FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
19 Mar 2025 04:13 PM IST
| FINNIFTY 27MAR2025 21500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 24140.35 | 1840 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 1840 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 1840 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 1840 | 0 | 0.00 | 0 | -4 | 0 | |||
| 12 Mar | 23327.90 | 1840 | 50 | - | 4 | 0 | 4 | |||
| 11 Mar | 23203.35 | 1790 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 1790 | 0 | 0.00 | 0 | 4 | 0 | |||
| 7 Mar | 23136.20 | 1790 | 170 | 24.97 | 4 | 0 | 0 | |||
| 6 Mar | 23163.00 | 1620 | -80 | - | 6 | 0 | 6 | |||
| 5 Mar | 23050.60 | 1700 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 23028.45 | 1700 | 0 | 0.00 | 0 | 6 | 0 | |||
| 3 Mar | 22953.00 | 1700 | -812.45 | 23.81 | 6 | 0 | 0 | |||
| 28 Feb | 23028.95 | 2512.45 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 23173.65 | 2512.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 23036.05 | 2512.45 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22995.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 23174.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 23281.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 23456.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 23280.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 23186.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 23192.80 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 23089.60 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 7 Feb | 23539.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 23664.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 23620.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 23132.45 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 21500 expiring on 27MAR2025
Delta for 21500 CE is 0.00
Historical price for 21500 CE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 1840, 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 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 1840, 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 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 1840, 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 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 1840, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 1840, which was 50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 1790, 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 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 1790, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 1790, which was 170 higher than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 0
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 1620, which was -80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 1700, 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 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 1700, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 1700, which was -812.45 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 0
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 2512.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 2512.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb FINNIFTY was trading at 23036.05. The strike last trading price was 2512.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb FINNIFTY was trading at 22995.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb FINNIFTY was trading at 23174.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb FINNIFTY was trading at 23281.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb FINNIFTY was trading at 23456.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb FINNIFTY was trading at 23280.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb FINNIFTY was trading at 23186.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb FINNIFTY was trading at 23192.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb FINNIFTY was trading at 23089.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 27MAR2025 21500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.61
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 24140.35 | 2.25 | 0.2 | 32.14 | 252 | -50 | 1,602 |
| 18 Mar | 23969.70 | 2.8 | -0.35 | 29.71 | 2,899 | -519 | 1,655 |
| 17 Mar | 23529.25 | 3.1 | -2.4 | 24.25 | 1,590 | -173 | 2,196 |
| 13 Mar | 23290.00 | 6.45 | -3.2 | 20.56 | 1,379 | 44 | 2,380 |
| 12 Mar | 23327.90 | 8.55 | -5.45 | 21.34 | 5,420 | -1,265 | 2,373 |
| 11 Mar | 23203.35 | 12.55 | -4.25 | 21.06 | 3,159 | -27 | 3,637 |
| 10 Mar | 23056.85 | 16.8 | -0.05 | 19.90 | 4,281 | 656 | 3,762 |
| 7 Mar | 23136.20 | 15.1 | -5.6 | 18.84 | 7,693 | 2,799 | 3,106 |
| 6 Mar | 23163.00 | 19.05 | -3.5 | 19.61 | 531 | 63 | 306 |
| 5 Mar | 23050.60 | 20.75 | -10.55 | 18.68 | 787 | 117 | 243 |
| 4 Mar | 23028.45 | 32.95 | -5.9 | 20.14 | 262 | -23 | 128 |
| 3 Mar | 22953.00 | 39.4 | 2.35 | 20.04 | 589 | 141 | 153 |
| 28 Feb | 23028.95 | 37.05 | -102.5 | 19.00 | 16 | 12 | 12 |
| 27 Feb | 23173.65 | 139.55 | 0 | 6.58 | 0 | 0 | 0 |
| 25 Feb | 23036.05 | 139.55 | 0 | 6.02 | 0 | 0 | 0 |
| 24 Feb | 22995.20 | 139.55 | 0 | 5.90 | 0 | 0 | 0 |
| 21 Feb | 23174.35 | 139.55 | 0 | 6.16 | 0 | 0 | 0 |
| 20 Feb | 23281.40 | 139.55 | 0 | 6.47 | 0 | 0 | 0 |
| 19 Feb | 23456.20 | 139.55 | 0 | 6.84 | 0 | 0 | 0 |
| 18 Feb | 23280.30 | 139.55 | 0 | 5.82 | 0 | 0 | 0 |
| 14 Feb | 23186.90 | 139.55 | 0 | 6.16 | 0 | 0 | 0 |
| 12 Feb | 23192.80 | 139.55 | 0 | 4.91 | 0 | 0 | 0 |
| 11 Feb | 23089.60 | 139.55 | 0 | 5.38 | 0 | 0 | 0 |
| 7 Feb | 23539.75 | 139.55 | 0 | 6.36 | 0 | 0 | 0 |
| 5 Feb | 23664.40 | 139.55 | 0 | 6.75 | 0 | 0 | 0 |
| 4 Feb | 23620.70 | 139.55 | 0 | 6.54 | 0 | 0 | 0 |
| 3 Feb | 23132.45 | 139.55 | 0 | 5.32 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21500 expiring on 27MAR2025
Delta for 21500 PE is -0.01
Historical price for 21500 PE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 2.25, which was 0.2 higher than the previous day. The implied volatity was 32.14, the open interest changed by -50 which decreased total open position to 1602
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by -519 which decreased total open position to 1655
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 3.1, which was -2.4 lower than the previous day. The implied volatity was 24.25, the open interest changed by -173 which decreased total open position to 2196
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 6.45, which was -3.2 lower than the previous day. The implied volatity was 20.56, the open interest changed by 44 which increased total open position to 2380
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 8.55, which was -5.45 lower than the previous day. The implied volatity was 21.34, the open interest changed by -1265 which decreased total open position to 2373
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 12.55, which was -4.25 lower than the previous day. The implied volatity was 21.06, the open interest changed by -27 which decreased total open position to 3637
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 16.8, which was -0.05 lower than the previous day. The implied volatity was 19.90, the open interest changed by 656 which increased total open position to 3762
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 15.1, which was -5.6 lower than the previous day. The implied volatity was 18.84, the open interest changed by 2799 which increased total open position to 3106
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 19.05, which was -3.5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 63 which increased total open position to 306
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 20.75, which was -10.55 lower than the previous day. The implied volatity was 18.68, the open interest changed by 117 which increased total open position to 243
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 32.95, which was -5.9 lower than the previous day. The implied volatity was 20.14, the open interest changed by -23 which decreased total open position to 128
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 39.4, which was 2.35 higher than the previous day. The implied volatity was 20.04, the open interest changed by 141 which increased total open position to 153
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 37.05, which was -102.5 lower than the previous day. The implied volatity was 19.00, the open interest changed by 12 which increased total open position to 12
On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
On 25 Feb FINNIFTY was trading at 23036.05. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 24 Feb FINNIFTY was trading at 22995.20. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
On 21 Feb FINNIFTY was trading at 23174.35. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 20 Feb FINNIFTY was trading at 23281.40. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 19 Feb FINNIFTY was trading at 23456.20. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
On 18 Feb FINNIFTY was trading at 23280.30. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 14 Feb FINNIFTY was trading at 23186.90. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 12 Feb FINNIFTY was trading at 23192.80. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 11 Feb FINNIFTY was trading at 23089.60. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 139.55, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
