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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23203.35 146.50 (0.64%)

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Historical option data for FINNIFTY

11 Mar 2025 04:12 PM IST
FINNIFTY 27MAR2025 23600 CE
Delta: 0.33
Vega: 17.66
Theta: -9.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 23203.35 134.05 28.5 12.74 1,330 173 467
10 Mar 23056.85 102.3 -52.65 13.54 652 12 294
7 Mar 23136.20 159 -15.5 13.89 910 3 282
6 Mar 23163.00 170.7 9.25 13.41 1,766 112 278
5 Mar 23050.60 162.2 0.35 14.24 705 35 170
4 Mar 23028.45 161.05 7.6 13.92 360 15 139
3 Mar 22953.00 151.45 -46.35 14.04 519 29 129
28 Feb 23028.95 197.2 -55.5 14.74 429 96 100
27 Feb 23173.65 248.45 -76.25 14.71 19 3 4
25 Feb 23036.05 324.7 0 0.00 0 0 1
24 Feb 22995.20 324.7 -721.8 18.59 1 0 0
21 Feb 23174.35 1046.5 0 0.98 0 0 0
20 Feb 23281.40 1046.5 0 0.32 0 0 0
19 Feb 23456.20 1046.5 0 - 0 0 0
18 Feb 23280.30 1046.5 0 0.82 0 0 0
17 Feb 23271.00 1046.5 0 0.36 0 0 0
14 Feb 23186.90 1046.5 0 0.50 0 0 0
13 Feb 23272.40 1046.5 0 0.20 0 0 0
12 Feb 23192.80 1046.5 0 1.56 0 0 0
11 Feb 23089.60 1046.5 0 0.65 0 0 0
10 Feb 23400.35 1046.5 0 - 0 0 0
7 Feb 23539.75 1046.5 0 - 0 0 0
6 Feb 23660.40 1046.5 0 - 0 0 0
4 Feb 23620.70 1046.5 0 - 0 0 0
3 Feb 23132.45 1046.5 0 0.39 0 0 0
1 Feb 23170.25 1046.5 0 0.22 0 0 0
31 Jan 23220.55 1046.5 0 0.33 0 0 0
29 Jan 23044.95 1046.5 0 0.53 0 0 0
28 Jan 22805.90 1046.5 0 1.42 0 0 0
27 Jan 22383.10 1046.5 0 2.09 0 0 0
24 Jan 22513.50 1046.5 0 1.77 0 0 0
23 Jan 22625.85 1046.5 0.00 1.39 0 0 0
22 Jan 22650.40 1046.5 0.00 1.34 0 0 0
21 Jan 22548.90 1046.5 0.00 1.31 0 0 0
17 Jan 22608.20 1046.5 0.00 1.18 0 0 0
16 Jan 22943.75 1046.5 0.00 0.55 0 0 0
15 Jan 22680.10 1046.5 0.00 1.15 0 0 0
14 Jan 22722.15 1046.5 0.00 1.16 0 0 0
13 Jan 22400.45 1046.5 0.00 1.33 0 0 0
10 Jan 22730.20 1046.5 0.00 0.66 0 0 0
8 Jan 23236.05 1046.5 0.00 - 0 0 0
7 Jan 23430.30 1046.5 0.00 - 0 0 0
6 Jan 23317.85 1046.5 - 0 0 0


For Nifty Financial Services - strike price 23600 expiring on 27MAR2025

Delta for 23600 CE is 0.33

Historical price for 23600 CE is as follows

On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 134.05, which was 28.5 higher than the previous day. The implied volatity was 12.74, the open interest changed by 173 which increased total open position to 467


On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 102.3, which was -52.65 lower than the previous day. The implied volatity was 13.54, the open interest changed by 12 which increased total open position to 294


On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 159, which was -15.5 lower than the previous day. The implied volatity was 13.89, the open interest changed by 3 which increased total open position to 282


On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 170.7, which was 9.25 higher than the previous day. The implied volatity was 13.41, the open interest changed by 112 which increased total open position to 278


On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 162.2, which was 0.35 higher than the previous day. The implied volatity was 14.24, the open interest changed by 35 which increased total open position to 170


On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 161.05, which was 7.6 higher than the previous day. The implied volatity was 13.92, the open interest changed by 15 which increased total open position to 139


On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 151.45, which was -46.35 lower than the previous day. The implied volatity was 14.04, the open interest changed by 29 which increased total open position to 129


On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 197.2, which was -55.5 lower than the previous day. The implied volatity was 14.74, the open interest changed by 96 which increased total open position to 100


On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 248.45, which was -76.25 lower than the previous day. The implied volatity was 14.71, the open interest changed by 3 which increased total open position to 4


On 25 Feb FINNIFTY was trading at 23036.05. The strike last trading price was 324.7, 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 1


On 24 Feb FINNIFTY was trading at 22995.20. The strike last trading price was 324.7, which was -721.8 lower than the previous day. The implied volatity was 18.59, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.98, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.32, 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 1046.5, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0


On 17 Feb FINNIFTY was trading at 23271.00. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 0.36, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 13 Feb FINNIFTY was trading at 23272.40. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 0.20, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 1.56, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 10 Feb FINNIFTY was trading at 23400.35. The strike last trading price was 1046.5, 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 1046.5, 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 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 1046.5, 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 1046.5, 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 1046.5, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1046.5, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1046.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1046.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 27MAR2025 23600 PE
Delta: -0.63
Vega: 18.43
Theta: -5.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 23203.35 481.95 -120.05 16.71 18 4 66
10 Mar 23056.85 604 53 16.37 18 -1 63
7 Mar 23136.20 551 2.3 15.90 79 21 64
6 Mar 23163.00 542 -58.35 16.53 131 12 43
5 Mar 23050.60 604.65 -49.35 16.22 34 10 31
4 Mar 23028.45 654 -21.6 17.99 43 -5 20
3 Mar 22953.00 670.05 35.15 16.65 85 39 51
28 Feb 23028.95 634.9 -103.5 15.40 85 12 12
27 Feb 23173.65 738.4 0 - 0 0 0
25 Feb 23036.05 738.4 0 - 0 0 0
24 Feb 22995.20 738.4 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 0.31 0 0 0
18 Feb 23280.30 0 0 - 0 0 0
17 Feb 23271.00 0 0 - 0 0 0
14 Feb 23186.90 0 0 - 0 0 0
13 Feb 23272.40 0 0 - 0 0 0
12 Feb 23192.80 0 0 - 0 0 0
11 Feb 23089.60 0 0 - 0 0 0
10 Feb 23400.35 0 0 0.34 0 0 0
7 Feb 23539.75 0 0 0.62 0 0 0
6 Feb 23660.40 0 0 1.09 0 0 0
4 Feb 23620.70 0 0 1.02 0 0 0
3 Feb 23132.45 0 0 - 0 0 0
1 Feb 23170.25 0 0 - 0 0 0
31 Jan 23220.55 0 0 - 0 0 0
29 Jan 23044.95 0 0 - 0 0 0
28 Jan 22805.90 0 0 - 0 0 0
27 Jan 22383.10 0 0 - 0 0 0
24 Jan 22513.50 0 0 - 0 0 0
23 Jan 22625.85 0 0.00 - 0 0 0
22 Jan 22650.40 0 0.00 - 0 0 0
21 Jan 22548.90 0 0.00 - 0 0 0
17 Jan 22608.20 0 0.00 - 0 0 0
16 Jan 22943.75 0 0.00 - 0 0 0
15 Jan 22680.10 0 0.00 - 0 0 0
14 Jan 22722.15 0 0.00 - 0 0 0
13 Jan 22400.45 0 0.00 - 0 0 0
10 Jan 22730.20 0 0.00 - 0 0 0
8 Jan 23236.05 0 0.00 0.30 0 0 0
7 Jan 23430.30 0 0.00 0.83 0 0 0
6 Jan 23317.85 0 0.53 0 0 0


For Nifty Financial Services - strike price 23600 expiring on 27MAR2025

Delta for 23600 PE is -0.63

Historical price for 23600 PE is as follows

On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 481.95, which was -120.05 lower than the previous day. The implied volatity was 16.71, the open interest changed by 4 which increased total open position to 66


On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 604, which was 53 higher than the previous day. The implied volatity was 16.37, the open interest changed by -1 which decreased total open position to 63


On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 551, which was 2.3 higher than the previous day. The implied volatity was 15.90, the open interest changed by 21 which increased total open position to 64


On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 542, which was -58.35 lower than the previous day. The implied volatity was 16.53, the open interest changed by 12 which increased total open position to 43


On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 604.65, which was -49.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 10 which increased total open position to 31


On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 654, which was -21.6 lower than the previous day. The implied volatity was 17.99, the open interest changed by -5 which decreased total open position to 20


On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 670.05, which was 35.15 higher than the previous day. The implied volatity was 16.65, the open interest changed by 39 which increased total open position to 51


On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 634.9, which was -103.5 lower than the previous day. The implied volatity was 15.40, the open interest changed by 12 which increased total open position to 12


On 27 Feb FINNIFTY was trading at 23173.65. The strike last trading price was 738.4, 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 738.4, 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 738.4, 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 0.31, 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 17 Feb FINNIFTY was trading at 23271.00. 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 13 Feb FINNIFTY was trading at 23272.40. 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 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 10 Feb FINNIFTY was trading at 23400.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.34, 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 0.62, the open interest changed by 0 which decreased total open position to 0


On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.09, 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 1.02, 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


On 1 Feb FINNIFTY was trading at 23170.25. 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 31 Jan FINNIFTY was trading at 23220.55. 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 29 Jan FINNIFTY was trading at 23044.95. 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 28 Jan FINNIFTY was trading at 22805.90. 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 27 Jan FINNIFTY was trading at 22383.10. 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 24 Jan FINNIFTY was trading at 22513.50. 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 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0