FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
13 Mar 2025 04:12 PM IST
| FINNIFTY 27MAR2025 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 17.99
Theta: -10.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 23290.00 | 180 | -58.6 | 12.12 | 980 | 62 | 202 | |||
| 12 Mar | 23327.90 | 241.85 | 39.5 | 13.39 | 639 | -19 | 152 | |||
| 11 Mar | 23203.35 | 210.9 | 62.15 | 13.85 | 637 | 26 | 171 | |||
| 10 Mar | 23056.85 | 145.95 | -64.05 | 13.61 | 356 | 5 | 147 | |||
| 7 Mar | 23136.20 | 210.55 | -22.65 | 13.92 | 470 | 36 | 142 | |||
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| 6 Mar | 23163.00 | 228.55 | 13.15 | 13.52 | 1,339 | 32 | 111 | |||
| 5 Mar | 23050.60 | 217.95 | 1.15 | 14.49 | 689 | 29 | 80 | |||
| 4 Mar | 23028.45 | 221.45 | 19.6 | 14.39 | 158 | 21 | 56 | |||
| 3 Mar | 22953.00 | 204.65 | -50.65 | 14.33 | 880 | 15 | 35 | |||
| 28 Feb | 23028.95 | 249.65 | -177.35 | 14.67 | 111 | 20 | 20 | |||
For Nifty Financial Services - strike price 23450 expiring on 27MAR2025
Delta for 23450 CE is 0.44
Historical price for 23450 CE is as follows
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 180, which was -58.6 lower than the previous day. The implied volatity was 12.12, the open interest changed by 62 which increased total open position to 202
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 241.85, which was 39.5 higher than the previous day. The implied volatity was 13.39, the open interest changed by -19 which decreased total open position to 152
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 210.9, which was 62.15 higher than the previous day. The implied volatity was 13.85, the open interest changed by 26 which increased total open position to 171
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 145.95, which was -64.05 lower than the previous day. The implied volatity was 13.61, the open interest changed by 5 which increased total open position to 147
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 210.55, which was -22.65 lower than the previous day. The implied volatity was 13.92, the open interest changed by 36 which increased total open position to 142
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 228.55, which was 13.15 higher than the previous day. The implied volatity was 13.52, the open interest changed by 32 which increased total open position to 111
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 217.95, which was 1.15 higher than the previous day. The implied volatity was 14.49, the open interest changed by 29 which increased total open position to 80
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 221.45, which was 19.6 higher than the previous day. The implied volatity was 14.39, the open interest changed by 21 which increased total open position to 56
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 204.65, which was -50.65 lower than the previous day. The implied volatity was 14.33, the open interest changed by 15 which increased total open position to 35
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 249.65, which was -177.35 lower than the previous day. The implied volatity was 14.67, the open interest changed by 20 which increased total open position to 20
| FINNIFTY 27MAR2025 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 18.06
Theta: -5.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 23290.00 | 314.95 | 7.4 | 14.77 | 1,376 | -31 | 164 |
| 12 Mar | 23327.90 | 303.95 | -120.45 | 15.51 | 456 | 126 | 197 |
| 11 Mar | 23203.35 | 392.3 | -109.75 | 16.74 | 11 | 6 | 72 |
| 10 Mar | 23056.85 | 502 | 70.9 | 16.38 | 121 | 24 | 66 |
| 7 Mar | 23136.20 | 445.05 | -8.35 | 15.46 | 113 | 5 | 42 |
| 6 Mar | 23163.00 | 449.05 | -53.45 | 16.42 | 57 | -1 | 37 |
| 5 Mar | 23050.60 | 501.45 | -34.5 | 15.90 | 29 | 0 | 40 |
| 4 Mar | 23028.45 | 535.95 | -34.05 | 16.94 | 26 | 7 | 26 |
| 3 Mar | 22953.00 | 570 | 54.3 | 16.58 | 61 | 9 | 19 |
| 28 Feb | 23028.95 | 515.7 | -62.05 | 15.55 | 37 | 11 | 11 |
For Nifty Financial Services - strike price 23450 expiring on 27MAR2025
Delta for 23450 PE is -0.55
Historical price for 23450 PE is as follows
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 314.95, which was 7.4 higher than the previous day. The implied volatity was 14.77, the open interest changed by -31 which decreased total open position to 164
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 303.95, which was -120.45 lower than the previous day. The implied volatity was 15.51, the open interest changed by 126 which increased total open position to 197
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 392.3, which was -109.75 lower than the previous day. The implied volatity was 16.74, the open interest changed by 6 which increased total open position to 72
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 502, which was 70.9 higher than the previous day. The implied volatity was 16.38, the open interest changed by 24 which increased total open position to 66
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 445.05, which was -8.35 lower than the previous day. The implied volatity was 15.46, the open interest changed by 5 which increased total open position to 42
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 449.05, which was -53.45 lower than the previous day. The implied volatity was 16.42, the open interest changed by -1 which decreased total open position to 37
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 501.45, which was -34.5 lower than the previous day. The implied volatity was 15.90, the open interest changed by 0 which decreased total open position to 40
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 535.95, which was -34.05 lower than the previous day. The implied volatity was 16.94, the open interest changed by 7 which increased total open position to 26
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 570, which was 54.3 higher than the previous day. The implied volatity was 16.58, the open interest changed by 9 which increased total open position to 19
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 515.7, which was -62.05 lower than the previous day. The implied volatity was 15.55, the open interest changed by 11 which increased total open position to 11
