FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Mar 2025 04:12 PM IST
| FINNIFTY 27MAR2025 22350 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 | |||
| 11 Mar | 23203.35 | 869 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 869 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 23136.20 | 869 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 869 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 5 Mar | 23050.60 | 869 | 0 | 0.00 | 0 | 3 | 0 | |||
| 4 Mar | 23028.45 | 869 | -23.95 | 12.04 | 3 | 2 | 10 | |||
| 3 Mar | 22953.00 | 892.95 | -204.6 | 16.69 | 8 | 7 | 7 | |||
| 28 Feb | 23028.95 | 1097.55 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 22350 expiring on 27MAR2025
Delta for 22350 CE is 0.00
Historical price for 22350 CE is as follows
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 869, 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 869, 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 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 869, 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 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 869, 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 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 869, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 869, which was -23.95 lower than the previous day. The implied volatity was 12.04, the open interest changed by 2 which increased total open position to 10
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 892.95, which was -204.6 lower than the previous day. The implied volatity was 16.69, the open interest changed by 7 which increased total open position to 7
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 1097.55, 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 22350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 9.95
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 23203.35 | 54.15 | -25.8 | 17.85 | 25 | -8 | 52 |
| 10 Mar | 23056.85 | 84 | 7.1 | 17.68 | 26 | 1 | 61 |
| 7 Mar | 23136.20 | 76.9 | -5.85 | 17.03 | 23 | 5 | 60 |
| 6 Mar | 23163.00 | 82.75 | -24.4 | 17.54 | 54 | 1 | 56 |
| 5 Mar | 23050.60 | 104.3 | -19 | 17.51 | 59 | 0 | 44 |
| 4 Mar | 23028.45 | 122.35 | -13.2 | 18.22 | 26 | 2 | 43 |
| 3 Mar | 22953.00 | 137.95 | 2.4 | 18.01 | 217 | 35 | 42 |
| 28 Feb | 23028.95 | 135.55 | -18.65 | 17.41 | 11 | 8 | 8 |
For Nifty Financial Services - strike price 22350 expiring on 27MAR2025
Delta for 22350 PE is -0.12
Historical price for 22350 PE is as follows
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 54.15, which was -25.8 lower than the previous day. The implied volatity was 17.85, the open interest changed by -8 which decreased total open position to 52
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 84, which was 7.1 higher than the previous day. The implied volatity was 17.68, the open interest changed by 1 which increased total open position to 61
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 76.9, which was -5.85 lower than the previous day. The implied volatity was 17.03, the open interest changed by 5 which increased total open position to 60
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 82.75, which was -24.4 lower than the previous day. The implied volatity was 17.54, the open interest changed by 1 which increased total open position to 56
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 104.3, which was -19 lower than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 44
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 122.35, which was -13.2 lower than the previous day. The implied volatity was 18.22, the open interest changed by 2 which increased total open position to 43
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 137.95, which was 2.4 higher than the previous day. The implied volatity was 18.01, the open interest changed by 35 which increased total open position to 42
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 135.55, which was -18.65 lower than the previous day. The implied volatity was 17.41, the open interest changed by 8 which increased total open position to 8
