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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 22600 CE
Delta: 0.46
Vega: 11.44
Theta: -17.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 155 -108.5 15.74 78,970 1,330 4,466
23 Jan 22625.85 251.8 -52.25 16.84 42,737 392 3,116
22 Jan 22650.40 304.05 2.05 17.80 46,075 850 2,734
21 Jan 22548.90 302 -219.20 20.14 12,741 1,042 1,899
20 Jan 22926.70 521.2 186.20 19.26 5,356 -678 867
17 Jan 22608.20 335 -243.25 16.87 20,107 626 1,562
16 Jan 22943.75 578.25 173.25 15.87 3,682 -242 939
15 Jan 22680.10 405 -60.05 16.49 10,599 342 1,202
14 Jan 22722.15 465.05 149.10 15.91 17,952 -286 895
13 Jan 22400.45 315.95 -110.35 18.75 17,234 961 1,175
10 Jan 22730.20 426.3 -426.00 12.96 563 150 215
9 Jan 23026.15 852.3 28.95 23.39 48 36 64
8 Jan 23236.05 823.35 -144.65 13.05 22 12 21
7 Jan 23430.30 968 -47.90 8.88 1 0 8
6 Jan 23317.85 1015.9 -1372.60 18.67 8 0 0
3 Jan 23735.70 2388.5 0.00 - 0 0 0
2 Jan 24006.70 2388.5 - 0 0 0


For Nifty Financial Services - strike price 22600 expiring on 30JAN2025

Delta for 22600 CE is 0.46

Historical price for 22600 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 155, which was -108.5 lower than the previous day. The implied volatity was 15.74, the open interest changed by 1330 which increased total open position to 4466


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 251.8, which was -52.25 lower than the previous day. The implied volatity was 16.84, the open interest changed by 392 which increased total open position to 3116


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 304.05, which was 2.05 higher than the previous day. The implied volatity was 17.80, the open interest changed by 850 which increased total open position to 2734


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 302, which was -219.20 lower than the previous day. The implied volatity was 20.14, the open interest changed by 1042 which increased total open position to 1899


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 521.2, which was 186.20 higher than the previous day. The implied volatity was 19.26, the open interest changed by -678 which decreased total open position to 867


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 335, which was -243.25 lower than the previous day. The implied volatity was 16.87, the open interest changed by 626 which increased total open position to 1562


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 578.25, which was 173.25 higher than the previous day. The implied volatity was 15.87, the open interest changed by -242 which decreased total open position to 939


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 405, which was -60.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by 342 which increased total open position to 1202


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 465.05, which was 149.10 higher than the previous day. The implied volatity was 15.91, the open interest changed by -286 which decreased total open position to 895


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 315.95, which was -110.35 lower than the previous day. The implied volatity was 18.75, the open interest changed by 961 which increased total open position to 1175


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 426.3, which was -426.00 lower than the previous day. The implied volatity was 12.96, the open interest changed by 150 which increased total open position to 215


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 852.3, which was 28.95 higher than the previous day. The implied volatity was 23.39, the open interest changed by 36 which increased total open position to 64


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 823.35, which was -144.65 lower than the previous day. The implied volatity was 13.05, the open interest changed by 12 which increased total open position to 21


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 968, which was -47.90 lower than the previous day. The implied volatity was 8.88, the open interest changed by 0 which decreased total open position to 8


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1015.9, which was -1372.60 lower than the previous day. The implied volatity was 18.67, 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 2388.5, 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 2388.5, 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 22600 PE
Delta: -0.54
Vega: 11.47
Theta: -14.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 248.6 66.05 19.06 98,553 -811 3,500
23 Jan 22625.85 178.6 -3.15 17.27 55,804 1,322 4,238
22 Jan 22650.40 181.75 -90.70 17.83 39,787 476 2,983
21 Jan 22548.90 272.45 139.75 20.50 21,243 94 2,524
20 Jan 22926.70 132.7 -125.30 18.97 11,315 356 2,440
17 Jan 22608.20 258 120.00 17.77 26,038 141 2,078
16 Jan 22943.75 138 -99.50 18.00 9,360 -135 1,941
15 Jan 22680.10 237.5 28.35 17.71 26,177 -278 2,136
14 Jan 22722.15 209.15 -199.00 17.59 28,481 1,414 2,455
13 Jan 22400.45 408.15 138.05 18.51 19,813 90 1,043
10 Jan 22730.20 270.1 111.30 18.39 6,524 401 955
9 Jan 23026.15 158.8 42.90 17.49 2,110 139 552
8 Jan 23236.05 115.9 13.80 17.15 1,876 -47 403
7 Jan 23430.30 102.1 -42.35 18.22 904 -42 467
6 Jan 23317.85 144.45 74.40 19.53 1,717 91 554
3 Jan 23735.70 70.05 19.35 17.86 1,382 144 495
2 Jan 24006.70 50.7 18.40 1,764 208 339


For Nifty Financial Services - strike price 22600 expiring on 30JAN2025

Delta for 22600 PE is -0.54

Historical price for 22600 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 248.6, which was 66.05 higher than the previous day. The implied volatity was 19.06, the open interest changed by -811 which decreased total open position to 3500


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 178.6, which was -3.15 lower than the previous day. The implied volatity was 17.27, the open interest changed by 1322 which increased total open position to 4238


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 181.75, which was -90.70 lower than the previous day. The implied volatity was 17.83, the open interest changed by 476 which increased total open position to 2983


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 272.45, which was 139.75 higher than the previous day. The implied volatity was 20.50, the open interest changed by 94 which increased total open position to 2524


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 132.7, which was -125.30 lower than the previous day. The implied volatity was 18.97, the open interest changed by 356 which increased total open position to 2440


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 258, which was 120.00 higher than the previous day. The implied volatity was 17.77, the open interest changed by 141 which increased total open position to 2078


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 138, which was -99.50 lower than the previous day. The implied volatity was 18.00, the open interest changed by -135 which decreased total open position to 1941


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 237.5, which was 28.35 higher than the previous day. The implied volatity was 17.71, the open interest changed by -278 which decreased total open position to 2136


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 209.15, which was -199.00 lower than the previous day. The implied volatity was 17.59, the open interest changed by 1414 which increased total open position to 2455


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 408.15, which was 138.05 higher than the previous day. The implied volatity was 18.51, the open interest changed by 90 which increased total open position to 1043


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 270.1, which was 111.30 higher than the previous day. The implied volatity was 18.39, the open interest changed by 401 which increased total open position to 955


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 158.8, which was 42.90 higher than the previous day. The implied volatity was 17.49, the open interest changed by 139 which increased total open position to 552


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 115.9, which was 13.80 higher than the previous day. The implied volatity was 17.15, the open interest changed by -47 which decreased total open position to 403


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 102.1, which was -42.35 lower than the previous day. The implied volatity was 18.22, the open interest changed by -42 which decreased total open position to 467


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 144.45, which was 74.40 higher than the previous day. The implied volatity was 19.53, the open interest changed by 91 which increased total open position to 554


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 70.05, which was 19.35 higher than the previous day. The implied volatity was 17.86, the open interest changed by 144 which increased total open position to 495


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 50.7, which was lower than the previous day. The implied volatity was 18.40, the open interest changed by 208 which increased total open position to 339