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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 22300 CE
Delta: 0.72
Vega: 9.72
Theta: -16.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 319 -143.1 14.84 2,008 348 627
23 Jan 22625.85 460.05 -51.60 17.84 987 -19 277
22 Jan 22650.40 511.65 8.10 18.39 2,293 114 306
21 Jan 22548.90 503.55 -258.50 21.98 309 21 193
20 Jan 22926.70 762.05 230.05 20.54 120 -26 177
17 Jan 22608.20 532 -277.00 17.56 203 13 203
16 Jan 22943.75 809 222.00 14.82 27 -5 193
15 Jan 22680.10 587 -113.40 15.31 106 33 198
14 Jan 22722.15 700.4 226.45 17.51 202 -5 165
13 Jan 22400.45 473.95 -207.05 18.97 826 133 169
10 Jan 22730.20 681 -212.35 15.47 36 27 35
9 Jan 23026.15 893.35 -1738.70 10.22 8 4 4
8 Jan 23236.05 2632.05 0.00 - 0 0 0
7 Jan 23430.30 2632.05 0.00 - 0 0 0
6 Jan 23317.85 2632.05 0.00 - 0 0 0
3 Jan 23735.70 2632.05 0.00 - 0 0 0
2 Jan 24006.70 2632.05 - 0 0 0


For Nifty Financial Services - strike price 22300 expiring on 30JAN2025

Delta for 22300 CE is 0.72

Historical price for 22300 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 319, which was -143.1 lower than the previous day. The implied volatity was 14.84, the open interest changed by 348 which increased total open position to 627


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 460.05, which was -51.60 lower than the previous day. The implied volatity was 17.84, the open interest changed by -19 which decreased total open position to 277


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 511.65, which was 8.10 higher than the previous day. The implied volatity was 18.39, the open interest changed by 114 which increased total open position to 306


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 503.55, which was -258.50 lower than the previous day. The implied volatity was 21.98, the open interest changed by 21 which increased total open position to 193


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 762.05, which was 230.05 higher than the previous day. The implied volatity was 20.54, the open interest changed by -26 which decreased total open position to 177


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 532, which was -277.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by 13 which increased total open position to 203


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 809, which was 222.00 higher than the previous day. The implied volatity was 14.82, the open interest changed by -5 which decreased total open position to 193


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 587, which was -113.40 lower than the previous day. The implied volatity was 15.31, the open interest changed by 33 which increased total open position to 198


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 700.4, which was 226.45 higher than the previous day. The implied volatity was 17.51, the open interest changed by -5 which decreased total open position to 165


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 473.95, which was -207.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by 133 which increased total open position to 169


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 681, which was -212.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 27 which increased total open position to 35


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 893.35, which was -1738.70 lower than the previous day. The implied volatity was 10.22, the open interest changed by 4 which increased total open position to 4


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 2632.05, 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 2632.05, 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 2632.05, 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 2632.05, 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 2632.05, 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 22300 PE
Delta: -0.32
Vega: 10.35
Theta: -14.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 116.2 31.65 18.92 31,691 -64 3,821
23 Jan 22625.85 85.25 -3.75 18.21 12,965 134 3,904
22 Jan 22650.40 89 -57.80 18.43 18,028 1,689 3,787
21 Jan 22548.90 146.8 72.40 20.17 7,457 -200 2,116
20 Jan 22926.70 74.4 -71.65 20.14 6,494 336 2,262
17 Jan 22608.20 146.05 69.85 17.91 7,162 161 1,935
16 Jan 22943.75 76.2 -67.80 18.50 4,107 89 1,876
15 Jan 22680.10 144 22.80 18.31 4,396 249 1,789
14 Jan 22722.15 121.2 -138.95 17.86 3,359 181 1,545
13 Jan 22400.45 260.15 81.00 18.33 6,598 157 1,364
10 Jan 22730.20 179.15 83.00 19.04 3,526 69 1,213
9 Jan 23026.15 96.15 31.05 17.89 1,994 97 1,161
8 Jan 23236.05 65.1 2.15 17.28 1,053 -35 1,068
7 Jan 23430.30 62.95 -33.80 18.72 1,288 143 1,111
6 Jan 23317.85 96.75 59.25 20.18 3,149 76 977
3 Jan 23735.70 37.5 6.95 17.70 777 31 912
2 Jan 24006.70 30.55 18.76 2,123 219 891


For Nifty Financial Services - strike price 22300 expiring on 30JAN2025

Delta for 22300 PE is -0.32

Historical price for 22300 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 116.2, which was 31.65 higher than the previous day. The implied volatity was 18.92, the open interest changed by -64 which decreased total open position to 3821


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 85.25, which was -3.75 lower than the previous day. The implied volatity was 18.21, the open interest changed by 134 which increased total open position to 3904


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 89, which was -57.80 lower than the previous day. The implied volatity was 18.43, the open interest changed by 1689 which increased total open position to 3787


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 146.8, which was 72.40 higher than the previous day. The implied volatity was 20.17, the open interest changed by -200 which decreased total open position to 2116


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 74.4, which was -71.65 lower than the previous day. The implied volatity was 20.14, the open interest changed by 336 which increased total open position to 2262


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 146.05, which was 69.85 higher than the previous day. The implied volatity was 17.91, the open interest changed by 161 which increased total open position to 1935


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 76.2, which was -67.80 lower than the previous day. The implied volatity was 18.50, the open interest changed by 89 which increased total open position to 1876


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 144, which was 22.80 higher than the previous day. The implied volatity was 18.31, the open interest changed by 249 which increased total open position to 1789


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 121.2, which was -138.95 lower than the previous day. The implied volatity was 17.86, the open interest changed by 181 which increased total open position to 1545


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 260.15, which was 81.00 higher than the previous day. The implied volatity was 18.33, the open interest changed by 157 which increased total open position to 1364


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 179.15, which was 83.00 higher than the previous day. The implied volatity was 19.04, the open interest changed by 69 which increased total open position to 1213


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 96.15, which was 31.05 higher than the previous day. The implied volatity was 17.89, the open interest changed by 97 which increased total open position to 1161


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 65.1, which was 2.15 higher than the previous day. The implied volatity was 17.28, the open interest changed by -35 which decreased total open position to 1068


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 62.95, which was -33.80 lower than the previous day. The implied volatity was 18.72, the open interest changed by 143 which increased total open position to 1111


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 96.75, which was 59.25 higher than the previous day. The implied volatity was 20.18, the open interest changed by 76 which increased total open position to 977


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 37.5, which was 6.95 higher than the previous day. The implied volatity was 17.70, the open interest changed by 31 which increased total open position to 912


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was 18.76, the open interest changed by 219 which increased total open position to 891