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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 24200 CE
Delta: 0.01
Vega: 0.82
Theta: -1.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 2.5 -1.5 23.88 9,669 330 5,123
23 Jan 22625.85 3.5 -3.10 21.42 16,462 712 4,830
22 Jan 22650.40 6.6 -4.80 21.44 8,729 -207 4,119
21 Jan 22548.90 11.4 -11.45 23.32 11,755 1,110 4,324
20 Jan 22926.70 22.85 6.05 20.57 6,865 -143 3,228
17 Jan 22608.20 16.8 -16.05 20.20 8,301 1,396 3,755
16 Jan 22943.75 32.85 10.70 17.88 6,505 -134 2,354
15 Jan 22680.10 22.15 -9.45 18.84 3,590 569 2,597
14 Jan 22722.15 31.6 13.00 18.67 3,863 -35 2,038
13 Jan 22400.45 18.6 -17.40 19.91 3,277 376 2,082
10 Jan 22730.20 36 -35.40 17.45 4,731 694 1,819
9 Jan 23026.15 71.4 -32.40 16.91 2,330 -93 1,133
8 Jan 23236.05 103.8 -50.95 16.51 2,032 70 1,233
7 Jan 23430.30 154.75 0.45 16.46 2,550 73 1,160
6 Jan 23317.85 154.3 -92.65 17.10 6,470 -43 1,096
3 Jan 23735.70 246.95 -104.70 14.65 6,506 16 1,140
2 Jan 24006.70 351.65 13.58 6,578 612 1,156


For Nifty Financial Services - strike price 24200 expiring on 30JAN2025

Delta for 24200 CE is 0.01

Historical price for 24200 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2.5, which was -1.5 lower than the previous day. The implied volatity was 23.88, the open interest changed by 330 which increased total open position to 5123


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 3.5, which was -3.10 lower than the previous day. The implied volatity was 21.42, the open interest changed by 712 which increased total open position to 4830


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 6.6, which was -4.80 lower than the previous day. The implied volatity was 21.44, the open interest changed by -207 which decreased total open position to 4119


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 11.4, which was -11.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1110 which increased total open position to 4324


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 22.85, which was 6.05 higher than the previous day. The implied volatity was 20.57, the open interest changed by -143 which decreased total open position to 3228


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 16.8, which was -16.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1396 which increased total open position to 3755


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 32.85, which was 10.70 higher than the previous day. The implied volatity was 17.88, the open interest changed by -134 which decreased total open position to 2354


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 22.15, which was -9.45 lower than the previous day. The implied volatity was 18.84, the open interest changed by 569 which increased total open position to 2597


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 31.6, which was 13.00 higher than the previous day. The implied volatity was 18.67, the open interest changed by -35 which decreased total open position to 2038


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 18.6, which was -17.40 lower than the previous day. The implied volatity was 19.91, the open interest changed by 376 which increased total open position to 2082


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 36, which was -35.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by 694 which increased total open position to 1819


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 71.4, which was -32.40 lower than the previous day. The implied volatity was 16.91, the open interest changed by -93 which decreased total open position to 1133


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 103.8, which was -50.95 lower than the previous day. The implied volatity was 16.51, the open interest changed by 70 which increased total open position to 1233


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 154.75, which was 0.45 higher than the previous day. The implied volatity was 16.46, the open interest changed by 73 which increased total open position to 1160


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 154.3, which was -92.65 lower than the previous day. The implied volatity was 17.10, the open interest changed by -43 which decreased total open position to 1096


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 246.95, which was -104.70 lower than the previous day. The implied volatity was 14.65, the open interest changed by 16 which increased total open position to 1140


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 351.65, which was lower than the previous day. The implied volatity was 13.58, the open interest changed by 612 which increased total open position to 1156


FINNIFTY 30JAN2025 24200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1464 -62.05 - 1 0 813
23 Jan 22625.85 1526.05 36.45 24.08 4 -2 813
22 Jan 22650.40 1489.6 -21.40 25.32 3 0 816
21 Jan 22548.90 1511 286.30 - 1 0 816
20 Jan 22926.70 1224.7 -351.90 18.42 11 0 817
17 Jan 22608.20 1576.6 418.60 28.89 23 -20 819
16 Jan 22943.75 1158 -260.00 18.23 2 0 839
15 Jan 22680.10 1418 -102.00 16.98 1 0 839
14 Jan 22722.15 1520 -112.00 34.44 1 0 839
13 Jan 22400.45 1632 277.00 - 7 -5 839
10 Jan 22730.20 1355 199.90 17.19 38 0 845
9 Jan 23026.15 1155.1 215.10 21.99 2 -1 846
8 Jan 23236.05 940 111.65 17.35 16 -7 848
7 Jan 23430.30 828.35 -99.00 18.59 118 21 855
6 Jan 23317.85 927.35 336.35 20.58 604 -164 833
3 Jan 23735.70 591 150.05 16.30 2,243 149 1,019
2 Jan 24006.70 440.95 16.30 1,758 584 888


For Nifty Financial Services - strike price 24200 expiring on 30JAN2025

Delta for 24200 PE is -

Historical price for 24200 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1464, which was -62.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 813


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1526.05, which was 36.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by -2 which decreased total open position to 813


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1489.6, which was -21.40 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 816


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1511, which was 286.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 816


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1224.7, which was -351.90 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 817


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1576.6, which was 418.60 higher than the previous day. The implied volatity was 28.89, the open interest changed by -20 which decreased total open position to 819


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1158, which was -260.00 lower than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 839


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1418, which was -102.00 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 839


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1520, which was -112.00 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 839


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1632, which was 277.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 839


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1355, which was 199.90 higher than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 845


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1155.1, which was 215.10 higher than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 846


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 940, which was 111.65 higher than the previous day. The implied volatity was 17.35, the open interest changed by -7 which decreased total open position to 848


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 828.35, which was -99.00 lower than the previous day. The implied volatity was 18.59, the open interest changed by 21 which increased total open position to 855


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 927.35, which was 336.35 higher than the previous day. The implied volatity was 20.58, the open interest changed by -164 which decreased total open position to 833


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 591, which was 150.05 higher than the previous day. The implied volatity was 16.30, the open interest changed by 149 which increased total open position to 1019


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 440.95, which was lower than the previous day. The implied volatity was 16.30, the open interest changed by 584 which increased total open position to 888