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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 22800 CE
Delta: 0.30
Vega: 9.98
Theta: -15.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 87 -78.9 16.27 49,039 1,905 5,998
23 Jan 22625.85 157.25 -50.55 16.92 39,667 1,226 4,124
22 Jan 22650.40 207.8 -6.25 18.18 26,787 388 2,850
21 Jan 22548.90 214.05 -172.40 20.37 19,855 1,006 2,510
20 Jan 22926.70 386.45 146.45 18.86 22,352 -892 1,512
17 Jan 22608.20 240 -202.40 17.02 24,547 476 2,456
16 Jan 22943.75 442.4 153.40 16.02 7,555 480 1,985
15 Jan 22680.10 289 -76.00 16.03 20,097 457 1,515
14 Jan 22722.15 365 130.00 16.84 14,867 276 1,088
13 Jan 22400.45 235 -125.80 18.79 7,498 -93 818
10 Jan 22730.20 360.8 -226.45 15.40 10,907 739 896
9 Jan 23026.15 587.25 -138.75 16.67 273 105 161
8 Jan 23236.05 726 -150.00 16.68 24 20 56
7 Jan 23430.30 876 51.00 16.38 2 -1 35
6 Jan 23317.85 825 -129.00 16.51 13 12 35
3 Jan 23735.70 954 0.00 0.00 0 23 0
2 Jan 24006.70 954 0.00 0 23 0


For Nifty Financial Services - strike price 22800 expiring on 30JAN2025

Delta for 22800 CE is 0.30

Historical price for 22800 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 87, which was -78.9 lower than the previous day. The implied volatity was 16.27, the open interest changed by 1905 which increased total open position to 5998


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 157.25, which was -50.55 lower than the previous day. The implied volatity was 16.92, the open interest changed by 1226 which increased total open position to 4124


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 207.8, which was -6.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by 388 which increased total open position to 2850


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 214.05, which was -172.40 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1006 which increased total open position to 2510


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 386.45, which was 146.45 higher than the previous day. The implied volatity was 18.86, the open interest changed by -892 which decreased total open position to 1512


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 240, which was -202.40 lower than the previous day. The implied volatity was 17.02, the open interest changed by 476 which increased total open position to 2456


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 442.4, which was 153.40 higher than the previous day. The implied volatity was 16.02, the open interest changed by 480 which increased total open position to 1985


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 289, which was -76.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by 457 which increased total open position to 1515


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 365, which was 130.00 higher than the previous day. The implied volatity was 16.84, the open interest changed by 276 which increased total open position to 1088


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 235, which was -125.80 lower than the previous day. The implied volatity was 18.79, the open interest changed by -93 which decreased total open position to 818


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 360.8, which was -226.45 lower than the previous day. The implied volatity was 15.40, the open interest changed by 739 which increased total open position to 896


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 587.25, which was -138.75 lower than the previous day. The implied volatity was 16.67, the open interest changed by 105 which increased total open position to 161


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 726, which was -150.00 lower than the previous day. The implied volatity was 16.68, the open interest changed by 20 which increased total open position to 56


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 876, which was 51.00 higher than the previous day. The implied volatity was 16.38, the open interest changed by -1 which decreased total open position to 35


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 825, which was -129.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 12 which increased total open position to 35


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 954, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 954, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


FINNIFTY 30JAN2025 22800 PE
Delta: -0.67
Vega: 10.50
Theta: -13.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 380.8 94.2 19.96 11,117 359 2,134
23 Jan 22625.85 288 10.05 17.72 8,616 -218 1,776
22 Jan 22650.40 277.95 -87.95 17.74 4,546 -168 1,996
21 Jan 22548.90 365.9 171.90 19.44 25,655 -849 2,153
20 Jan 22926.70 194 -159.55 18.36 27,452 -1,200 3,063
17 Jan 22608.20 353.55 157.55 17.40 23,438 2,741 4,293
16 Jan 22943.75 196 -137.95 17.56 14,882 -374 1,550
15 Jan 22680.10 333.95 53.95 17.90 17,633 57 1,926
14 Jan 22722.15 280 -246.35 16.92 10,324 424 1,837
13 Jan 22400.45 526.35 145.05 18.51 2,996 -233 1,438
10 Jan 22730.20 381.3 168.50 19.50 24,349 600 1,696
9 Jan 23026.15 212.8 54.30 17.06 5,084 284 1,105
8 Jan 23236.05 158.5 13.35 16.76 2,920 115 822
7 Jan 23430.30 145.15 -41.85 18.26 1,091 65 708
6 Jan 23317.85 187 87.95 19.12 2,741 33 673
3 Jan 23735.70 99.05 34.05 17.79 2,059 -88 601
2 Jan 24006.70 65 17.78 1,335 487 692


For Nifty Financial Services - strike price 22800 expiring on 30JAN2025

Delta for 22800 PE is -0.67

Historical price for 22800 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 380.8, which was 94.2 higher than the previous day. The implied volatity was 19.96, the open interest changed by 359 which increased total open position to 2134


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 288, which was 10.05 higher than the previous day. The implied volatity was 17.72, the open interest changed by -218 which decreased total open position to 1776


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 277.95, which was -87.95 lower than the previous day. The implied volatity was 17.74, the open interest changed by -168 which decreased total open position to 1996


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 365.9, which was 171.90 higher than the previous day. The implied volatity was 19.44, the open interest changed by -849 which decreased total open position to 2153


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 194, which was -159.55 lower than the previous day. The implied volatity was 18.36, the open interest changed by -1200 which decreased total open position to 3063


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 353.55, which was 157.55 higher than the previous day. The implied volatity was 17.40, the open interest changed by 2741 which increased total open position to 4293


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 196, which was -137.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by -374 which decreased total open position to 1550


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 333.95, which was 53.95 higher than the previous day. The implied volatity was 17.90, the open interest changed by 57 which increased total open position to 1926


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 280, which was -246.35 lower than the previous day. The implied volatity was 16.92, the open interest changed by 424 which increased total open position to 1837


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 526.35, which was 145.05 higher than the previous day. The implied volatity was 18.51, the open interest changed by -233 which decreased total open position to 1438


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 381.3, which was 168.50 higher than the previous day. The implied volatity was 19.50, the open interest changed by 600 which increased total open position to 1696


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 212.8, which was 54.30 higher than the previous day. The implied volatity was 17.06, the open interest changed by 284 which increased total open position to 1105


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 158.5, which was 13.35 higher than the previous day. The implied volatity was 16.76, the open interest changed by 115 which increased total open position to 822


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 145.15, which was -41.85 lower than the previous day. The implied volatity was 18.26, the open interest changed by 65 which increased total open position to 708


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 187, which was 87.95 higher than the previous day. The implied volatity was 19.12, the open interest changed by 33 which increased total open position to 673


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 99.05, which was 34.05 higher than the previous day. The implied volatity was 17.79, the open interest changed by -88 which decreased total open position to 601


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 17.78, the open interest changed by 487 which increased total open position to 692