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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 22650 CE
Delta: 0.41
Vega: 11.21
Theta: -16.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 130.3 -106.55 15.50 44,226 867 3,430
23 Jan 22625.85 235.65 -42.40 17.67 36,720 1,028 2,582
22 Jan 22650.40 278.05 -6.95 17.90 16,843 256 1,565
21 Jan 22548.90 285 -209.95 20.69 10,834 371 1,313
20 Jan 22926.70 494.95 189.95 19.84 6,783 -698 946
17 Jan 22608.20 305 -232.25 16.66 13,642 700 1,659
16 Jan 22943.75 537.25 168.50 15.56 901 -285 960
15 Jan 22680.10 368.75 -91.30 16.07 9,162 692 1,282
14 Jan 22722.15 460.05 167.05 17.36 15,023 26 590
13 Jan 22400.45 293 -171.05 18.69 7,200 445 574
10 Jan 22730.20 464.05 -202.80 16.20 457 75 131
9 Jan 23026.15 666.85 -44.25 15.41 28 15 54
8 Jan 23236.05 711.1 -231.90 - 9 5 38
7 Jan 23430.30 943 -33.85 12.04 13 7 27
6 Jan 23317.85 976.85 -166.55 18.64 24 8 8
3 Jan 23735.70 1143.4 0.00 - 0 0 0
2 Jan 24006.70 1143.4 - 0 0 0


For Nifty Financial Services - strike price 22650 expiring on 30JAN2025

Delta for 22650 CE is 0.41

Historical price for 22650 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 130.3, which was -106.55 lower than the previous day. The implied volatity was 15.50, the open interest changed by 867 which increased total open position to 3430


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 235.65, which was -42.40 lower than the previous day. The implied volatity was 17.67, the open interest changed by 1028 which increased total open position to 2582


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 278.05, which was -6.95 lower than the previous day. The implied volatity was 17.90, the open interest changed by 256 which increased total open position to 1565


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 285, which was -209.95 lower than the previous day. The implied volatity was 20.69, the open interest changed by 371 which increased total open position to 1313


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 494.95, which was 189.95 higher than the previous day. The implied volatity was 19.84, the open interest changed by -698 which decreased total open position to 946


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 305, which was -232.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 700 which increased total open position to 1659


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 537.25, which was 168.50 higher than the previous day. The implied volatity was 15.56, the open interest changed by -285 which decreased total open position to 960


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 368.75, which was -91.30 lower than the previous day. The implied volatity was 16.07, the open interest changed by 692 which increased total open position to 1282


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 460.05, which was 167.05 higher than the previous day. The implied volatity was 17.36, the open interest changed by 26 which increased total open position to 590


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 293, which was -171.05 lower than the previous day. The implied volatity was 18.69, the open interest changed by 445 which increased total open position to 574


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 464.05, which was -202.80 lower than the previous day. The implied volatity was 16.20, the open interest changed by 75 which increased total open position to 131


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 666.85, which was -44.25 lower than the previous day. The implied volatity was 15.41, the open interest changed by 15 which increased total open position to 54


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 711.1, which was -231.90 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 38


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 943, which was -33.85 lower than the previous day. The implied volatity was 12.04, the open interest changed by 7 which increased total open position to 27


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 976.85, which was -166.55 lower than the previous day. The implied volatity was 18.64, 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 1143.4, 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 1143.4, 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 22650 PE
Delta: -0.57
Vega: 11.33
Theta: -14.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 280 74.7 19.26 38,310 -44 2,273
23 Jan 22625.85 202.65 1.60 17.36 38,430 901 2,375
22 Jan 22650.40 201.05 -83.95 17.66 11,968 14 1,476
21 Jan 22548.90 285 132.50 19.58 17,353 5 1,469
20 Jan 22926.70 152.5 -140.00 19.28 11,316 126 1,490
17 Jan 22608.20 292.5 140.55 18.42 15,484 95 1,391
16 Jan 22943.75 151.95 -113.05 17.95 4,685 -24 1,298
15 Jan 22680.10 265 46.85 18.02 17,620 207 1,350
14 Jan 22722.15 218.15 -166.60 17.02 14,955 594 1,124
13 Jan 22400.45 384.75 137.00 15.81 5,846 211 530
10 Jan 22730.20 247.75 69.80 16.31 4,691 -21 349
9 Jan 23026.15 177.95 53.90 17.76 1,466 104 372
8 Jan 23236.05 124.05 -16.25 16.98 1,336 183 269
7 Jan 23430.30 140.3 -18.65 19.98 895 -25 128
6 Jan 23317.85 158.95 85.95 19.69 1,155 90 157
3 Jan 23735.70 73 10.55 17.58 246 -32 71
2 Jan 24006.70 62.45 18.97 511 77 101


For Nifty Financial Services - strike price 22650 expiring on 30JAN2025

Delta for 22650 PE is -0.57

Historical price for 22650 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 280, which was 74.7 higher than the previous day. The implied volatity was 19.26, the open interest changed by -44 which decreased total open position to 2273


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 202.65, which was 1.60 higher than the previous day. The implied volatity was 17.36, the open interest changed by 901 which increased total open position to 2375


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 201.05, which was -83.95 lower than the previous day. The implied volatity was 17.66, the open interest changed by 14 which increased total open position to 1476


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 285, which was 132.50 higher than the previous day. The implied volatity was 19.58, the open interest changed by 5 which increased total open position to 1469


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 152.5, which was -140.00 lower than the previous day. The implied volatity was 19.28, the open interest changed by 126 which increased total open position to 1490


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 292.5, which was 140.55 higher than the previous day. The implied volatity was 18.42, the open interest changed by 95 which increased total open position to 1391


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 151.95, which was -113.05 lower than the previous day. The implied volatity was 17.95, the open interest changed by -24 which decreased total open position to 1298


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 265, which was 46.85 higher than the previous day. The implied volatity was 18.02, the open interest changed by 207 which increased total open position to 1350


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 218.15, which was -166.60 lower than the previous day. The implied volatity was 17.02, the open interest changed by 594 which increased total open position to 1124


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 384.75, which was 137.00 higher than the previous day. The implied volatity was 15.81, the open interest changed by 211 which increased total open position to 530


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 247.75, which was 69.80 higher than the previous day. The implied volatity was 16.31, the open interest changed by -21 which decreased total open position to 349


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 177.95, which was 53.90 higher than the previous day. The implied volatity was 17.76, the open interest changed by 104 which increased total open position to 372


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 124.05, which was -16.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 183 which increased total open position to 269


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 140.3, which was -18.65 lower than the previous day. The implied volatity was 19.98, the open interest changed by -25 which decreased total open position to 128


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 158.95, which was 85.95 higher than the previous day. The implied volatity was 19.69, the open interest changed by 90 which increased total open position to 157


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 73, which was 10.55 higher than the previous day. The implied volatity was 17.58, the open interest changed by -32 which decreased total open position to 71


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 62.45, which was lower than the previous day. The implied volatity was 18.97, the open interest changed by 77 which increased total open position to 101