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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 23550 CE
Delta: 0.04
Vega: 2.34
Theta: -3.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 8.05 -11.4 18.98 11,706 2,919 4,334
23 Jan 22625.85 19.1 -14.10 18.64 3,536 -35 1,438
22 Jan 22650.40 33.2 -11.80 19.27 2,726 155 1,489
21 Jan 22548.90 45 -43.40 21.37 3,414 30 1,325
20 Jan 22926.70 88.4 34.30 18.66 3,347 -267 1,301
17 Jan 22608.20 54.1 -59.50 17.95 1,832 7 1,572
16 Jan 22943.75 113.6 45.30 16.07 3,608 99 1,595
15 Jan 22680.10 68.3 -33.45 16.65 3,229 601 1,505
14 Jan 22722.15 101.75 43.50 17.24 1,001 71 907
13 Jan 22400.45 58.25 -63.65 18.52 1,226 4 836
10 Jan 22730.20 121.9 -90.55 16.96 1,612 77 831
9 Jan 23026.15 212.45 -64.25 16.45 2,082 139 759
8 Jan 23236.05 276.7 -119.30 15.68 3,569 0 645
7 Jan 23430.30 396 23.00 16.50 4,606 -76 652
6 Jan 23317.85 373 -206.50 16.78 5,038 516 753
3 Jan 23735.70 579.5 -184.50 15.05 107 22 237
2 Jan 24006.70 764 14.07 633 -34 226


For Nifty Financial Services - strike price 23550 expiring on 30JAN2025

Delta for 23550 CE is 0.04

Historical price for 23550 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 8.05, which was -11.4 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2919 which increased total open position to 4334


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 19.1, which was -14.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by -35 which decreased total open position to 1438


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 33.2, which was -11.80 lower than the previous day. The implied volatity was 19.27, the open interest changed by 155 which increased total open position to 1489


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 45, which was -43.40 lower than the previous day. The implied volatity was 21.37, the open interest changed by 30 which increased total open position to 1325


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 88.4, which was 34.30 higher than the previous day. The implied volatity was 18.66, the open interest changed by -267 which decreased total open position to 1301


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 54.1, which was -59.50 lower than the previous day. The implied volatity was 17.95, the open interest changed by 7 which increased total open position to 1572


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 113.6, which was 45.30 higher than the previous day. The implied volatity was 16.07, the open interest changed by 99 which increased total open position to 1595


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 68.3, which was -33.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by 601 which increased total open position to 1505


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 101.75, which was 43.50 higher than the previous day. The implied volatity was 17.24, the open interest changed by 71 which increased total open position to 907


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 58.25, which was -63.65 lower than the previous day. The implied volatity was 18.52, the open interest changed by 4 which increased total open position to 836


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 121.9, which was -90.55 lower than the previous day. The implied volatity was 16.96, the open interest changed by 77 which increased total open position to 831


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 212.45, which was -64.25 lower than the previous day. The implied volatity was 16.45, the open interest changed by 139 which increased total open position to 759


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 276.7, which was -119.30 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 645


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 396, which was 23.00 higher than the previous day. The implied volatity was 16.50, the open interest changed by -76 which decreased total open position to 652


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 373, which was -206.50 lower than the previous day. The implied volatity was 16.78, the open interest changed by 516 which increased total open position to 753


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 579.5, which was -184.50 lower than the previous day. The implied volatity was 15.05, the open interest changed by 22 which increased total open position to 237


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 764, which was lower than the previous day. The implied volatity was 14.07, the open interest changed by -34 which decreased total open position to 226


FINNIFTY 30JAN2025 23550 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 862.25 12.5 0.00 0 0 0
23 Jan 22625.85 862.25 0.00 0.00 0 -5 0
22 Jan 22650.40 862.25 -112.80 19.99 11 -5 446
21 Jan 22548.90 975.05 391.05 23.54 20 -2 460
20 Jan 22926.70 584 -322.55 11.47 9 5 463
17 Jan 22608.20 906.55 248.55 17.74 16 -8 456
16 Jan 22943.75 658 -197.05 20.58 30 4 460
15 Jan 22680.10 855.05 -2.60 19.02 22 -2 456
14 Jan 22722.15 857.65 -260.90 23.47 3 0 458
13 Jan 22400.45 1118.55 283.70 20.10 40 -8 459
10 Jan 22730.20 834.85 248.75 18.93 184 -22 467
9 Jan 23026.15 586.1 118.05 16.95 205 14 490
8 Jan 23236.05 468.05 68.05 16.38 1,310 -122 483
7 Jan 23430.30 400 -68.35 17.44 3,395 152 652
6 Jan 23317.85 468.35 206.60 18.37 5,050 94 499
3 Jan 23735.70 261.75 71.20 16.06 1,375 -95 395
2 Jan 24006.70 190.55 16.59 3,059 100 504


For Nifty Financial Services - strike price 23550 expiring on 30JAN2025

Delta for 23550 PE is 0.00

Historical price for 23550 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 862.25, which was 12.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 862.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 862.25, which was -112.80 lower than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 446


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 975.05, which was 391.05 higher than the previous day. The implied volatity was 23.54, the open interest changed by -2 which decreased total open position to 460


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 584, which was -322.55 lower than the previous day. The implied volatity was 11.47, the open interest changed by 5 which increased total open position to 463


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 906.55, which was 248.55 higher than the previous day. The implied volatity was 17.74, the open interest changed by -8 which decreased total open position to 456


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 658, which was -197.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 4 which increased total open position to 460


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 855.05, which was -2.60 lower than the previous day. The implied volatity was 19.02, the open interest changed by -2 which decreased total open position to 456


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 857.65, which was -260.90 lower than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 458


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1118.55, which was 283.70 higher than the previous day. The implied volatity was 20.10, the open interest changed by -8 which decreased total open position to 459


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 834.85, which was 248.75 higher than the previous day. The implied volatity was 18.93, the open interest changed by -22 which decreased total open position to 467


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 586.1, which was 118.05 higher than the previous day. The implied volatity was 16.95, the open interest changed by 14 which increased total open position to 490


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 468.05, which was 68.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by -122 which decreased total open position to 483


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 400, which was -68.35 lower than the previous day. The implied volatity was 17.44, the open interest changed by 152 which increased total open position to 652


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 468.35, which was 206.60 higher than the previous day. The implied volatity was 18.37, the open interest changed by 94 which increased total open position to 499


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 261.75, which was 71.20 higher than the previous day. The implied volatity was 16.06, the open interest changed by -95 which decreased total open position to 395


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 190.55, which was lower than the previous day. The implied volatity was 16.59, the open interest changed by 100 which increased total open position to 504