FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Mar 2025 04:12 PM IST
| FINNIFTY 27MAR2025 22500 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 | 698 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 698 | -162 | 13.42 | 1 | 0 | 44 | |||
| 7 Mar | 23136.20 | 860 | 24.4 | 17.91 | 4 | 0 | 44 | |||
| 6 Mar | 23163.00 | 833 | 50 | 12.81 | 24 | 4 | 45 | |||
| 5 Mar | 23050.60 | 781 | -3.65 | 14.60 | 50 | 2 | 40 | |||
| 4 Mar | 23028.45 | 778.65 | 40.1 | 14.62 | 53 | 21 | 39 | |||
| 3 Mar | 22953.00 | 745 | -6.7 | 14.79 | 27 | 10 | 18 | |||
| 28 Feb | 23028.95 | 715.2 | -1016.1 | 9.82 | 9 | 7 | 7 | |||
| 27 Feb | 23173.65 | 1731.3 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 23036.05 | 1731.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 22995.20 | 1731.3 | 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 | |||
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| 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 | |||
| 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 22500 expiring on 27MAR2025
Delta for 22500 CE is 0.00
Historical price for 22500 CE is as follows
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 698, 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 698, which was -162 lower than the previous day. The implied volatity was 13.42, the open interest changed by 0 which decreased total open position to 44
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 860, which was 24.4 higher than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 44
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 833, which was 50 higher than the previous day. The implied volatity was 12.81, the open interest changed by 4 which increased total open position to 45
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 781, which was -3.65 lower than the previous day. The implied volatity was 14.60, the open interest changed by 2 which increased total open position to 40
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 778.65, which was 40.1 higher than the previous day. The implied volatity was 14.62, the open interest changed by 21 which increased total open position to 39
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 745, which was -6.7 lower than the previous day. The implied volatity was 14.79, the open interest changed by 10 which increased total open position to 18
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 715.2, which was -1016.1 lower than the previous day. The implied volatity was 9.82, the open interest changed by 7 which increased total open position to 7
On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 1731.3, 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 1731.3, 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 1731.3, 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 22500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 12.27
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 23203.35 | 81.7 | -26.1 | 18.28 | 3,350 | 477 | 1,493 |
| 10 Mar | 23056.85 | 118 | 24.4 | 17.82 | 1,072 | 17 | 1,016 |
| 7 Mar | 23136.20 | 98.25 | -11.7 | 16.58 | 4,279 | 26 | 999 |
| 6 Mar | 23163.00 | 108 | -27.25 | 17.37 | 1,608 | 438 | 985 |
| 5 Mar | 23050.60 | 130.25 | -23.65 | 17.09 | 2,974 | -8 | 548 |
| 4 Mar | 23028.45 | 152.95 | -16.65 | 17.95 | 1,216 | -56 | 557 |
| 3 Mar | 22953.00 | 166.9 | -1.8 | 17.54 | 1,813 | 201 | 631 |
| 28 Feb | 23028.95 | 168 | 25.8 | 17.17 | 2,652 | 387 | 429 |
| 27 Feb | 23173.65 | 145 | -196.6 | 17.16 | 58 | 42 | 42 |
| 25 Feb | 23036.05 | 341.6 | 0 | 2.57 | 0 | 0 | 0 |
| 24 Feb | 22995.20 | 341.6 | 0 | 2.44 | 0 | 0 | 0 |
| 21 Feb | 23174.35 | 341.6 | 0 | 2.89 | 0 | 0 | 0 |
| 20 Feb | 23281.40 | 341.6 | 0 | 3.29 | 0 | 0 | 0 |
| 19 Feb | 23456.20 | 341.6 | 0 | 3.89 | 0 | 0 | 0 |
| 18 Feb | 23280.30 | 341.6 | 0 | 2.68 | 0 | 0 | 0 |
| 14 Feb | 23186.90 | 341.6 | 0 | 2.90 | 0 | 0 | 0 |
| 12 Feb | 23192.80 | 341.6 | 0 | 3.01 | 0 | 0 | 0 |
| 11 Feb | 23089.60 | 341.6 | 0 | 2.61 | 0 | 0 | 0 |
| 7 Feb | 23539.75 | 341.6 | 0 | 3.80 | 0 | 0 | 0 |
| 5 Feb | 23664.40 | 341.6 | 0 | 4.08 | 0 | 0 | 0 |
| 4 Feb | 23620.70 | 341.6 | 0 | 3.63 | 0 | 0 | 0 |
| 3 Feb | 23132.45 | 341.6 | 0 | 2.28 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22500 expiring on 27MAR2025
Delta for 22500 PE is -0.17
Historical price for 22500 PE is as follows
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 81.7, which was -26.1 lower than the previous day. The implied volatity was 18.28, the open interest changed by 477 which increased total open position to 1493
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 118, which was 24.4 higher than the previous day. The implied volatity was 17.82, the open interest changed by 17 which increased total open position to 1016
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 98.25, which was -11.7 lower than the previous day. The implied volatity was 16.58, the open interest changed by 26 which increased total open position to 999
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 108, which was -27.25 lower than the previous day. The implied volatity was 17.37, the open interest changed by 438 which increased total open position to 985
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 130.25, which was -23.65 lower than the previous day. The implied volatity was 17.09, the open interest changed by -8 which decreased total open position to 548
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 152.95, which was -16.65 lower than the previous day. The implied volatity was 17.95, the open interest changed by -56 which decreased total open position to 557
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 166.9, which was -1.8 lower than the previous day. The implied volatity was 17.54, the open interest changed by 201 which increased total open position to 631
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 168, which was 25.8 higher than the previous day. The implied volatity was 17.17, the open interest changed by 387 which increased total open position to 429
On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 145, which was -196.6 lower than the previous day. The implied volatity was 17.16, the open interest changed by 42 which increased total open position to 42
On 25 Feb FINNIFTY was trading at 23036.05. The strike last trading price was 341.6, which was 0 lower than the previous day. The implied volatity was 2.57, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.44, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.89, 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 341.6, which was 0 lower than the previous day. The implied volatity was 3.29, 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 341.6, which was 0 lower than the previous day. The implied volatity was 3.89, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.68, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.90, 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 341.6, which was 0 lower than the previous day. The implied volatity was 3.01, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.61, 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 341.6, which was 0 lower than the previous day. The implied volatity was 3.80, 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 341.6, which was 0 lower than the previous day. The implied volatity was 4.08, 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 341.6, which was 0 lower than the previous day. The implied volatity was 3.63, 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 341.6, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
