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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 22550 CE
Delta: 0.50
Vega: 11.51
Theta: -18.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 177.45 -115.45 15.74 23,735 959 2,024
23 Jan 22625.85 284.15 -55.70 17.15 5,648 -19 1,072
22 Jan 22650.40 339.85 28.35 18.23 23,080 433 1,087
21 Jan 22548.90 311.5 -252.50 18.94 2,757 386 653
20 Jan 22926.70 564 195.80 19.85 648 -135 271
17 Jan 22608.20 368.2 -246.75 17.19 5,692 82 418
16 Jan 22943.75 614.95 189.55 15.81 212 -45 336
15 Jan 22680.10 425.4 -106.40 15.93 1,536 -1 381
14 Jan 22722.15 531.8 194.80 17.89 4,838 -114 384
13 Jan 22400.45 337 -174.10 18.65 9,926 443 500
10 Jan 22730.20 511.1 -204.25 15.65 51 32 57
9 Jan 23026.15 715.35 -88.65 13.76 18 5 25
8 Jan 23236.05 804 -417.65 - 28 16 16
7 Jan 23430.30 1221.65 0.00 - 0 0 0
6 Jan 23317.85 1221.65 0.00 - 0 0 0
3 Jan 23735.70 1221.65 0.00 - 0 0 0
2 Jan 24006.70 1221.65 - 0 0 0


For Nifty Financial Services - strike price 22550 expiring on 30JAN2025

Delta for 22550 CE is 0.50

Historical price for 22550 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 177.45, which was -115.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 959 which increased total open position to 2024


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 284.15, which was -55.70 lower than the previous day. The implied volatity was 17.15, the open interest changed by -19 which decreased total open position to 1072


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 339.85, which was 28.35 higher than the previous day. The implied volatity was 18.23, the open interest changed by 433 which increased total open position to 1087


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 311.5, which was -252.50 lower than the previous day. The implied volatity was 18.94, the open interest changed by 386 which increased total open position to 653


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 564, which was 195.80 higher than the previous day. The implied volatity was 19.85, the open interest changed by -135 which decreased total open position to 271


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 368.2, which was -246.75 lower than the previous day. The implied volatity was 17.19, the open interest changed by 82 which increased total open position to 418


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 614.95, which was 189.55 higher than the previous day. The implied volatity was 15.81, the open interest changed by -45 which decreased total open position to 336


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 425.4, which was -106.40 lower than the previous day. The implied volatity was 15.93, the open interest changed by -1 which decreased total open position to 381


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 531.8, which was 194.80 higher than the previous day. The implied volatity was 17.89, the open interest changed by -114 which decreased total open position to 384


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 337, which was -174.10 lower than the previous day. The implied volatity was 18.65, the open interest changed by 443 which increased total open position to 500


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 511.1, which was -204.25 lower than the previous day. The implied volatity was 15.65, the open interest changed by 32 which increased total open position to 57


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 715.35, which was -88.65 lower than the previous day. The implied volatity was 13.76, the open interest changed by 5 which increased total open position to 25


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 804, which was -417.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1221.65, 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 1221.65, 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 1221.65, 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 1221.65, 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 22550 PE
Delta: -0.50
Vega: 11.51
Theta: -14.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 220 57.15 18.78 44,702 -474 1,873
23 Jan 22625.85 161.95 -1.75 17.66 16,049 522 2,397
22 Jan 22650.40 163.7 -74.15 18.04 28,546 711 1,867
21 Jan 22548.90 237.85 112.00 19.68 10,107 -8 1,161
20 Jan 22926.70 125.85 -106.80 19.57 4,264 -42 1,168
17 Jan 22608.20 232.65 107.50 17.58 14,581 102 1,236
16 Jan 22943.75 125.15 -96.25 18.06 2,177 61 1,138
15 Jan 22680.10 221.4 32.45 17.90 5,649 77 1,087
14 Jan 22722.15 188.95 -192.20 17.46 6,778 156 1,005
13 Jan 22400.45 381.15 121.90 18.50 14,667 368 857
10 Jan 22730.20 259.25 112.60 18.82 3,842 211 493
9 Jan 23026.15 146.65 44.10 17.56 1,155 34 287
8 Jan 23236.05 102.55 2.55 16.98 1,582 125 257
7 Jan 23430.30 100 -31.70 18.69 543 -36 142
6 Jan 23317.85 131.7 72.70 19.42 1,405 -59 182
3 Jan 23735.70 59 5.25 17.47 430 13 268
2 Jan 24006.70 53.75 19.14 764 223 255


For Nifty Financial Services - strike price 22550 expiring on 30JAN2025

Delta for 22550 PE is -0.50

Historical price for 22550 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 220, which was 57.15 higher than the previous day. The implied volatity was 18.78, the open interest changed by -474 which decreased total open position to 1873


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 161.95, which was -1.75 lower than the previous day. The implied volatity was 17.66, the open interest changed by 522 which increased total open position to 2397


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 163.7, which was -74.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 711 which increased total open position to 1867


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 237.85, which was 112.00 higher than the previous day. The implied volatity was 19.68, the open interest changed by -8 which decreased total open position to 1161


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 125.85, which was -106.80 lower than the previous day. The implied volatity was 19.57, the open interest changed by -42 which decreased total open position to 1168


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 232.65, which was 107.50 higher than the previous day. The implied volatity was 17.58, the open interest changed by 102 which increased total open position to 1236


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 125.15, which was -96.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by 61 which increased total open position to 1138


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 221.4, which was 32.45 higher than the previous day. The implied volatity was 17.90, the open interest changed by 77 which increased total open position to 1087


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 188.95, which was -192.20 lower than the previous day. The implied volatity was 17.46, the open interest changed by 156 which increased total open position to 1005


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 381.15, which was 121.90 higher than the previous day. The implied volatity was 18.50, the open interest changed by 368 which increased total open position to 857


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 259.25, which was 112.60 higher than the previous day. The implied volatity was 18.82, the open interest changed by 211 which increased total open position to 493


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 146.65, which was 44.10 higher than the previous day. The implied volatity was 17.56, the open interest changed by 34 which increased total open position to 287


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 102.55, which was 2.55 higher than the previous day. The implied volatity was 16.98, the open interest changed by 125 which increased total open position to 257


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 100, which was -31.70 lower than the previous day. The implied volatity was 18.69, the open interest changed by -36 which decreased total open position to 142


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 131.7, which was 72.70 higher than the previous day. The implied volatity was 19.42, the open interest changed by -59 which decreased total open position to 182


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 59, which was 5.25 higher than the previous day. The implied volatity was 17.47, the open interest changed by 13 which increased total open position to 268


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 53.75, which was lower than the previous day. The implied volatity was 19.14, the open interest changed by 223 which increased total open position to 255