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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 22850 CE
Delta: 0.26
Vega: 9.37
Theta: -14.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 73 -73.5 16.22 17,070 662 1,637
23 Jan 22625.85 145.6 -34.40 17.58 8,395 -111 976
22 Jan 22650.40 180 -18.10 17.70 10,548 -28 1,098
21 Jan 22548.90 198.1 -157.95 20.63 11,013 435 1,154
20 Jan 22926.70 356.05 146.05 18.77 7,743 -161 723
17 Jan 22608.20 210 -194.40 16.48 7,219 157 885
16 Jan 22943.75 404.4 134.70 15.63 3,551 -318 731
15 Jan 22680.10 269.7 -82.25 16.26 6,717 314 1,058
14 Jan 22722.15 351.95 136.95 17.52 5,169 -176 750
13 Jan 22400.45 215 -119.00 18.62 5,466 348 938
10 Jan 22730.20 334 -222.00 15.34 10,259 508 606
9 Jan 23026.15 556 -118.70 16.71 161 43 103
8 Jan 23236.05 674.7 -198.40 15.74 41 9 62
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 0.26

Historical price for 22850 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 73, which was -73.5 lower than the previous day. The implied volatity was 16.22, the open interest changed by 662 which increased total open position to 1637


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 145.6, which was -34.40 lower than the previous day. The implied volatity was 17.58, the open interest changed by -111 which decreased total open position to 976


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 180, which was -18.10 lower than the previous day. The implied volatity was 17.70, the open interest changed by -28 which decreased total open position to 1098


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 198.1, which was -157.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 435 which increased total open position to 1154


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 356.05, which was 146.05 higher than the previous day. The implied volatity was 18.77, the open interest changed by -161 which decreased total open position to 723


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 210, which was -194.40 lower than the previous day. The implied volatity was 16.48, the open interest changed by 157 which increased total open position to 885


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 404.4, which was 134.70 higher than the previous day. The implied volatity was 15.63, the open interest changed by -318 which decreased total open position to 731


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 269.7, which was -82.25 lower than the previous day. The implied volatity was 16.26, the open interest changed by 314 which increased total open position to 1058


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 351.95, which was 136.95 higher than the previous day. The implied volatity was 17.52, the open interest changed by -176 which decreased total open position to 750


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 215, which was -119.00 lower than the previous day. The implied volatity was 18.62, the open interest changed by 348 which increased total open position to 938


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 334, which was -222.00 lower than the previous day. The implied volatity was 15.34, the open interest changed by 508 which increased total open position to 606


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 556, which was -118.70 lower than the previous day. The implied volatity was 16.71, the open interest changed by 43 which increased total open position to 103


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 674.7, which was -198.40 lower than the previous day. The implied volatity was 15.74, the open interest changed by 9 which increased total open position to 62


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: -0.69
Vega: 10.12
Theta: -12.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 420.05 105.2 20.31 2,569 -5 593
23 Jan 22625.85 315.05 4.15 17.45 1,550 14 608
22 Jan 22650.40 310.9 -84.05 18.09 1,385 -22 594
21 Jan 22548.90 394.95 179.10 19.28 13,488 -238 621
20 Jan 22926.70 215.85 -170.10 18.44 7,781 209 872
17 Jan 22608.20 385.95 169.10 17.62 5,743 -181 664
16 Jan 22943.75 216.85 -140.45 17.66 9,512 332 819
15 Jan 22680.10 357.3 53.40 17.75 3,371 -47 482
14 Jan 22722.15 303.9 -246.20 16.93 2,299 80 551
13 Jan 22400.45 550.1 142.20 18.04 1,393 1 474
10 Jan 22730.20 407.9 176.50 19.60 16,083 52 495
9 Jan 23026.15 231.4 53.05 17.10 2,209 74 455
8 Jan 23236.05 178.35 22.35 17.04 1,705 105 383
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 -0.69

Historical price for 22850 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 420.05, which was 105.2 higher than the previous day. The implied volatity was 20.31, the open interest changed by -5 which decreased total open position to 593


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 315.05, which was 4.15 higher than the previous day. The implied volatity was 17.45, the open interest changed by 14 which increased total open position to 608


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 310.9, which was -84.05 lower than the previous day. The implied volatity was 18.09, the open interest changed by -22 which decreased total open position to 594


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 394.95, which was 179.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by -238 which decreased total open position to 621


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 215.85, which was -170.10 lower than the previous day. The implied volatity was 18.44, the open interest changed by 209 which increased total open position to 872


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 385.95, which was 169.10 higher than the previous day. The implied volatity was 17.62, the open interest changed by -181 which decreased total open position to 664


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 216.85, which was -140.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 332 which increased total open position to 819


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 357.3, which was 53.40 higher than the previous day. The implied volatity was 17.75, the open interest changed by -47 which decreased total open position to 482


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 303.9, which was -246.20 lower than the previous day. The implied volatity was 16.93, the open interest changed by 80 which increased total open position to 551


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 550.1, which was 142.20 higher than the previous day. The implied volatity was 18.04, the open interest changed by 1 which increased total open position to 474


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 407.9, which was 176.50 higher than the previous day. The implied volatity was 19.60, the open interest changed by 52 which increased total open position to 495


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 231.4, which was 53.05 higher than the previous day. The implied volatity was 17.10, the open interest changed by 74 which increased total open position to 455


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 178.35, which was 22.35 higher than the previous day. The implied volatity was 17.04, the open interest changed by 105 which increased total open position to 383


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