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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23171.85 -258.45 (-1.10%)

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Historical option data for FINNIFTY

08 Jan 2025 11:28 AM IST
FINNIFTY 30JAN2025 22850 CE
Delta: 0.70
Vega: 19.77
Theta: -11.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Jan 23166.45 627 -246.10 15.69 19 3 56
7 Jan 23430.30 873.1 0.00 0.00 0 4 0
6 Jan 23317.85 873.1 -172.30 20.79 4 0 49
3 Jan 23735.70 1045.4 0.00 0.00 0 49 0
2 Jan 24006.70 1045.4 0.00 0 49 0


For Nifty Financial Services - strike price 22850 expiring on 30JAN2025

Delta for 22850 CE is 0.70

Historical price for 22850 CE is as follows

On 8 Jan FINNIFTY was trading at 23166.45. The strike last trading price was 627, which was -246.10 lower than the previous day. The implied volatity was 15.69, the open interest changed by 3 which increased total open position to 56


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 873.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 873.1, which was -172.30 lower than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 49


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1045.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1045.4, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0


FINNIFTY 30JAN2025 22850 PE
Delta: -0.32
Vega: 20.41
Theta: -6.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Jan 23166.45 219.55 63.55 18.07 1,183 78 356
7 Jan 23430.30 156 -71.10 18.21 827 0 273
6 Jan 23317.85 227.1 126.75 20.39 1,740 126 273
3 Jan 23735.70 100.35 23.55 17.33 514 78 145
2 Jan 24006.70 76.8 18.20 576 -10 83


For Nifty Financial Services - strike price 22850 expiring on 30JAN2025

Delta for 22850 PE is -0.32

Historical price for 22850 PE is as follows

On 8 Jan FINNIFTY was trading at 23166.45. The strike last trading price was 219.55, which was 63.55 higher than the previous day. The implied volatity was 18.07, the open interest changed by 78 which increased total open position to 356


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 156, which was -71.10 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 273


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 227.1, which was 126.75 higher than the previous day. The implied volatity was 20.39, the open interest changed by 126 which increased total open position to 273


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 100.35, which was 23.55 higher than the previous day. The implied volatity was 17.33, the open interest changed by 78 which increased total open position to 145


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 76.8, which was lower than the previous day. The implied volatity was 18.20, the open interest changed by -10 which decreased total open position to 83