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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 22750 CE
Delta: 0.33
Vega: 10.45
Theta: -15.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 98.1 -89.75 15.86 27,152 474 2,063
23 Jan 22625.85 183 -41.70 17.31 18,644 307 1,554
22 Jan 22650.40 224.7 -0.30 17.72 11,687 232 1,223
21 Jan 22548.90 225 -199.90 19.67 11,458 340 1,005
20 Jan 22926.70 424.9 163.90 19.42 15,100 -631 667
17 Jan 22608.20 261 -218.90 16.94 13,717 555 1,308
16 Jan 22943.75 479.9 163.45 16.32 2,954 -1,112 752
15 Jan 22680.10 316.45 -61.60 16.16 19,394 852 1,872
14 Jan 22722.15 378.05 131.25 16.08 10,143 306 1,050
13 Jan 22400.45 246.8 -141.65 18.38 5,024 256 746
10 Jan 22730.20 388.45 -238.30 15.45 3,115 326 421
9 Jan 23026.15 626.75 -164.25 16.98 86 31 88
8 Jan 23236.05 791 -80.00 18.18 39 21 57
7 Jan 23430.30 871 -114.00 13.36 7 6 35
6 Jan 23317.85 985 -21.00 22.90 4 0 25
3 Jan 23735.70 1006 0.00 0.00 0 25 0
2 Jan 24006.70 1006 0.00 0 25 0


For Nifty Financial Services - strike price 22750 expiring on 30JAN2025

Delta for 22750 CE is 0.33

Historical price for 22750 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 98.1, which was -89.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 474 which increased total open position to 2063


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 183, which was -41.70 lower than the previous day. The implied volatity was 17.31, the open interest changed by 307 which increased total open position to 1554


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 224.7, which was -0.30 lower than the previous day. The implied volatity was 17.72, the open interest changed by 232 which increased total open position to 1223


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 225, which was -199.90 lower than the previous day. The implied volatity was 19.67, the open interest changed by 340 which increased total open position to 1005


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 424.9, which was 163.90 higher than the previous day. The implied volatity was 19.42, the open interest changed by -631 which decreased total open position to 667


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 261, which was -218.90 lower than the previous day. The implied volatity was 16.94, the open interest changed by 555 which increased total open position to 1308


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 479.9, which was 163.45 higher than the previous day. The implied volatity was 16.32, the open interest changed by -1112 which decreased total open position to 752


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 316.45, which was -61.60 lower than the previous day. The implied volatity was 16.16, the open interest changed by 852 which increased total open position to 1872


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 378.05, which was 131.25 higher than the previous day. The implied volatity was 16.08, the open interest changed by 306 which increased total open position to 1050


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 246.8, which was -141.65 lower than the previous day. The implied volatity was 18.38, the open interest changed by 256 which increased total open position to 746


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 388.45, which was -238.30 lower than the previous day. The implied volatity was 15.45, the open interest changed by 326 which increased total open position to 421


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 626.75, which was -164.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 31 which increased total open position to 88


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 791, which was -80.00 lower than the previous day. The implied volatity was 18.18, the open interest changed by 21 which increased total open position to 57


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 871, which was -114.00 lower than the previous day. The implied volatity was 13.36, the open interest changed by 6 which increased total open position to 35


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 985, which was -21.00 lower than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 25


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1006, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1006, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


FINNIFTY 30JAN2025 22750 PE
Delta: -0.64
Vega: 10.82
Theta: -13.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 345.15 88.15 19.60 11,322 37 800
23 Jan 22625.85 259.95 5.35 17.75 7,457 -237 766
22 Jan 22650.40 254.6 -67.30 18.02 4,071 78 1,004
21 Jan 22548.90 321.9 142.90 18.34 15,604 -418 928
20 Jan 22926.70 179 -150.80 18.66 13,578 314 1,356
17 Jan 22608.20 329.8 146.90 17.62 12,407 133 1,047
16 Jan 22943.75 182.9 -128.10 17.85 4,222 -210 914
15 Jan 22680.10 311 49.00 18.01 17,190 180 1,141
14 Jan 22722.15 262 -223.05 17.16 9,866 413 993
13 Jan 22400.45 485.05 132.05 17.96 1,882 48 581
10 Jan 22730.20 353 150.45 19.28 10,803 93 523
9 Jan 23026.15 202.55 57.55 17.40 1,734 130 435
8 Jan 23236.05 145 13.95 16.78 1,990 17 306
7 Jan 23430.30 131.05 -47.65 18.12 564 11 289
6 Jan 23317.85 178.7 93.20 19.39 1,749 37 279
3 Jan 23735.70 85.5 20.50 17.44 550 -4 242
2 Jan 24006.70 65 18.26 564 -45 245


For Nifty Financial Services - strike price 22750 expiring on 30JAN2025

Delta for 22750 PE is -0.64

Historical price for 22750 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 345.15, which was 88.15 higher than the previous day. The implied volatity was 19.60, the open interest changed by 37 which increased total open position to 800


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 259.95, which was 5.35 higher than the previous day. The implied volatity was 17.75, the open interest changed by -237 which decreased total open position to 766


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 254.6, which was -67.30 lower than the previous day. The implied volatity was 18.02, the open interest changed by 78 which increased total open position to 1004


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 321.9, which was 142.90 higher than the previous day. The implied volatity was 18.34, the open interest changed by -418 which decreased total open position to 928


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 179, which was -150.80 lower than the previous day. The implied volatity was 18.66, the open interest changed by 314 which increased total open position to 1356


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 329.8, which was 146.90 higher than the previous day. The implied volatity was 17.62, the open interest changed by 133 which increased total open position to 1047


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 182.9, which was -128.10 lower than the previous day. The implied volatity was 17.85, the open interest changed by -210 which decreased total open position to 914


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 311, which was 49.00 higher than the previous day. The implied volatity was 18.01, the open interest changed by 180 which increased total open position to 1141


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 262, which was -223.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by 413 which increased total open position to 993


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 485.05, which was 132.05 higher than the previous day. The implied volatity was 17.96, the open interest changed by 48 which increased total open position to 581


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 353, which was 150.45 higher than the previous day. The implied volatity was 19.28, the open interest changed by 93 which increased total open position to 523


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 202.55, which was 57.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 130 which increased total open position to 435


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 145, which was 13.95 higher than the previous day. The implied volatity was 16.78, the open interest changed by 17 which increased total open position to 306


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 131.05, which was -47.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 11 which increased total open position to 289


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 178.7, which was 93.20 higher than the previous day. The implied volatity was 19.39, the open interest changed by 37 which increased total open position to 279


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 85.5, which was 20.50 higher than the previous day. The implied volatity was 17.44, the open interest changed by -4 which decreased total open position to 242


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 65, which was lower than the previous day. The implied volatity was 18.26, the open interest changed by -45 which decreased total open position to 245