FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
19 Mar 2025 04:13 PM IST
| FINNIFTY 27MAR2025 23650 CE | ||||||||||
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Delta: 0.86
Vega: 8.03
Theta: -12.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 19 Mar | 24140.35 | 583.45 | 152 | 14.55 | 453 | -91 | 280 | |||
| 18 Mar | 23969.70 | 458.8 | 278.35 | 13.24 | 1,088 | 114 | 372 | |||
| 17 Mar | 23529.25 | 188 | 79.15 | 13.63 | 1,034 | -168 | 261 | |||
| 13 Mar | 23290.00 | 108 | -42 | 12.21 | 614 | 53 | 430 | |||
| 12 Mar | 23327.90 | 156.7 | 29.8 | 13.30 | 786 | 135 | 381 | |||
| 11 Mar | 23203.35 | 126.45 | 33.9 | 13.20 | 1,287 | 126 | 245 | |||
| 10 Mar | 23056.85 | 87.2 | -53.5 | 13.31 | 304 | 62 | 119 | |||
| 7 Mar | 23136.20 | 136.05 | -22.7 | 13.54 | 179 | 8 | 57 | |||
| 6 Mar | 23163.00 | 154.05 | 8.35 | 13.39 | 414 | -136 | 49 | |||
| 5 Mar | 23050.60 | 148.2 | 5.15 | 14.27 | 375 | 125 | 185 | |||
| 4 Mar | 23028.45 | 151.05 | 10.9 | 14.14 | 181 | 7 | 61 | |||
| 3 Mar | 22953.00 | 139.95 | -42.1 | 14.15 | 333 | 14 | 62 | |||
| 28 Feb | 23028.95 | 182.15 | -163.2 | 14.72 | 155 | 47 | 47 | |||
For Nifty Financial Services - strike price 23650 expiring on 27MAR2025
Delta for 23650 CE is 0.86
Historical price for 23650 CE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 583.45, which was 152 higher than the previous day. The implied volatity was 14.55, the open interest changed by -91 which decreased total open position to 280
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 458.8, which was 278.35 higher than the previous day. The implied volatity was 13.24, the open interest changed by 114 which increased total open position to 372
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 188, which was 79.15 higher than the previous day. The implied volatity was 13.63, the open interest changed by -168 which decreased total open position to 261
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 108, which was -42 lower than the previous day. The implied volatity was 12.21, the open interest changed by 53 which increased total open position to 430
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 156.7, which was 29.8 higher than the previous day. The implied volatity was 13.30, the open interest changed by 135 which increased total open position to 381
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 126.45, which was 33.9 higher than the previous day. The implied volatity was 13.20, the open interest changed by 126 which increased total open position to 245
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 87.2, which was -53.5 lower than the previous day. The implied volatity was 13.31, the open interest changed by 62 which increased total open position to 119
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 136.05, which was -22.7 lower than the previous day. The implied volatity was 13.54, the open interest changed by 8 which increased total open position to 57
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 154.05, which was 8.35 higher than the previous day. The implied volatity was 13.39, the open interest changed by -136 which decreased total open position to 49
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 148.2, which was 5.15 higher than the previous day. The implied volatity was 14.27, the open interest changed by 125 which increased total open position to 185
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 151.05, which was 10.9 higher than the previous day. The implied volatity was 14.14, the open interest changed by 7 which increased total open position to 61
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 139.95, which was -42.1 lower than the previous day. The implied volatity was 14.15, the open interest changed by 14 which increased total open position to 62
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 182.15, which was -163.2 lower than the previous day. The implied volatity was 14.72, the open interest changed by 47 which increased total open position to 47
| FINNIFTY 27MAR2025 23650 PE | |||||||
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Delta: -0.16
Vega: 8.77
Theta: -7.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 24140.35 | 49 | -44.35 | 15.84 | 589 | 55 | 197 |
| 18 Mar | 23969.70 | 83.45 | -170.9 | 15.46 | 984 | 69 | 143 |
| 17 Mar | 23529.25 | 248 | -186.9 | 14.27 | 249 | 18 | 75 |
| 13 Mar | 23290.00 | 438.3 | 24.15 | 14.74 | 35 | 20 | 57 |
| 12 Mar | 23327.90 | 410.55 | -296.05 | 15.11 | 5 | 0 | 36 |
| 11 Mar | 23203.35 | 706.6 | 63.1 | 26.97 | 8 | 0 | 34 |
| 10 Mar | 23056.85 | 640 | 94.2 | 16.36 | 17 | 11 | 34 |
| 7 Mar | 23136.20 | 545.8 | -26.2 | 13.89 | 19 | 10 | 23 |
| 6 Mar | 23163.00 | 572 | -42 | 16.43 | 21 | 4 | 13 |
| 5 Mar | 23050.60 | 614 | -83 | 14.99 | 14 | 5 | 9 |
| 4 Mar | 23028.45 | 697 | -23 | 18.35 | 1 | 0 | 3 |
| 3 Mar | 22953.00 | 720 | 24.95 | 17.38 | 3 | 2 | 2 |
| 28 Feb | 23028.95 | 695.05 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 23650 expiring on 27MAR2025
Delta for 23650 PE is -0.16
Historical price for 23650 PE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 49, which was -44.35 lower than the previous day. The implied volatity was 15.84, the open interest changed by 55 which increased total open position to 197
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 83.45, which was -170.9 lower than the previous day. The implied volatity was 15.46, the open interest changed by 69 which increased total open position to 143
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 248, which was -186.9 lower than the previous day. The implied volatity was 14.27, the open interest changed by 18 which increased total open position to 75
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 438.3, which was 24.15 higher than the previous day. The implied volatity was 14.74, the open interest changed by 20 which increased total open position to 57
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 410.55, which was -296.05 lower than the previous day. The implied volatity was 15.11, the open interest changed by 0 which decreased total open position to 36
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 706.6, which was 63.1 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 34
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 640, which was 94.2 higher than the previous day. The implied volatity was 16.36, the open interest changed by 11 which increased total open position to 34
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 545.8, which was -26.2 lower than the previous day. The implied volatity was 13.89, the open interest changed by 10 which increased total open position to 23
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 572, which was -42 lower than the previous day. The implied volatity was 16.43, the open interest changed by 4 which increased total open position to 13
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 614, which was -83 lower than the previous day. The implied volatity was 14.99, the open interest changed by 5 which increased total open position to 9
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 697, which was -23 lower than the previous day. The implied volatity was 18.35, the open interest changed by 0 which decreased total open position to 3
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 720, which was 24.95 higher than the previous day. The implied volatity was 17.38, the open interest changed by 2 which increased total open position to 2
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 695.05, 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
