FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
19 Mar 2025 04:13 PM IST
| FINNIFTY 27MAR2025 23050 CE | ||||||||||
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Delta: 0.93
Vega: 4.58
Theta: -12.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 24140.35 | 1167 | 297.5 | 21.99 | 3 | -1 | 126 | |||
| 18 Mar | 23969.70 | 869.5 | 294.2 | - | 7 | -1 | 130 | |||
| 17 Mar | 23529.25 | 575.3 | 146.8 | 12.06 | 19 | 6 | 131 | |||
| 13 Mar | 23290.00 | 433 | -45.7 | 13.76 | 50 | -6 | 125 | |||
| 12 Mar | 23327.90 | 485.55 | 71.15 | 13.54 | 115 | -4 | 132 | |||
| 11 Mar | 23203.35 | 441.75 | 108.7 | 14.78 | 1,392 | -43 | 136 | |||
| 10 Mar | 23056.85 | 326.3 | -84.8 | 14.01 | 549 | 33 | 178 | |||
| 7 Mar | 23136.20 | 406.55 | -34.6 | 13.95 | 509 | -16 | 145 | |||
| 6 Mar | 23163.00 | 440.95 | 32.45 | 13.87 | 1,598 | -109 | 163 | |||
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| 5 Mar | 23050.60 | 410.45 | 11.5 | 14.80 | 3,479 | 69 | 286 | |||
| 4 Mar | 23028.45 | 384.05 | 0.6 | 13.39 | 1,213 | 72 | 225 | |||
| 3 Mar | 22953.00 | 371.05 | -81.75 | 13.99 | 1,109 | 52 | 165 | |||
| 28 Feb | 23028.95 | 449.25 | -178.7 | 15.42 | 1,257 | 113 | 113 | |||
For Nifty Financial Services - strike price 23050 expiring on 27MAR2025
Delta for 23050 CE is 0.93
Historical price for 23050 CE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 1167, which was 297.5 higher than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 126
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 869.5, which was 294.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 130
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 575.3, which was 146.8 higher than the previous day. The implied volatity was 12.06, the open interest changed by 6 which increased total open position to 131
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 433, which was -45.7 lower than the previous day. The implied volatity was 13.76, the open interest changed by -6 which decreased total open position to 125
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 485.55, which was 71.15 higher than the previous day. The implied volatity was 13.54, the open interest changed by -4 which decreased total open position to 132
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 441.75, which was 108.7 higher than the previous day. The implied volatity was 14.78, the open interest changed by -43 which decreased total open position to 136
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 326.3, which was -84.8 lower than the previous day. The implied volatity was 14.01, the open interest changed by 33 which increased total open position to 178
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 406.55, which was -34.6 lower than the previous day. The implied volatity was 13.95, the open interest changed by -16 which decreased total open position to 145
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 440.95, which was 32.45 higher than the previous day. The implied volatity was 13.87, the open interest changed by -109 which decreased total open position to 163
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 410.45, which was 11.5 higher than the previous day. The implied volatity was 14.80, the open interest changed by 69 which increased total open position to 286
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 384.05, which was 0.6 higher than the previous day. The implied volatity was 13.39, the open interest changed by 72 which increased total open position to 225
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 371.05, which was -81.75 lower than the previous day. The implied volatity was 13.99, the open interest changed by 52 which increased total open position to 165
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 449.25, which was -178.7 lower than the previous day. The implied volatity was 15.42, the open interest changed by 113 which increased total open position to 113
| FINNIFTY 27MAR2025 23050 PE | |||||||
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Delta: -0.03
Vega: 2.76
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 24140.35 | 9.1 | -9.35 | 18.23 | 556 | 187 | 452 |
| 18 Mar | 23969.70 | 18.9 | -44.5 | 17.92 | 508 | -134 | 261 |
| 17 Mar | 23529.25 | 62.45 | -85.65 | 15.95 | 410 | 118 | 398 |
| 13 Mar | 23290.00 | 150 | -2.25 | 15.37 | 463 | 4 | 273 |
| 12 Mar | 23327.90 | 151.85 | -62.8 | 16.22 | 529 | -43 | 271 |
| 11 Mar | 23203.35 | 205.95 | -79.45 | 16.76 | 1,750 | 111 | 320 |
| 10 Mar | 23056.85 | 291.85 | 43.1 | 16.87 | 733 | 6 | 213 |
| 7 Mar | 23136.20 | 250.55 | -12.25 | 15.75 | 1,049 | 16 | 207 |
| 6 Mar | 23163.00 | 263 | -41.85 | 16.66 | 1,998 | 12 | 200 |
| 5 Mar | 23050.60 | 303.9 | -25.15 | 16.52 | 1,983 | -41 | 193 |
| 4 Mar | 23028.45 | 316.05 | -42.95 | 16.58 | 1,410 | 131 | 236 |
| 3 Mar | 22953.00 | 367.95 | 23.85 | 17.30 | 1,077 | 3 | 105 |
| 28 Feb | 23028.95 | 337.95 | -42.9 | 16.03 | 2,268 | 108 | 108 |
For Nifty Financial Services - strike price 23050 expiring on 27MAR2025
Delta for 23050 PE is -0.03
Historical price for 23050 PE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 9.1, which was -9.35 lower than the previous day. The implied volatity was 18.23, the open interest changed by 187 which increased total open position to 452
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 18.9, which was -44.5 lower than the previous day. The implied volatity was 17.92, the open interest changed by -134 which decreased total open position to 261
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 62.45, which was -85.65 lower than the previous day. The implied volatity was 15.95, the open interest changed by 118 which increased total open position to 398
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 150, which was -2.25 lower than the previous day. The implied volatity was 15.37, the open interest changed by 4 which increased total open position to 273
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 151.85, which was -62.8 lower than the previous day. The implied volatity was 16.22, the open interest changed by -43 which decreased total open position to 271
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 205.95, which was -79.45 lower than the previous day. The implied volatity was 16.76, the open interest changed by 111 which increased total open position to 320
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 291.85, which was 43.1 higher than the previous day. The implied volatity was 16.87, the open interest changed by 6 which increased total open position to 213
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 250.55, which was -12.25 lower than the previous day. The implied volatity was 15.75, the open interest changed by 16 which increased total open position to 207
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 263, which was -41.85 lower than the previous day. The implied volatity was 16.66, the open interest changed by 12 which increased total open position to 200
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 303.9, which was -25.15 lower than the previous day. The implied volatity was 16.52, the open interest changed by -41 which decreased total open position to 193
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 316.05, which was -42.95 lower than the previous day. The implied volatity was 16.58, the open interest changed by 131 which increased total open position to 236
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 367.95, which was 23.85 higher than the previous day. The implied volatity was 17.30, the open interest changed by 3 which increased total open position to 105
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 337.95, which was -42.9 lower than the previous day. The implied volatity was 16.03, the open interest changed by 108 which increased total open position to 108
