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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 22500 CE
Delta: 0.54
Vega: 11.45
Theta: -17.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 196 -127.6 15.13 31,201 1,123 3,247
23 Jan 22625.85 322.15 -45.45 17.80 10,397 -355 2,119
22 Jan 22650.40 367.6 29.85 17.97 34,853 979 2,512
21 Jan 22548.90 337.75 -260.10 18.82 4,591 395 1,546
20 Jan 22926.70 597.85 202.80 19.66 1,772 -161 1,155
17 Jan 22608.20 395.05 -259.90 17.05 6,476 175 1,339
16 Jan 22943.75 654.95 194.65 15.91 2,328 -241 1,164
15 Jan 22680.10 460.3 -99.75 16.12 4,192 -145 1,411
14 Jan 22722.15 560.05 199.30 17.62 10,789 -1,745 1,520
13 Jan 22400.45 360.75 -196.20 18.64 23,265 3,144 3,277
10 Jan 22730.20 556.95 -244.05 16.35 301 98 125
9 Jan 23026.15 801 -169.00 16.71 40 12 28
8 Jan 23236.05 970 -210.00 17.62 29 7 14
7 Jan 23430.30 1180 130.00 20.64 8 -1 8
6 Jan 23317.85 1050 -1418.55 15.53 9 8 8
3 Jan 23735.70 2468.55 0.00 - 0 0 0
2 Jan 24006.70 2468.55 - 0 0 0


For Nifty Financial Services - strike price 22500 expiring on 30JAN2025

Delta for 22500 CE is 0.54

Historical price for 22500 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 196, which was -127.6 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1123 which increased total open position to 3247


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 322.15, which was -45.45 lower than the previous day. The implied volatity was 17.80, the open interest changed by -355 which decreased total open position to 2119


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 367.6, which was 29.85 higher than the previous day. The implied volatity was 17.97, the open interest changed by 979 which increased total open position to 2512


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 337.75, which was -260.10 lower than the previous day. The implied volatity was 18.82, the open interest changed by 395 which increased total open position to 1546


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 597.85, which was 202.80 higher than the previous day. The implied volatity was 19.66, the open interest changed by -161 which decreased total open position to 1155


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 395.05, which was -259.90 lower than the previous day. The implied volatity was 17.05, the open interest changed by 175 which increased total open position to 1339


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 654.95, which was 194.65 higher than the previous day. The implied volatity was 15.91, the open interest changed by -241 which decreased total open position to 1164


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 460.3, which was -99.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by -145 which decreased total open position to 1411


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 560.05, which was 199.30 higher than the previous day. The implied volatity was 17.62, the open interest changed by -1745 which decreased total open position to 1520


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 360.75, which was -196.20 lower than the previous day. The implied volatity was 18.64, the open interest changed by 3144 which increased total open position to 3277


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 556.95, which was -244.05 lower than the previous day. The implied volatity was 16.35, the open interest changed by 98 which increased total open position to 125


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 801, which was -169.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 12 which increased total open position to 28


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 970, which was -210.00 lower than the previous day. The implied volatity was 17.62, the open interest changed by 7 which increased total open position to 14


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1180, which was 130.00 higher than the previous day. The implied volatity was 20.64, the open interest changed by -1 which decreased total open position to 8


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1050, which was -1418.55 lower than the previous day. The implied volatity was 15.53, the open interest changed by 8 which increased total open position to 8


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 2468.55, 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 2468.55, 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 22500 PE
Delta: -0.46
Vega: 11.46
Theta: -14.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 193.15 50.45 18.58 74,140 -661 4,951
23 Jan 22625.85 140 -3.00 17.49 35,263 545 5,619
22 Jan 22650.40 143 -65.10 17.85 65,237 244 5,069
21 Jan 22548.90 208.1 98.10 19.13 23,529 -250 4,815
20 Jan 22926.70 110 -102.05 19.37 17,938 581 5,069
17 Jan 22608.20 212.05 99.45 17.59 23,812 -219 4,495
16 Jan 22943.75 112.6 -87.40 18.06 15,457 912 4,684
15 Jan 22680.10 200 33.15 17.76 22,553 -1,384 3,791
14 Jan 22722.15 166.85 -191.10 17.15 21,633 1,173 5,186
13 Jan 22400.45 357.95 119.95 18.64 41,339 1,116 4,021
10 Jan 22730.20 238 103.25 18.69 17,176 283 2,883
9 Jan 23026.15 134.75 35.10 17.61 6,152 852 2,609
8 Jan 23236.05 99.65 5.95 17.41 7,570 528 1,774
7 Jan 23430.30 93.7 -40.95 18.85 2,245 -55 1,272
6 Jan 23317.85 134.65 79.60 20.23 11,298 -105 1,342
3 Jan 23735.70 55.05 11.70 17.60 7,433 -154 1,644
2 Jan 24006.70 43.35 18.56 8,988 584 1,887


For Nifty Financial Services - strike price 22500 expiring on 30JAN2025

Delta for 22500 PE is -0.46

Historical price for 22500 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 193.15, which was 50.45 higher than the previous day. The implied volatity was 18.58, the open interest changed by -661 which decreased total open position to 4951


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 140, which was -3.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by 545 which increased total open position to 5619


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 143, which was -65.10 lower than the previous day. The implied volatity was 17.85, the open interest changed by 244 which increased total open position to 5069


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 208.1, which was 98.10 higher than the previous day. The implied volatity was 19.13, the open interest changed by -250 which decreased total open position to 4815


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 110, which was -102.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by 581 which increased total open position to 5069


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 212.05, which was 99.45 higher than the previous day. The implied volatity was 17.59, the open interest changed by -219 which decreased total open position to 4495


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 112.6, which was -87.40 lower than the previous day. The implied volatity was 18.06, the open interest changed by 912 which increased total open position to 4684


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 200, which was 33.15 higher than the previous day. The implied volatity was 17.76, the open interest changed by -1384 which decreased total open position to 3791


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 166.85, which was -191.10 lower than the previous day. The implied volatity was 17.15, the open interest changed by 1173 which increased total open position to 5186


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 357.95, which was 119.95 higher than the previous day. The implied volatity was 18.64, the open interest changed by 1116 which increased total open position to 4021


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 238, which was 103.25 higher than the previous day. The implied volatity was 18.69, the open interest changed by 283 which increased total open position to 2883


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 134.75, which was 35.10 higher than the previous day. The implied volatity was 17.61, the open interest changed by 852 which increased total open position to 2609


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 99.65, which was 5.95 higher than the previous day. The implied volatity was 17.41, the open interest changed by 528 which increased total open position to 1774


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 93.7, which was -40.95 lower than the previous day. The implied volatity was 18.85, the open interest changed by -55 which decreased total open position to 1272


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 134.65, which was 79.60 higher than the previous day. The implied volatity was 20.23, the open interest changed by -105 which decreased total open position to 1342


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 55.05, which was 11.70 higher than the previous day. The implied volatity was 17.60, the open interest changed by -154 which decreased total open position to 1644


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 43.35, which was lower than the previous day. The implied volatity was 18.56, the open interest changed by 584 which increased total open position to 1887