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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 22250 CE
Delta: 0.76
Vega: 9.00
Theta: -15.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 352.95 -142.1 14.71 200 52 192
23 Jan 22625.85 495.05 -53.95 17.55 68 9 140
22 Jan 22650.40 549 20.05 18.31 526 42 131
21 Jan 22548.90 528.95 -273.40 21.47 99 24 89
20 Jan 22926.70 802.35 228.00 20.47 1 0 66
17 Jan 22608.20 574.35 -285.60 18.06 24 7 66
16 Jan 22943.75 859.95 217.75 15.64 8 -2 59
15 Jan 22680.10 642.2 -103.05 16.48 50 21 61
14 Jan 22722.15 745.25 233.25 17.99 40 -2 39
13 Jan 22400.45 512 -205.75 19.44 116 34 42
10 Jan 22730.20 717.75 -751.60 15.13 8 7 7
9 Jan 23026.15 1469.35 0.00 - 0 0 0
8 Jan 23236.05 1469.35 0.00 - 0 0 0
7 Jan 23430.30 1469.35 0.00 - 0 0 0
6 Jan 23317.85 1469.35 0.00 - 0 0 0
3 Jan 23735.70 1469.35 0.00 - 0 0 0
2 Jan 24006.70 1469.35 - 0 0 0


For Nifty Financial Services - strike price 22250 expiring on 30JAN2025

Delta for 22250 CE is 0.76

Historical price for 22250 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 352.95, which was -142.1 lower than the previous day. The implied volatity was 14.71, the open interest changed by 52 which increased total open position to 192


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 495.05, which was -53.95 lower than the previous day. The implied volatity was 17.55, the open interest changed by 9 which increased total open position to 140


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 549, which was 20.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 42 which increased total open position to 131


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 528.95, which was -273.40 lower than the previous day. The implied volatity was 21.47, the open interest changed by 24 which increased total open position to 89


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 802.35, which was 228.00 higher than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 66


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 574.35, which was -285.60 lower than the previous day. The implied volatity was 18.06, the open interest changed by 7 which increased total open position to 66


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 859.95, which was 217.75 higher than the previous day. The implied volatity was 15.64, the open interest changed by -2 which decreased total open position to 59


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 642.2, which was -103.05 lower than the previous day. The implied volatity was 16.48, the open interest changed by 21 which increased total open position to 61


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 745.25, which was 233.25 higher than the previous day. The implied volatity was 17.99, the open interest changed by -2 which decreased total open position to 39


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 512, which was -205.75 lower than the previous day. The implied volatity was 19.44, the open interest changed by 34 which increased total open position to 42


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 717.75, which was -751.60 lower than the previous day. The implied volatity was 15.13, the open interest changed by 7 which increased total open position to 7


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 22250 PE
Delta: -0.29
Vega: 9.86
Theta: -13.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 99 26.05 18.72 12,888 156 1,084
23 Jan 22625.85 73.85 -7.10 18.27 4,094 26 930
22 Jan 22650.40 80.95 -53.05 18.81 6,609 30 908
21 Jan 22548.90 134 63.20 20.42 2,617 -22 877
20 Jan 22926.70 70.8 -62.15 20.70 1,860 17 910
17 Jan 22608.20 132.95 64.70 18.03 2,811 200 893
16 Jan 22943.75 68.25 -61.30 18.54 1,577 104 709
15 Jan 22680.10 129.55 18.30 18.26 2,466 170 620
14 Jan 22722.15 111.25 -140.10 18.00 1,792 13 465
13 Jan 22400.45 251.35 93.30 18.95 3,879 208 461
10 Jan 22730.20 158.05 73.90 18.72 2,246 31 260
9 Jan 23026.15 84.15 21.90 17.67 990 116 229
8 Jan 23236.05 62.25 1.55 17.61 221 6 114
7 Jan 23430.30 60.7 -22.25 19.06 188 34 109
6 Jan 23317.85 82.95 52.35 19.72 476 26 89
3 Jan 23735.70 30.6 -6.40 17.32 216 34 63
2 Jan 24006.70 37 19.99 31 28 28


For Nifty Financial Services - strike price 22250 expiring on 30JAN2025

Delta for 22250 PE is -0.29

Historical price for 22250 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 99, which was 26.05 higher than the previous day. The implied volatity was 18.72, the open interest changed by 156 which increased total open position to 1084


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 73.85, which was -7.10 lower than the previous day. The implied volatity was 18.27, the open interest changed by 26 which increased total open position to 930


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 80.95, which was -53.05 lower than the previous day. The implied volatity was 18.81, the open interest changed by 30 which increased total open position to 908


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 134, which was 63.20 higher than the previous day. The implied volatity was 20.42, the open interest changed by -22 which decreased total open position to 877


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 70.8, which was -62.15 lower than the previous day. The implied volatity was 20.70, the open interest changed by 17 which increased total open position to 910


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 132.95, which was 64.70 higher than the previous day. The implied volatity was 18.03, the open interest changed by 200 which increased total open position to 893


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 68.25, which was -61.30 lower than the previous day. The implied volatity was 18.54, the open interest changed by 104 which increased total open position to 709


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 129.55, which was 18.30 higher than the previous day. The implied volatity was 18.26, the open interest changed by 170 which increased total open position to 620


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 111.25, which was -140.10 lower than the previous day. The implied volatity was 18.00, the open interest changed by 13 which increased total open position to 465


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 251.35, which was 93.30 higher than the previous day. The implied volatity was 18.95, the open interest changed by 208 which increased total open position to 461


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 158.05, which was 73.90 higher than the previous day. The implied volatity was 18.72, the open interest changed by 31 which increased total open position to 260


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 84.15, which was 21.90 higher than the previous day. The implied volatity was 17.67, the open interest changed by 116 which increased total open position to 229


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 62.25, which was 1.55 higher than the previous day. The implied volatity was 17.61, the open interest changed by 6 which increased total open position to 114


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 60.7, which was -22.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 34 which increased total open position to 109


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 82.95, which was 52.35 higher than the previous day. The implied volatity was 19.72, the open interest changed by 26 which increased total open position to 89


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 30.6, which was -6.40 lower than the previous day. The implied volatity was 17.32, the open interest changed by 34 which increased total open position to 63


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 37, which was lower than the previous day. The implied volatity was 19.99, the open interest changed by 28 which increased total open position to 28