan 22722.15 789.3 249.30 18.39 94 28 107
13 Jan 22400.45 540 -216.00 19.45 264 76 78
10 Jan 22730.20 756 -1959.35 15.37 2 1 1
9 Jan 23026.15 2715.35 0.00 - 0 0 0
8 Jan 23236.05 2715.35 0.00 - 0 0 0
7 Jan 23430.30 2715.35 0.00 - 0 0 0
6 Jan 23317.85 2715.35 0.00 - 0 0 0
3 Jan 23735.70 2715.35 0.00 - 0 0 0
2 Jan 24006.70 2715.35 - 0 0 0


For Nifty Financial Services - strike price 22200 expiring on 30JAN2025

Delta for 22200 CE is 0.80

Historical price for 22200 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 389.8, which was -154.7 lower than the previous day. The implied volatity was 14.32, the open interest changed by 39 which increased total open position to 219


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 544.1, which was -45.85 lower than the previous day. The implied volatity was 18.65, the open interest changed by 21 which increased total open position to 180


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 589.95, which was 11.45 higher than the previous day. The implied volatity was 18.50, the open interest changed by 11 which increased total open position to 158


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 578.5, which was -271.40 lower than the previous day. The implied volatity was 22.54, the open interest changed by 18 which increased total open position to 146


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 849.9, which was 245.90 higher than the previous day. The implied volatity was 21.13, the open interest changed by 29 which increased total open position to 128


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 604, which was -295.95 lower than the previous day. The implied volatity was 17.57, the open interest changed by 6 which increased total open position to 98


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 899.95, which was 249.95 higher than the previous day. The implied volatity was 15.11, the open interest changed by -18 which decreased total open position to 91


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 650, which was -139.30 lower than the previous day. The implied volatity was 14.08, the open interest changed by 3 which increased total open position to 110


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 789.3, which was 249.30 higher than the previous day. The implied volatity was 18.39, the open interest changed by 28 which increased total open position to 107


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 540, which was -216.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 76 which increased total open position to 78


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 756, which was -1959.35 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1 which increased total open position to 1


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30JAN2025 22200 PE
Delta: -0.25
Vega: 9.25
Theta: -12.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 82.45 18.35 18.50 22,797 -227 2,242
23 Jan 22625.85 65.1 -3.95 18.50 9,399 593 2,610
22 Jan 22650.40 69.05 -52.85 18.67 12,031 -56 2,031
21 Jan 22548.90 121.9 60.75 20.57 5,681 393 2,091
20 Jan 22926.70 61.15 -59.50 20.55 4,318 -455 1,705
17 Jan 22608.20 120.65 59.30 18.13 6,283 384 2,164
16 Jan 22943.75 61.35 -56.45 18.63 4,489 -577 1,791
15 Jan 22680.10 117.8 17.60 18.32 5,109 259 2,377
14 Jan 22722.15 100.2 -124.25 18.01 4,533 615 2,183
13 Jan 22400.45 224.45 70.45 18.53 5,330 300 1,565
10 Jan 22730.20 154 78.45 19.18 4,603 -12 1,278
9 Jan 23026.15 75.55 21.20 17.63 1,669 87 1,300
8 Jan 23236.05 54.35 0.15 17.46 1,475 259 1,235
7 Jan 23430.30 54.2 -28.85 18.98 997 8 977
6 Jan 23317.85 83.05 47.25 20.29 3,571 49 969
3 Jan 23735.70 35.8 4.20 18.39 877 -25 938
2 Jan 24006.70 31.6 19.72 2,731 741 956


For Nifty Financial Services - strike price 22200 expiring on 30JAN2025

Delta for 22200 PE is -0.25

Historical price for 22200 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 82.45, which was 18.35 higher than the previous day. The implied volatity was 18.50, the open interest changed by -227 which decreased total open position to 2242


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 65.1, which was -3.95 lower than the previous day. The implied volatity was 18.50, the open interest changed by 593 which increased total open position to 2610


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 69.05, which was -52.85 lower than the previous day. The implied volatity was 18.67, the open interest changed by -56 which decreased total open position to 2031


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 121.9, which was 60.75 higher than the previous day. The implied volatity was 20.57, the open interest changed by 393 which increased total open position to 2091


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 61.15, which was -59.50 lower than the previous day. The implied volatity was 20.55, the open interest changed by -455 which decreased total open position to 1705


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 120.65, which was 59.30 higher than the previous day. The implied volatity was 18.13, the open interest changed by 384 which increased total open position to 2164


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 61.35, which was -56.45 lower than the previous day. The implied volatity was 18.63, the open interest changed by -577 which decreased total open position to 1791


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 117.8, which was 17.60 higher than the previous day. The implied volatity was 18.32, the open interest changed by 259 which increased total open position to 2377


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 100.2, which was -124.25 lower than the previous day. The implied volatity was 18.01, the open interest changed by 615 which increased total open position to 2183


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 224.45, which was 70.45 higher than the previous day. The implied volatity was 18.53, the open interest changed by 300 which increased total open position to 1565


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 154, which was 78.45 higher than the previous day. The implied volatity was 19.18, the open interest changed by -12 which decreased total open position to 1278


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 75.55, which was 21.20 higher than the previous day. The implied volatity was 17.63, the open interest changed by 87 which increased total open position to 1300


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 54.35, which was 0.15 higher than the previous day. The implied volatity was 17.46, the open interest changed by 259 which increased total open position to 1235


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 54.2, which was -28.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by 8 which increased total open position to 977


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 83.05, which was 47.25 higher than the previous day. The implied volatity was 20.29, the open interest changed by 49 which increased total open position to 969


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 35.8, which was 4.20 higher than the previous day. The implied volatity was 18.39, the open interest changed by -25 which decreased total open position to 938


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was 19.72, the open interest changed by 741 which increased total open position to 956