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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 22450 CE
Delta: 0.58
Vega: 11.26
Theta: -18.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 233.05 -122.2 15.95 5,357 439 1,019
23 Jan 22625.85 355.05 -49.90 17.89 948 27 585
22 Jan 22650.40 404.95 32.55 18.35 9,480 264 569
21 Jan 22548.90 372.4 -264.95 19.21 693 9 299
20 Jan 22926.70 637.35 206.40 19.84 316 -13 292
17 Jan 22608.20 430.95 -249.10 17.39 504 2 306
16 Jan 22943.75 680.05 180.45 14.67 40 -12 305
15 Jan 22680.10 499.6 -105.35 16.52 444 98 317
14 Jan 22722.15 604.95 213.00 18.28 1,782 -157 221
13 Jan 22400.45 391.95 -184.10 18.96 5,330 350 384
10 Jan 22730.20 576.05 -261.95 15.40 35 12 33
9 Jan 23026.15 838 -20.00 16.70 11 8 21
8 Jan 23236.05 858 -444.15 - 14 13 13
7 Jan 23430.30 1302.15 0.00 - 0 0 0
6 Jan 23317.85 1302.15 0.00 - 0 0 0
3 Jan 23735.70 1302.15 0.00 - 0 0 0
2 Jan 24006.70 1302.15 - 0 0 0


For Nifty Financial Services - strike price 22450 expiring on 30JAN2025

Delta for 22450 CE is 0.58

Historical price for 22450 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 233.05, which was -122.2 lower than the previous day. The implied volatity was 15.95, the open interest changed by 439 which increased total open position to 1019


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 355.05, which was -49.90 lower than the previous day. The implied volatity was 17.89, the open interest changed by 27 which increased total open position to 585


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 404.95, which was 32.55 higher than the previous day. The implied volatity was 18.35, the open interest changed by 264 which increased total open position to 569


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 372.4, which was -264.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by 9 which increased total open position to 299


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 637.35, which was 206.40 higher than the previous day. The implied volatity was 19.84, the open interest changed by -13 which decreased total open position to 292


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 430.95, which was -249.10 lower than the previous day. The implied volatity was 17.39, the open interest changed by 2 which increased total open position to 306


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 680.05, which was 180.45 higher than the previous day. The implied volatity was 14.67, the open interest changed by -12 which decreased total open position to 305


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 499.6, which was -105.35 lower than the previous day. The implied volatity was 16.52, the open interest changed by 98 which increased total open position to 317


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 604.95, which was 213.00 higher than the previous day. The implied volatity was 18.28, the open interest changed by -157 which decreased total open position to 221


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 391.95, which was -184.10 lower than the previous day. The implied volatity was 18.96, the open interest changed by 350 which increased total open position to 384


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 576.05, which was -261.95 lower than the previous day. The implied volatity was 15.40, the open interest changed by 12 which increased total open position to 33


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 838, which was -20.00 lower than the previous day. The implied volatity was 16.70, the open interest changed by 8 which increased total open position to 21


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 858, which was -444.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1302.15, 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 1302.15, 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 1302.15, 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 1302.15, 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 22450 PE
Delta: -0.43
Vega: 11.32
Theta: -15.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 173.15 47.65 18.82 23,091 -271 1,242
23 Jan 22625.85 126.95 -2.00 17.90 7,234 168 1,522
22 Jan 22650.40 128.95 -58.60 18.14 20,584 486 1,346
21 Jan 22548.90 187.55 87.55 19.14 6,465 24 860
20 Jan 22926.70 100 -93.70 19.57 4,089 -53 839
17 Jan 22608.20 193.7 89.75 17.66 3,739 -9 908
16 Jan 22943.75 103.95 -84.05 18.29 2,425 -121 960
15 Jan 22680.10 188 33.95 18.11 2,442 -16 1,081
14 Jan 22722.15 154.05 -176.95 17.32 3,028 81 1,097
13 Jan 22400.45 331 91.00 18.52 12,474 353 1,030
10 Jan 22730.20 240 115.75 19.71 2,962 219 695
9 Jan 23026.15 124.25 37.00 17.68 1,084 -20 475
8 Jan 23236.05 87.25 1.75 17.21 1,381 168 517
7 Jan 23430.30 85.5 -26.25 18.85 363 -80 357
6 Jan 23317.85 111.75 56.80 19.42 1,423 -222 455
3 Jan 23735.70 54.95 5.80 18.07 367 -6 669
2 Jan 24006.70 49.15 19.59 1,140 656 696


For Nifty Financial Services - strike price 22450 expiring on 30JAN2025

Delta for 22450 PE is -0.43

Historical price for 22450 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 173.15, which was 47.65 higher than the previous day. The implied volatity was 18.82, the open interest changed by -271 which decreased total open position to 1242


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 126.95, which was -2.00 lower than the previous day. The implied volatity was 17.90, the open interest changed by 168 which increased total open position to 1522


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 128.95, which was -58.60 lower than the previous day. The implied volatity was 18.14, the open interest changed by 486 which increased total open position to 1346


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 187.55, which was 87.55 higher than the previous day. The implied volatity was 19.14, the open interest changed by 24 which increased total open position to 860


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 100, which was -93.70 lower than the previous day. The implied volatity was 19.57, the open interest changed by -53 which decreased total open position to 839


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 193.7, which was 89.75 higher than the previous day. The implied volatity was 17.66, the open interest changed by -9 which decreased total open position to 908


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 103.95, which was -84.05 lower than the previous day. The implied volatity was 18.29, the open interest changed by -121 which decreased total open position to 960


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 188, which was 33.95 higher than the previous day. The implied volatity was 18.11, the open interest changed by -16 which decreased total open position to 1081


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 154.05, which was -176.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 81 which increased total open position to 1097


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 331, which was 91.00 higher than the previous day. The implied volatity was 18.52, the open interest changed by 353 which increased total open position to 1030


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 240, which was 115.75 higher than the previous day. The implied volatity was 19.71, the open interest changed by 219 which increased total open position to 695


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 124.25, which was 37.00 higher than the previous day. The implied volatity was 17.68, the open interest changed by -20 which decreased total open position to 475


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 87.25, which was 1.75 higher than the previous day. The implied volatity was 17.21, the open interest changed by 168 which increased total open position to 517


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 85.5, which was -26.25 lower than the previous day. The implied volatity was 18.85, the open interest changed by -80 which decreased total open position to 357


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 111.75, which was 56.80 higher than the previous day. The implied volatity was 19.42, the open interest changed by -222 which decreased total open position to 455


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 54.95, which was 5.80 higher than the previous day. The implied volatity was 18.07, the open interest changed by -6 which decreased total open position to 669


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 49.15, which was lower than the previous day. The implied volatity was 19.59, the open interest changed by 656 which increased total open position to 696