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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 22900 CE
Delta: 0.23
Vega: 8.80
Theta: -13.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 63.3 -66 16.42 45,034 2,779 5,602
23 Jan 22625.85 124 -38.95 17.25 21,379 591 2,851
22 Jan 22650.40 162.95 -17.15 17.91 15,479 -17 2,253
21 Jan 22548.90 180.1 -145.95 20.65 23,406 617 2,291
20 Jan 22926.70 326.05 134.55 18.61 19,805 -226 1,638
17 Jan 22608.20 191.5 -186.50 16.55 11,327 899 1,838
16 Jan 22943.75 378 133.00 15.84 21,648 -230 957
15 Jan 22680.10 245 -75.05 16.10 6,717 239 1,207
14 Jan 22722.15 320.05 122.05 17.15 6,810 -165 942
13 Jan 22400.45 198 -114.00 18.60 5,716 -268 1,116
10 Jan 22730.20 312 -205.20 15.45 15,722 1,028 1,420
9 Jan 23026.15 517.2 -138.25 16.32 2,781 239 393
8 Jan 23236.05 655.45 -104.95 16.59 230 80 153
7 Jan 23430.30 760.4 0.00 0.00 0 18 0
6 Jan 23317.85 760.4 -414.60 16.94 50 17 72
3 Jan 23735.70 1175 3.60 21.63 2 1 56
2 Jan 24006.70 1171.4 - 28 19 58


For Nifty Financial Services - strike price 22900 expiring on 30JAN2025

Delta for 22900 CE is 0.23

Historical price for 22900 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 63.3, which was -66 lower than the previous day. The implied volatity was 16.42, the open interest changed by 2779 which increased total open position to 5602


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 124, which was -38.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 591 which increased total open position to 2851


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 162.95, which was -17.15 lower than the previous day. The implied volatity was 17.91, the open interest changed by -17 which decreased total open position to 2253


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 180.1, which was -145.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by 617 which increased total open position to 2291


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 326.05, which was 134.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by -226 which decreased total open position to 1638


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 191.5, which was -186.50 lower than the previous day. The implied volatity was 16.55, the open interest changed by 899 which increased total open position to 1838


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 378, which was 133.00 higher than the previous day. The implied volatity was 15.84, the open interest changed by -230 which decreased total open position to 957


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 245, which was -75.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 239 which increased total open position to 1207


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 320.05, which was 122.05 higher than the previous day. The implied volatity was 17.15, the open interest changed by -165 which decreased total open position to 942


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 198, which was -114.00 lower than the previous day. The implied volatity was 18.60, the open interest changed by -268 which decreased total open position to 1116


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 312, which was -205.20 lower than the previous day. The implied volatity was 15.45, the open interest changed by 1028 which increased total open position to 1420


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 517.2, which was -138.25 lower than the previous day. The implied volatity was 16.32, the open interest changed by 239 which increased total open position to 393


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 655.45, which was -104.95 lower than the previous day. The implied volatity was 16.59, the open interest changed by 80 which increased total open position to 153


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 760.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 760.4, which was -414.60 lower than the previous day. The implied volatity was 16.94, the open interest changed by 17 which increased total open position to 72


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1175, which was 3.60 higher than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 56


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1171.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 58


FINNIFTY 30JAN2025 22900 PE
Delta: -0.72
Vega: 9.74
Theta: -12.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 460.35 109.65 20.77 2,455 -77 855
23 Jan 22625.85 346.85 11.25 17.42 1,578 -45 933
22 Jan 22650.40 335.6 -93.30 17.67 1,751 -100 990
21 Jan 22548.90 428.9 196.50 19.43 20,355 -644 1,092
20 Jan 22926.70 232.4 -175.45 18.07 18,567 717 1,752
17 Jan 22608.20 407.85 169.60 17.13 6,717 -368 1,057
16 Jan 22943.75 238.25 -144.00 17.72 32,443 523 1,496
15 Jan 22680.10 382.25 56.35 17.62 3,134 63 952
14 Jan 22722.15 325.9 -268.40 16.77 1,630 141 879
13 Jan 22400.45 594.3 160.50 18.65 2,499 -323 738
10 Jan 22730.20 433.8 164.30 19.62 21,572 196 1,090
9 Jan 23026.15 269.5 78.20 18.03 10,027 193 915
8 Jan 23236.05 191.3 30.30 16.91 2,168 -10 716
7 Jan 23430.30 161 -64.30 17.75 1,271 105 749
6 Jan 23317.85 225.3 115.40 19.56 2,679 167 643
3 Jan 23735.70 109.9 35.60 17.35 1,047 27 482
2 Jan 24006.70 74.3 17.52 1,058 194 456


For Nifty Financial Services - strike price 22900 expiring on 30JAN2025

Delta for 22900 PE is -0.72

Historical price for 22900 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 460.35, which was 109.65 higher than the previous day. The implied volatity was 20.77, the open interest changed by -77 which decreased total open position to 855


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 346.85, which was 11.25 higher than the previous day. The implied volatity was 17.42, the open interest changed by -45 which decreased total open position to 933


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 335.6, which was -93.30 lower than the previous day. The implied volatity was 17.67, the open interest changed by -100 which decreased total open position to 990


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 428.9, which was 196.50 higher than the previous day. The implied volatity was 19.43, the open interest changed by -644 which decreased total open position to 1092


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 232.4, which was -175.45 lower than the previous day. The implied volatity was 18.07, the open interest changed by 717 which increased total open position to 1752


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 407.85, which was 169.60 higher than the previous day. The implied volatity was 17.13, the open interest changed by -368 which decreased total open position to 1057


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 238.25, which was -144.00 lower than the previous day. The implied volatity was 17.72, the open interest changed by 523 which increased total open position to 1496


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 382.25, which was 56.35 higher than the previous day. The implied volatity was 17.62, the open interest changed by 63 which increased total open position to 952


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 325.9, which was -268.40 lower than the previous day. The implied volatity was 16.77, the open interest changed by 141 which increased total open position to 879


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 594.3, which was 160.50 higher than the previous day. The implied volatity was 18.65, the open interest changed by -323 which decreased total open position to 738


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 433.8, which was 164.30 higher than the previous day. The implied volatity was 19.62, the open interest changed by 196 which increased total open position to 1090


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 269.5, which was 78.20 higher than the previous day. The implied volatity was 18.03, the open interest changed by 193 which increased total open position to 915


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 191.3, which was 30.30 higher than the previous day. The implied volatity was 16.91, the open interest changed by -10 which decreased total open position to 716


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 161, which was -64.30 lower than the previous day. The implied volatity was 17.75, the open interest changed by 105 which increased total open position to 749


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 225.3, which was 115.40 higher than the previous day. The implied volatity was 19.56, the open interest changed by 167 which increased total open position to 643


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 109.9, which was 35.60 higher than the previous day. The implied volatity was 17.35, the open interest changed by 27 which increased total open position to 482


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 74.3, which was lower than the previous day. The implied volatity was 17.52, the open interest changed by 194 which increased total open position to 456