FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
19 Mar 2025 04:13 PM IST
| FINNIFTY 27MAR2025 23250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 4.29
Theta: -10.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 24140.35 | 961.05 | 165.05 | 17.54 | 28 | -18 | 158 | |||
| 18 Mar | 23969.70 | 783.6 | 354.7 | - | 33 | -3 | 177 | |||
| 17 Mar | 23529.25 | 429.2 | 136.55 | 13.64 | 76 | -19 | 180 | |||
| 13 Mar | 23290.00 | 282.35 | -65.65 | 12.31 | 368 | -29 | 199 | |||
| 12 Mar | 23327.90 | 353.8 | 53.8 | 13.60 | 1,580 | -3 | 233 | |||
| 11 Mar | 23203.35 | 313 | 78.85 | 14.20 | 880 | -16 | 246 | |||
| 10 Mar | 23056.85 | 229.95 | -78.45 | 14.08 | 1,920 | 55 | 268 | |||
| 7 Mar | 23136.20 | 300 | -26.25 | 14.02 | 1,016 | 78 | 213 | |||
| 6 Mar | 23163.00 | 323.3 | 21.45 | 13.64 | 1,203 | 23 | 137 | |||
| 5 Mar | 23050.60 | 305.7 | 9.5 | 14.69 | 815 | 57 | 115 | |||
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| 4 Mar | 23028.45 | 303 | 19.3 | 14.31 | 464 | 9 | 68 | |||
| 3 Mar | 22953.00 | 279.75 | -72.3 | 14.21 | 635 | 51 | 60 | |||
| 28 Feb | 23028.95 | 352.05 | -169.15 | 15.43 | 14 | 8 | 8 | |||
For Nifty Financial Services - strike price 23250 expiring on 27MAR2025
Delta for 23250 CE is 0.94
Historical price for 23250 CE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 961.05, which was 165.05 higher than the previous day. The implied volatity was 17.54, the open interest changed by -18 which decreased total open position to 158
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 783.6, which was 354.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 177
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 429.2, which was 136.55 higher than the previous day. The implied volatity was 13.64, the open interest changed by -19 which decreased total open position to 180
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 282.35, which was -65.65 lower than the previous day. The implied volatity was 12.31, the open interest changed by -29 which decreased total open position to 199
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 353.8, which was 53.8 higher than the previous day. The implied volatity was 13.60, the open interest changed by -3 which decreased total open position to 233
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 313, which was 78.85 higher than the previous day. The implied volatity was 14.20, the open interest changed by -16 which decreased total open position to 246
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 229.95, which was -78.45 lower than the previous day. The implied volatity was 14.08, the open interest changed by 55 which increased total open position to 268
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 300, which was -26.25 lower than the previous day. The implied volatity was 14.02, the open interest changed by 78 which increased total open position to 213
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 323.3, which was 21.45 higher than the previous day. The implied volatity was 13.64, the open interest changed by 23 which increased total open position to 137
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 305.7, which was 9.5 higher than the previous day. The implied volatity was 14.69, the open interest changed by 57 which increased total open position to 115
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 303, which was 19.3 higher than the previous day. The implied volatity was 14.31, the open interest changed by 9 which increased total open position to 68
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 279.75, which was -72.3 lower than the previous day. The implied volatity was 14.21, the open interest changed by 51 which increased total open position to 60
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 352.05, which was -169.15 lower than the previous day. The implied volatity was 15.43, the open interest changed by 8 which increased total open position to 8
| FINNIFTY 27MAR2025 23250 PE | |||||||
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Delta: -0.06
Vega: 4.01
Theta: -3.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 24140.35 | 14.55 | -12.75 | 17.06 | 217 | -7 | 196 |
| 18 Mar | 23969.70 | 26.75 | -79.25 | 16.40 | 1,070 | -170 | 205 |
| 17 Mar | 23529.25 | 99.35 | -116.15 | 15.13 | 595 | 72 | 377 |
| 13 Mar | 23290.00 | 223.95 | 6.25 | 15.18 | 1,195 | 20 | 308 |
| 12 Mar | 23327.90 | 212.65 | -86.65 | 15.57 | 2,118 | 97 | 290 |
| 11 Mar | 23203.35 | 287.7 | -92.9 | 16.62 | 655 | 16 | 197 |
| 10 Mar | 23056.85 | 388.5 | 55.75 | 16.60 | 1,575 | 44 | 181 |
| 7 Mar | 23136.20 | 340 | -7.2 | 15.71 | 583 | 22 | 137 |
| 6 Mar | 23163.00 | 346 | -47.6 | 16.55 | 1,084 | 31 | 114 |
| 5 Mar | 23050.60 | 385.4 | -33.4 | 15.82 | 303 | 40 | 86 |
| 4 Mar | 23028.45 | 411.5 | -48.9 | 16.55 | 207 | -32 | 47 |
| 3 Mar | 22953.00 | 465.45 | 27.35 | 17.16 | 373 | 3 | 78 |
| 28 Feb | 23028.95 | 442.65 | -30.35 | 16.32 | 272 | 78 | 78 |
For Nifty Financial Services - strike price 23250 expiring on 27MAR2025
Delta for 23250 PE is -0.06
Historical price for 23250 PE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 14.55, which was -12.75 lower than the previous day. The implied volatity was 17.06, the open interest changed by -7 which decreased total open position to 196
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 26.75, which was -79.25 lower than the previous day. The implied volatity was 16.40, the open interest changed by -170 which decreased total open position to 205
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 99.35, which was -116.15 lower than the previous day. The implied volatity was 15.13, the open interest changed by 72 which increased total open position to 377
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 223.95, which was 6.25 higher than the previous day. The implied volatity was 15.18, the open interest changed by 20 which increased total open position to 308
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 212.65, which was -86.65 lower than the previous day. The implied volatity was 15.57, the open interest changed by 97 which increased total open position to 290
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 287.7, which was -92.9 lower than the previous day. The implied volatity was 16.62, the open interest changed by 16 which increased total open position to 197
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 388.5, which was 55.75 higher than the previous day. The implied volatity was 16.60, the open interest changed by 44 which increased total open position to 181
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 340, which was -7.2 lower than the previous day. The implied volatity was 15.71, the open interest changed by 22 which increased total open position to 137
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 346, which was -47.6 lower than the previous day. The implied volatity was 16.55, the open interest changed by 31 which increased total open position to 114
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 385.4, which was -33.4 lower than the previous day. The implied volatity was 15.82, the open interest changed by 40 which increased total open position to 86
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 411.5, which was -48.9 lower than the previous day. The implied volatity was 16.55, the open interest changed by -32 which decreased total open position to 47
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 465.45, which was 27.35 higher than the previous day. The implied volatity was 17.16, the open interest changed by 3 which increased total open position to 78
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 442.65, which was -30.35 lower than the previous day. The implied volatity was 16.32, the open interest changed by 78 which increased total open position to 78
