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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 22350 CE
Delta: 0.68
Vega: 10.38
Theta: -17.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 284.85 -139.2 15.01 1,610 112 387
23 Jan 22625.85 420.6 -54.75 17.60 503 -23 277
22 Jan 22650.40 475.35 34.50 18.45 2,742 92 300
21 Jan 22548.90 440.85 -279.10 19.65 158 24 208
20 Jan 22926.70 719.95 213.90 20.31 26 -7 184
17 Jan 22608.20 506.05 -264.00 18.09 79 -9 192
16 Jan 22943.75 770.05 201.75 15.26 7 -1 201
15 Jan 22680.10 568.3 -101.65 16.51 85 15 202
14 Jan 22722.15 669.95 231.90 17.97 146 -15 187
13 Jan 22400.45 438.05 -208.95 18.57 1,427 178 224
10 Jan 22730.20 647 -247.00 15.39 22 14 42
9 Jan 23026.15 894 -490.80 14.87 32 28 28
8 Jan 23236.05 1384.8 0.00 - 0 0 0
7 Jan 23430.30 1384.8 0.00 - 0 0 0
6 Jan 23317.85 1384.8 0.00 - 0 0 0
3 Jan 23735.70 1384.8 0.00 - 0 0 0
2 Jan 24006.70 1384.8 - 0 0 0


For Nifty Financial Services - strike price 22350 expiring on 30JAN2025

Delta for 22350 CE is 0.68

Historical price for 22350 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 284.85, which was -139.2 lower than the previous day. The implied volatity was 15.01, the open interest changed by 112 which increased total open position to 387


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 420.6, which was -54.75 lower than the previous day. The implied volatity was 17.60, the open interest changed by -23 which decreased total open position to 277


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 475.35, which was 34.50 higher than the previous day. The implied volatity was 18.45, the open interest changed by 92 which increased total open position to 300


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 440.85, which was -279.10 lower than the previous day. The implied volatity was 19.65, the open interest changed by 24 which increased total open position to 208


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 719.95, which was 213.90 higher than the previous day. The implied volatity was 20.31, the open interest changed by -7 which decreased total open position to 184


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 506.05, which was -264.00 lower than the previous day. The implied volatity was 18.09, the open interest changed by -9 which decreased total open position to 192


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 770.05, which was 201.75 higher than the previous day. The implied volatity was 15.26, the open interest changed by -1 which decreased total open position to 201


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 568.3, which was -101.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 15 which increased total open position to 202


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 669.95, which was 231.90 higher than the previous day. The implied volatity was 17.97, the open interest changed by -15 which decreased total open position to 187


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 438.05, which was -208.95 lower than the previous day. The implied volatity was 18.57, the open interest changed by 178 which increased total open position to 224


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 647, which was -247.00 lower than the previous day. The implied volatity was 15.39, the open interest changed by 14 which increased total open position to 42


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 894, which was -490.80 lower than the previous day. The implied volatity was 14.87, the open interest changed by 28 which increased total open position to 28


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1384.8, 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 1384.8, 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 1384.8, 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 1384.8, 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 1384.8, 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 22350 PE
Delta: -0.36
Vega: 10.77
Theta: -14.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 133.9 37.55 18.89 16,587 -210 929
23 Jan 22625.85 96.05 -5.90 17.94 8,006 10 1,149
22 Jan 22650.40 101.95 -51.10 18.42 13,386 406 1,150
21 Jan 22548.90 153.05 70.45 19.33 4,057 110 751
20 Jan 22926.70 82.6 -81.80 19.99 2,094 20 650
17 Jan 22608.20 164.4 78.70 18.06 3,350 -9 637
16 Jan 22943.75 85.7 -70.30 18.51 1,712 -160 666
15 Jan 22680.10 156 24.05 18.13 2,330 90 827
14 Jan 22722.15 131.95 -157.05 17.72 2,753 131 741
13 Jan 22400.45 289 99.00 18.73 8,281 244 621
10 Jan 22730.20 190 85.45 18.81 2,276 171 380
9 Jan 23026.15 104.55 30.50 17.80 1,783 29 220
8 Jan 23236.05 74.05 1.65 17.42 674 63 203
7 Jan 23430.30 72.4 -24.60 18.97 663 5 152
6 Jan 23317.85 97 59.00 19.61 672 75 147
3 Jan 23735.70 38 12.20 17.32 164 9 72
2 Jan 24006.70 25.8 17.67 270 42 63


For Nifty Financial Services - strike price 22350 expiring on 30JAN2025

Delta for 22350 PE is -0.36

Historical price for 22350 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 133.9, which was 37.55 higher than the previous day. The implied volatity was 18.89, the open interest changed by -210 which decreased total open position to 929


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 96.05, which was -5.90 lower than the previous day. The implied volatity was 17.94, the open interest changed by 10 which increased total open position to 1149


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 101.95, which was -51.10 lower than the previous day. The implied volatity was 18.42, the open interest changed by 406 which increased total open position to 1150


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 153.05, which was 70.45 higher than the previous day. The implied volatity was 19.33, the open interest changed by 110 which increased total open position to 751


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 82.6, which was -81.80 lower than the previous day. The implied volatity was 19.99, the open interest changed by 20 which increased total open position to 650


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 164.4, which was 78.70 higher than the previous day. The implied volatity was 18.06, the open interest changed by -9 which decreased total open position to 637


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 85.7, which was -70.30 lower than the previous day. The implied volatity was 18.51, the open interest changed by -160 which decreased total open position to 666


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 156, which was 24.05 higher than the previous day. The implied volatity was 18.13, the open interest changed by 90 which increased total open position to 827


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 131.95, which was -157.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 131 which increased total open position to 741


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 289, which was 99.00 higher than the previous day. The implied volatity was 18.73, the open interest changed by 244 which increased total open position to 621


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 190, which was 85.45 higher than the previous day. The implied volatity was 18.81, the open interest changed by 171 which increased total open position to 380


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 104.55, which was 30.50 higher than the previous day. The implied volatity was 17.80, the open interest changed by 29 which increased total open position to 220


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 74.05, which was 1.65 higher than the previous day. The implied volatity was 17.42, the open interest changed by 63 which increased total open position to 203


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 72.4, which was -24.60 lower than the previous day. The implied volatity was 18.97, the open interest changed by 5 which increased total open position to 152


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 97, which was 59.00 higher than the previous day. The implied volatity was 19.61, the open interest changed by 75 which increased total open position to 147


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 38, which was 12.20 higher than the previous day. The implied volatity was 17.32, the open interest changed by 9 which increased total open position to 72


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was 17.67, the open interest changed by 42 which increased total open position to 63