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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 23250 CE
Delta: 0.08
Vega: 4.27
Theta: -6.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 17.5 -30.95 16.99 13,675 1,669 2,702
23 Jan 22625.85 46.2 -25.60 17.80 3,491 75 1,096
22 Jan 22650.40 71.8 -8.75 18.59 2,956 73 1,037
21 Jan 22548.90 80.55 -85.45 20.22 4,185 -76 961
20 Jan 22926.70 166 69.00 18.27 4,361 -113 1,044
17 Jan 22608.20 97 -107.30 17.14 3,328 114 1,179
16 Jan 22943.75 204.3 74.45 15.74 3,185 -172 1,092
15 Jan 22680.10 129.85 -52.15 16.51 2,742 419 1,260
14 Jan 22722.15 182 77.00 17.30 2,140 141 850
13 Jan 22400.45 105 -75.00 18.44 1,597 146 709
10 Jan 22730.20 180 -150.00 15.73 3,291 -23 585
9 Jan 23026.15 330 -100.05 16.37 3,791 66 601
8 Jan 23236.05 430.05 -121.95 16.13 6,991 349 536
7 Jan 23430.30 552 28.85 16.00 644 -16 198
6 Jan 23317.85 523.15 -261.50 16.47 933 160 214
3 Jan 23735.70 784.65 -239.35 14.90 6 -4 54
2 Jan 24006.70 1024 15.51 16 1 58


For Nifty Financial Services - strike price 23250 expiring on 30JAN2025

Delta for 23250 CE is 0.08

Historical price for 23250 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 17.5, which was -30.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 1669 which increased total open position to 2702


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 46.2, which was -25.60 lower than the previous day. The implied volatity was 17.80, the open interest changed by 75 which increased total open position to 1096


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 71.8, which was -8.75 lower than the previous day. The implied volatity was 18.59, the open interest changed by 73 which increased total open position to 1037


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 80.55, which was -85.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by -76 which decreased total open position to 961


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 166, which was 69.00 higher than the previous day. The implied volatity was 18.27, the open interest changed by -113 which decreased total open position to 1044


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 97, which was -107.30 lower than the previous day. The implied volatity was 17.14, the open interest changed by 114 which increased total open position to 1179


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 204.3, which was 74.45 higher than the previous day. The implied volatity was 15.74, the open interest changed by -172 which decreased total open position to 1092


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 129.85, which was -52.15 lower than the previous day. The implied volatity was 16.51, the open interest changed by 419 which increased total open position to 1260


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 182, which was 77.00 higher than the previous day. The implied volatity was 17.30, the open interest changed by 141 which increased total open position to 850


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 105, which was -75.00 lower than the previous day. The implied volatity was 18.44, the open interest changed by 146 which increased total open position to 709


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 180, which was -150.00 lower than the previous day. The implied volatity was 15.73, the open interest changed by -23 which decreased total open position to 585


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 330, which was -100.05 lower than the previous day. The implied volatity was 16.37, the open interest changed by 66 which increased total open position to 601


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 430.05, which was -121.95 lower than the previous day. The implied volatity was 16.13, the open interest changed by 349 which increased total open position to 536


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 552, which was 28.85 higher than the previous day. The implied volatity was 16.00, the open interest changed by -16 which decreased total open position to 198


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 523.15, which was -261.50 lower than the previous day. The implied volatity was 16.47, the open interest changed by 160 which increased total open position to 214


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 784.65, which was -239.35 lower than the previous day. The implied volatity was 14.90, the open interest changed by -4 which decreased total open position to 54


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1024, which was lower than the previous day. The implied volatity was 15.51, the open interest changed by 1 which increased total open position to 58


FINNIFTY 30JAN2025 23250 PE
Delta: -0.85
Vega: 6.80
Theta: -7.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 758.65 133.65 23.15 83 -6 302
23 Jan 22625.85 615.1 15.00 17.62 102 19 310
22 Jan 22650.40 600.1 -82.75 18.96 171 -11 275
21 Jan 22548.90 682.85 252.80 19.00 333 -24 289
20 Jan 22926.70 430.05 -241.30 18.30 328 -10 315
17 Jan 22608.20 671.35 251.95 18.55 77 -7 327
16 Jan 22943.75 419.4 -192.45 17.96 311 49 335
15 Jan 22680.10 611.85 32.85 17.99 110 1 286
14 Jan 22722.15 579 -265.00 19.32 7 -5 285
13 Jan 22400.45 844 222.20 18.00 182 -68 290
10 Jan 22730.20 621.8 207.80 18.81 946 -63 393
9 Jan 23026.15 414 81.00 17.24 2,824 -144 462
8 Jan 23236.05 333 62.35 17.25 8,505 18 601
7 Jan 23430.30 270.65 -66.20 17.58 2,643 59 623
6 Jan 23317.85 336.85 161.95 18.82 6,731 257 581
3 Jan 23735.70 174.9 41.30 16.53 903 85 343
2 Jan 24006.70 133.6 17.46 477 110 268


For Nifty Financial Services - strike price 23250 expiring on 30JAN2025

Delta for 23250 PE is -0.85

Historical price for 23250 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 758.65, which was 133.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by -6 which decreased total open position to 302


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 615.1, which was 15.00 higher than the previous day. The implied volatity was 17.62, the open interest changed by 19 which increased total open position to 310


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 600.1, which was -82.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by -11 which decreased total open position to 275


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 682.85, which was 252.80 higher than the previous day. The implied volatity was 19.00, the open interest changed by -24 which decreased total open position to 289


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 430.05, which was -241.30 lower than the previous day. The implied volatity was 18.30, the open interest changed by -10 which decreased total open position to 315


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 671.35, which was 251.95 higher than the previous day. The implied volatity was 18.55, the open interest changed by -7 which decreased total open position to 327


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 419.4, which was -192.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 49 which increased total open position to 335


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 611.85, which was 32.85 higher than the previous day. The implied volatity was 17.99, the open interest changed by 1 which increased total open position to 286


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 579, which was -265.00 lower than the previous day. The implied volatity was 19.32, the open interest changed by -5 which decreased total open position to 285


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 844, which was 222.20 higher than the previous day. The implied volatity was 18.00, the open interest changed by -68 which decreased total open position to 290


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 621.8, which was 207.80 higher than the previous day. The implied volatity was 18.81, the open interest changed by -63 which decreased total open position to 393


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 414, which was 81.00 higher than the previous day. The implied volatity was 17.24, the open interest changed by -144 which decreased total open position to 462


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 333, which was 62.35 higher than the previous day. The implied volatity was 17.25, the open interest changed by 18 which increased total open position to 601


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 270.65, which was -66.20 lower than the previous day. The implied volatity was 17.58, the open interest changed by 59 which increased total open position to 623


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 336.85, which was 161.95 higher than the previous day. The implied volatity was 18.82, the open interest changed by 257 which increased total open position to 581


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 174.9, which was 41.30 higher than the previous day. The implied volatity was 16.53, the open interest changed by 85 which increased total open position to 343


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 133.6, which was lower than the previous day. The implied volatity was 17.46, the open interest changed by 110 which increased total open position to 268