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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 23350 CE
Delta: 0.06
Vega: 3.44
Theta: -5.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 12.95 -21.9 17.50 14,752 625 1,602
23 Jan 22625.85 32.5 -19.70 17.73 2,763 24 960
22 Jan 22650.40 52.2 -19.80 18.37 2,866 222 949
21 Jan 22548.90 72 -64.95 21.22 5,543 -266 730
20 Jan 22926.70 136.95 56.95 18.50 3,937 -33 1,000
17 Jan 22608.20 80 -92.65 17.41 4,631 39 1,027
16 Jan 22943.75 172.65 65.70 16.05 2,278 -330 983
15 Jan 22680.10 106.95 -42.40 16.64 2,812 350 1,310
14 Jan 22722.15 149.35 64.45 17.16 2,694 267 963
13 Jan 22400.45 84.9 -78.35 18.32 1,180 -18 695
10 Jan 22730.20 163.25 -146.20 16.44 3,244 164 726
9 Jan 23026.15 309.45 -82.50 17.43 2,645 -15 566
8 Jan 23236.05 391.95 -93.40 16.70 7,239 204 589
7 Jan 23430.30 485.35 17.75 15.71 3,634 7 390
6 Jan 23317.85 467.6 -265.40 16.51 3,259 252 368
3 Jan 23735.70 733 -193.00 16.00 92 4 115
2 Jan 24006.70 926 14.49 18 0 110


For Nifty Financial Services - strike price 23350 expiring on 30JAN2025

Delta for 23350 CE is 0.06

Historical price for 23350 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 12.95, which was -21.9 lower than the previous day. The implied volatity was 17.50, the open interest changed by 625 which increased total open position to 1602


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 32.5, which was -19.70 lower than the previous day. The implied volatity was 17.73, the open interest changed by 24 which increased total open position to 960


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 52.2, which was -19.80 lower than the previous day. The implied volatity was 18.37, the open interest changed by 222 which increased total open position to 949


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 72, which was -64.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by -266 which decreased total open position to 730


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 136.95, which was 56.95 higher than the previous day. The implied volatity was 18.50, the open interest changed by -33 which decreased total open position to 1000


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 80, which was -92.65 lower than the previous day. The implied volatity was 17.41, the open interest changed by 39 which increased total open position to 1027


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 172.65, which was 65.70 higher than the previous day. The implied volatity was 16.05, the open interest changed by -330 which decreased total open position to 983


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 106.95, which was -42.40 lower than the previous day. The implied volatity was 16.64, the open interest changed by 350 which increased total open position to 1310


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 149.35, which was 64.45 higher than the previous day. The implied volatity was 17.16, the open interest changed by 267 which increased total open position to 963


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 84.9, which was -78.35 lower than the previous day. The implied volatity was 18.32, the open interest changed by -18 which decreased total open position to 695


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 163.25, which was -146.20 lower than the previous day. The implied volatity was 16.44, the open interest changed by 164 which increased total open position to 726


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 309.45, which was -82.50 lower than the previous day. The implied volatity was 17.43, the open interest changed by -15 which decreased total open position to 566


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 391.95, which was -93.40 lower than the previous day. The implied volatity was 16.70, the open interest changed by 204 which increased total open position to 589


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 485.35, which was 17.75 higher than the previous day. The implied volatity was 15.71, the open interest changed by 7 which increased total open position to 390


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 467.6, which was -265.40 lower than the previous day. The implied volatity was 16.51, the open interest changed by 252 which increased total open position to 368


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 733, which was -193.00 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 115


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 926, which was lower than the previous day. The implied volatity was 14.49, the open interest changed by 0 which decreased total open position to 110


FINNIFTY 30JAN2025 23350 PE
Delta: -0.88
Vega: 5.81
Theta: -5.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 843.75 154 23.13 54 -7 294
23 Jan 22625.85 689.75 7.05 15.58 50 -3 302
22 Jan 22650.40 682.7 -83.20 18.97 52 0 305
21 Jan 22548.90 765.9 264.90 18.94 874 -62 307
20 Jan 22926.70 501 -236.05 18.55 173 14 361
17 Jan 22608.20 737.05 258.40 17.56 73 24 350
16 Jan 22943.75 478.65 -206.80 17.83 81 2 326
15 Jan 22680.10 685.45 72.20 18.09 52 4 307
14 Jan 22722.15 613.25 -288.95 17.36 42 -8 305
13 Jan 22400.45 902.2 194.85 16.14 151 -74 314
10 Jan 22730.20 707.35 240.85 19.77 864 -11 388
9 Jan 23026.15 466.5 97.50 17.10 814 -81 400
8 Jan 23236.05 369 57.15 16.71 10,822 -256 490
7 Jan 23430.30 311.85 -82.05 17.61 9,833 262 760
6 Jan 23317.85 393.9 192.25 19.37 7,364 162 485
3 Jan 23735.70 201.65 54.95 16.41 1,169 -46 326
2 Jan 24006.70 146.7 16.98 1,010 91 390


For Nifty Financial Services - strike price 23350 expiring on 30JAN2025

Delta for 23350 PE is -0.88

Historical price for 23350 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 843.75, which was 154 higher than the previous day. The implied volatity was 23.13, the open interest changed by -7 which decreased total open position to 294


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 689.75, which was 7.05 higher than the previous day. The implied volatity was 15.58, the open interest changed by -3 which decreased total open position to 302


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 682.7, which was -83.20 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 305


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 765.9, which was 264.90 higher than the previous day. The implied volatity was 18.94, the open interest changed by -62 which decreased total open position to 307


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 501, which was -236.05 lower than the previous day. The implied volatity was 18.55, the open interest changed by 14 which increased total open position to 361


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 737.05, which was 258.40 higher than the previous day. The implied volatity was 17.56, the open interest changed by 24 which increased total open position to 350


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 478.65, which was -206.80 lower than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 326


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 685.45, which was 72.20 higher than the previous day. The implied volatity was 18.09, the open interest changed by 4 which increased total open position to 307


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 613.25, which was -288.95 lower than the previous day. The implied volatity was 17.36, the open interest changed by -8 which decreased total open position to 305


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 902.2, which was 194.85 higher than the previous day. The implied volatity was 16.14, the open interest changed by -74 which decreased total open position to 314


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 707.35, which was 240.85 higher than the previous day. The implied volatity was 19.77, the open interest changed by -11 which decreased total open position to 388


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 466.5, which was 97.50 higher than the previous day. The implied volatity was 17.10, the open interest changed by -81 which decreased total open position to 400


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 369, which was 57.15 higher than the previous day. The implied volatity was 16.71, the open interest changed by -256 which decreased total open position to 490


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 311.85, which was -82.05 lower than the previous day. The implied volatity was 17.61, the open interest changed by 262 which increased total open position to 760


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 393.9, which was 192.25 higher than the previous day. The implied volatity was 19.37, the open interest changed by 162 which increased total open position to 485


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 201.65, which was 54.95 higher than the previous day. The implied volatity was 16.41, the open interest changed by -46 which decreased total open position to 326


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 146.7, which was lower than the previous day. The implied volatity was 16.98, the open interest changed by 91 which increased total open position to 390