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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 24500 CE
Delta: 0.01
Vega: 0.57
Theta: -1.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.75 -1.05 26.29 12,920 1,087 8,643
23 Jan 22625.85 2.4 -2.30 23.68 17,204 1,753 8,109
22 Jan 22650.40 4.7 -2.40 23.69 14,005 -1,769 6,535
21 Jan 22548.90 7.1 -6.30 24.81 19,510 -1,081 8,308
20 Jan 22926.70 13.4 3.35 21.86 15,603 546 9,391
17 Jan 22608.20 10.05 -8.95 21.23 14,997 1,436 8,910
16 Jan 22943.75 19 5.00 18.82 10,437 1,289 7,474
15 Jan 22680.10 14 -4.65 19.96 21,044 1,351 6,184
14 Jan 22722.15 18.65 4.50 19.43 12,434 -387 4,978
13 Jan 22400.45 14.15 -1.70 21.47 12,296 601 5,379
10 Jan 22730.20 15.85 -24.05 17.02 12,879 775 4,930
9 Jan 23026.15 39.9 -17.50 17.07 9,420 -105 4,000
8 Jan 23236.05 57.4 -34.60 16.43 16,693 159 4,085
7 Jan 23430.30 92 -2.00 16.44 9,888 913 3,906
6 Jan 23317.85 94 -59.50 17.09 12,671 265 3,125
3 Jan 23735.70 153.5 -79.45 14.62 10,941 919 2,847
2 Jan 24006.70 232.95 13.84 24,815 285 1,940


For Nifty Financial Services - strike price 24500 expiring on 30JAN2025

Delta for 24500 CE is 0.01

Historical price for 24500 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.75, which was -1.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1087 which increased total open position to 8643


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2.4, which was -2.30 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1753 which increased total open position to 8109


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 4.7, which was -2.40 lower than the previous day. The implied volatity was 23.69, the open interest changed by -1769 which decreased total open position to 6535


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 7.1, which was -6.30 lower than the previous day. The implied volatity was 24.81, the open interest changed by -1081 which decreased total open position to 8308


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 13.4, which was 3.35 higher than the previous day. The implied volatity was 21.86, the open interest changed by 546 which increased total open position to 9391


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 10.05, which was -8.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1436 which increased total open position to 8910


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 19, which was 5.00 higher than the previous day. The implied volatity was 18.82, the open interest changed by 1289 which increased total open position to 7474


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 14, which was -4.65 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1351 which increased total open position to 6184


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 18.65, which was 4.50 higher than the previous day. The implied volatity was 19.43, the open interest changed by -387 which decreased total open position to 4978


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 14.15, which was -1.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by 601 which increased total open position to 5379


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 15.85, which was -24.05 lower than the previous day. The implied volatity was 17.02, the open interest changed by 775 which increased total open position to 4930


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 39.9, which was -17.50 lower than the previous day. The implied volatity was 17.07, the open interest changed by -105 which decreased total open position to 4000


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 57.4, which was -34.60 lower than the previous day. The implied volatity was 16.43, the open interest changed by 159 which increased total open position to 4085


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 92, which was -2.00 lower than the previous day. The implied volatity was 16.44, the open interest changed by 913 which increased total open position to 3906


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 94, which was -59.50 lower than the previous day. The implied volatity was 17.09, the open interest changed by 265 which increased total open position to 3125


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 153.5, which was -79.45 lower than the previous day. The implied volatity was 14.62, the open interest changed by 919 which increased total open position to 2847


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 232.95, which was lower than the previous day. The implied volatity was 13.84, the open interest changed by 285 which increased total open position to 1940


FINNIFTY 30JAN2025 24500 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 1815.55 0 0.00 0 0 0
23 Jan 22625.85 1815.55 0.00 0.00 0 0 0
22 Jan 22650.40 1815.55 0.00 0.00 0 0 0
21 Jan 22548.90 1815.55 0.00 0.00 0 0 0
20 Jan 22926.70 1815.55 0.00 0.00 0 0 0
17 Jan 22608.20 1815.55 0.00 0.00 0 0 0
16 Jan 22943.75 1815.55 0.00 0.00 0 0 0
15 Jan 22680.10 1815.55 0.00 0.00 0 0 0
14 Jan 22722.15 1815.55 0.00 0.00 0 0 0
13 Jan 22400.45 1815.55 367.70 - 1 0 354
10 Jan 22730.20 1447.85 0.00 0.00 0 1 0
9 Jan 23026.15 1447.85 132.85 25.20 5 0 353
8 Jan 23236.05 1315 250.00 25.71 8 0 353
7 Jan 23430.30 1065 -105.40 19.30 34 5 356
6 Jan 23317.85 1170.4 382.50 21.51 31 2 351
3 Jan 23735.70 787.9 182.90 16.15 405 74 352
2 Jan 24006.70 605 16.08 341 196 272


For Nifty Financial Services - strike price 24500 expiring on 30JAN2025

Delta for 24500 PE is 0.00

Historical price for 24500 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1815.55, which was 0 lower 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 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1815.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1815.55, which was 367.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 354


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1447.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1447.85, which was 132.85 higher than the previous day. The implied volatity was 25.20, the open interest changed by 0 which decreased total open position to 353


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1315, which was 250.00 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 353


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1065, which was -105.40 lower than the previous day. The implied volatity was 19.30, the open interest changed by 5 which increased total open position to 356


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1170.4, which was 382.50 higher than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 351


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 787.9, which was 182.90 higher than the previous day. The implied volatity was 16.15, the open interest changed by 74 which increased total open position to 352


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 605, which was lower than the previous day. The implied volatity was 16.08, the open interest changed by 196 which increased total open position to 272