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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 24800 CE
Delta: 0.01
Vega: 0.50
Theta: -1.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.65 -0.9 29.45 2,775 -84 3,490
23 Jan 22625.85 2.15 -1.20 26.55 1,211 -130 3,574
22 Jan 22650.40 3.35 -1.25 25.73 2,005 -70 3,710
21 Jan 22548.90 4.6 -3.90 26.30 896 70 3,792
20 Jan 22926.70 8.5 1.00 23.32 3,011 -91 3,731
17 Jan 22608.20 7.5 -4.45 22.91 7,035 -514 3,826
16 Jan 22943.75 11.95 2.75 20.00 3,779 -677 4,340
15 Jan 22680.10 9.2 -3.15 21.12 17,592 1,819 5,017
14 Jan 22722.15 12.35 1.10 20.56 9,538 -1,643 3,213
13 Jan 22400.45 11.25 -5.20 23.06 9,260 1,740 4,865
10 Jan 22730.20 16.45 -8.55 19.53 4,784 1,014 3,109
9 Jan 23026.15 25 -12.00 17.80 1,555 103 2,097
8 Jan 23236.05 37 -16.25 17.23 4,054 -866 1,997
7 Jan 23430.30 53.25 -7.75 16.57 2,449 60 2,868
6 Jan 23317.85 61 -21.95 17.63 5,196 1,354 2,809
3 Jan 23735.70 82.95 -52.05 14.18 4,030 151 1,467
2 Jan 24006.70 135 13.47 3,001 46 1,324


For Nifty Financial Services - strike price 24800 expiring on 30JAN2025

Delta for 24800 CE is 0.01

Historical price for 24800 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.65, which was -0.9 lower than the previous day. The implied volatity was 29.45, the open interest changed by -84 which decreased total open position to 3490


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2.15, which was -1.20 lower than the previous day. The implied volatity was 26.55, the open interest changed by -130 which decreased total open position to 3574


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 3.35, which was -1.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by -70 which decreased total open position to 3710


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 4.6, which was -3.90 lower than the previous day. The implied volatity was 26.30, the open interest changed by 70 which increased total open position to 3792


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 8.5, which was 1.00 higher than the previous day. The implied volatity was 23.32, the open interest changed by -91 which decreased total open position to 3731


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 7.5, which was -4.45 lower than the previous day. The implied volatity was 22.91, the open interest changed by -514 which decreased total open position to 3826


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 11.95, which was 2.75 higher than the previous day. The implied volatity was 20.00, the open interest changed by -677 which decreased total open position to 4340


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 9.2, which was -3.15 lower than the previous day. The implied volatity was 21.12, the open interest changed by 1819 which increased total open position to 5017


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 12.35, which was 1.10 higher than the previous day. The implied volatity was 20.56, the open interest changed by -1643 which decreased total open position to 3213


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 11.25, which was -5.20 lower than the previous day. The implied volatity was 23.06, the open interest changed by 1740 which increased total open position to 4865


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 16.45, which was -8.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1014 which increased total open position to 3109


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 25, which was -12.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by 103 which increased total open position to 2097


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 37, which was -16.25 lower than the previous day. The implied volatity was 17.23, the open interest changed by -866 which decreased total open position to 1997


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 53.25, which was -7.75 lower than the previous day. The implied volatity was 16.57, the open interest changed by 60 which increased total open position to 2868


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 61, which was -21.95 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1354 which increased total open position to 2809


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 82.95, which was -52.05 lower than the previous day. The implied volatity was 14.18, the open interest changed by 151 which increased total open position to 1467


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 135, which was lower than the previous day. The implied volatity was 13.47, the open interest changed by 46 which increased total open position to 1324


FINNIFTY 30JAN2025 24800 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 1365.05 0 0.00 0 0 0
23 Jan 22625.85 1365.05 0.00 0.00 0 0 0
22 Jan 22650.40 1365.05 0.00 0.00 0 0 0
21 Jan 22548.90 1365.05 0.00 0.00 0 0 0
20 Jan 22926.70 1365.05 0.00 0.00 0 0 0
17 Jan 22608.20 1365.05 0.00 0.00 0 0 0
16 Jan 22943.75 1365.05 0.00 0.00 0 0 0
15 Jan 22680.10 1365.05 0.00 0.00 0 0 0
14 Jan 22722.15 1365.05 0.00 0.00 0 0 0
13 Jan 22400.45 1365.05 0.00 0.00 0 0 0
10 Jan 22730.20 1365.05 0.00 0.00 0 0 0
9 Jan 23026.15 1365.05 0.00 0.00 0 0 0
8 Jan 23236.05 1365.05 0.00 0.00 0 0 0
7 Jan 23430.30 1365.05 0.00 0.00 0 -1 0
6 Jan 23317.85 1365.05 350.10 18.01 2 0 24
3 Jan 23735.70 1014.95 24.95 16.08 12 9 23
2 Jan 24006.70 990 23.74 12 8 10


For Nifty Financial Services - strike price 24800 expiring on 30JAN2025

Delta for 24800 PE is 0.00

Historical price for 24800 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 1365.05, 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 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1365.05, 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 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1365.05, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1365.05, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1365.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1365.05, which was 350.10 higher than the previous day. The implied volatity was 18.01, the open interest changed by 0 which decreased total open position to 24


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1014.95, which was 24.95 higher than the previous day. The implied volatity was 16.08, the open interest changed by 9 which increased total open position to 23


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 990, which was lower than the previous day. The implied volatity was 23.74, the open interest changed by 8 which increased total open position to 10