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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 22950 CE
Delta: 0.20
Vega: 8.08
Theta: -12.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 52.25 -60.55 16.39 16,900 1,112 2,764
23 Jan 22625.85 108 -35.95 17.26 6,413 -42 1,585
22 Jan 22650.40 143.95 -15.30 17.87 7,944 -153 1,632
21 Jan 22548.90 159.25 -138.25 20.36 13,120 374 1,780
20 Jan 22926.70 297.5 118.50 18.48 15,375 266 1,411
17 Jan 22608.20 179 -172.00 16.89 6,829 35 1,150
16 Jan 22943.75 351 123.10 15.94 20,532 60 1,130
15 Jan 22680.10 227.9 -75.10 16.35 3,597 175 1,064
14 Jan 22722.15 303 126.95 17.50 3,135 -47 890
13 Jan 22400.45 176.05 -129.90 18.25 3,840 269 937
10 Jan 22730.20 305.95 -175.40 16.26 9,166 245 683
9 Jan 23026.15 481.35 -144.00 16.05 4,853 377 472
8 Jan 23236.05 625.35 -154.65 16.81 157 35 95
7 Jan 23430.30 780 77.15 17.29 34 15 59
6 Jan 23317.85 702.85 -323.20 15.83 29 10 34
3 Jan 23735.70 1026.05 0.00 0.00 0 24 0
2 Jan 24006.70 1026.05 - 5 0 24


For Nifty Financial Services - strike price 22950 expiring on 30JAN2025

Delta for 22950 CE is 0.20

Historical price for 22950 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 52.25, which was -60.55 lower than the previous day. The implied volatity was 16.39, the open interest changed by 1112 which increased total open position to 2764


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 108, which was -35.95 lower than the previous day. The implied volatity was 17.26, the open interest changed by -42 which decreased total open position to 1585


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 143.95, which was -15.30 lower than the previous day. The implied volatity was 17.87, the open interest changed by -153 which decreased total open position to 1632


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 159.25, which was -138.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 374 which increased total open position to 1780


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 297.5, which was 118.50 higher than the previous day. The implied volatity was 18.48, the open interest changed by 266 which increased total open position to 1411


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 179, which was -172.00 lower than the previous day. The implied volatity was 16.89, the open interest changed by 35 which increased total open position to 1150


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 351, which was 123.10 higher than the previous day. The implied volatity was 15.94, the open interest changed by 60 which increased total open position to 1130


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 227.9, which was -75.10 lower than the previous day. The implied volatity was 16.35, the open interest changed by 175 which increased total open position to 1064


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 303, which was 126.95 higher than the previous day. The implied volatity was 17.50, the open interest changed by -47 which decreased total open position to 890


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 176.05, which was -129.90 lower than the previous day. The implied volatity was 18.25, the open interest changed by 269 which increased total open position to 937


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 305.95, which was -175.40 lower than the previous day. The implied volatity was 16.26, the open interest changed by 245 which increased total open position to 683


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 481.35, which was -144.00 lower than the previous day. The implied volatity was 16.05, the open interest changed by 377 which increased total open position to 472


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 625.35, which was -154.65 lower than the previous day. The implied volatity was 16.81, the open interest changed by 35 which increased total open position to 95


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 780, which was 77.15 higher than the previous day. The implied volatity was 17.29, the open interest changed by 15 which increased total open position to 59


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 702.85, which was -323.20 lower than the previous day. The implied volatity was 15.83, the open interest changed by 10 which increased total open position to 34


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1026.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1026.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


FINNIFTY 30JAN2025 22950 PE
Delta: -0.74
Vega: 9.33
Theta: -11.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 500.7 118 21.13 1,210 4 936
23 Jan 22625.85 382.05 2.80 17.54 465 -16 935
22 Jan 22650.40 379.25 -89.55 18.62 1,139 -31 952
21 Jan 22548.90 468.8 210.85 19.99 10,508 -324 983
20 Jan 22926.70 257.95 -185.90 18.21 14,089 629 1,373
17 Jan 22608.20 443.85 187.85 17.41 2,106 -318 746
16 Jan 22943.75 256 -155.00 17.51 25,029 436 1,048
15 Jan 22680.10 411 63.40 17.63 724 53 617
14 Jan 22722.15 347.6 -272.45 16.54 884 141 576
13 Jan 22400.45 620.05 173.00 18.17 656 -98 436
10 Jan 22730.20 447.05 186.15 19.00 10,467 -179 541
9 Jan 23026.15 260.9 48.90 16.67 11,376 108 721
8 Jan 23236.05 212 32.80 17.13 2,745 95 613
7 Jan 23430.30 179.2 -54.85 17.98 1,248 205 528
6 Jan 23317.85 234.05 125.65 19.21 1,870 212 326
3 Jan 23735.70 108.4 29.30 16.70 396 47 134
2 Jan 24006.70 79.1 17.37 294 40 87


For Nifty Financial Services - strike price 22950 expiring on 30JAN2025

Delta for 22950 PE is -0.74

Historical price for 22950 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 500.7, which was 118 higher than the previous day. The implied volatity was 21.13, the open interest changed by 4 which increased total open position to 936


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 382.05, which was 2.80 higher than the previous day. The implied volatity was 17.54, the open interest changed by -16 which decreased total open position to 935


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 379.25, which was -89.55 lower than the previous day. The implied volatity was 18.62, the open interest changed by -31 which decreased total open position to 952


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 468.8, which was 210.85 higher than the previous day. The implied volatity was 19.99, the open interest changed by -324 which decreased total open position to 983


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 257.95, which was -185.90 lower than the previous day. The implied volatity was 18.21, the open interest changed by 629 which increased total open position to 1373


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 443.85, which was 187.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by -318 which decreased total open position to 746


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 256, which was -155.00 lower than the previous day. The implied volatity was 17.51, the open interest changed by 436 which increased total open position to 1048


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 411, which was 63.40 higher than the previous day. The implied volatity was 17.63, the open interest changed by 53 which increased total open position to 617


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 347.6, which was -272.45 lower than the previous day. The implied volatity was 16.54, the open interest changed by 141 which increased total open position to 576


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 620.05, which was 173.00 higher than the previous day. The implied volatity was 18.17, the open interest changed by -98 which decreased total open position to 436


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 447.05, which was 186.15 higher than the previous day. The implied volatity was 19.00, the open interest changed by -179 which decreased total open position to 541


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 260.9, which was 48.90 higher than the previous day. The implied volatity was 16.67, the open interest changed by 108 which increased total open position to 721


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 212, which was 32.80 higher than the previous day. The implied volatity was 17.13, the open interest changed by 95 which increased total open position to 613


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 179.2, which was -54.85 lower than the previous day. The implied volatity was 17.98, the open interest changed by 205 which increased total open position to 528


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 234.05, which was 125.65 higher than the previous day. The implied volatity was 19.21, the open interest changed by 212 which increased total open position to 326


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 108.4, which was 29.30 higher than the previous day. The implied volatity was 16.70, the open interest changed by 47 which increased total open position to 134


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 79.1, which was lower than the previous day. The implied volatity was 17.37, the open interest changed by 40 which increased total open position to 87