FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Apr 2025 11:45 AM IST
| FINNIFTY 24APR2025 23850 CE | ||||||||||
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Delta: 0.85
Vega: 11.08
Theta: -13.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 24621.95 | 927.55 | 248.05 | 18.61 | 12 | -1 | 17 | |||
| 9 Apr | 24132.65 | 679.5 | -159.3 | 22.99 | 32 | 5 | 18 | |||
| 8 Apr | 24301.50 | 838.3 | 209.05 | 24.83 | 62 | -16 | 14 | |||
| 7 Apr | 23908.45 | 650.6 | -749.2 | 25.37 | 326 | 29 | 29 | |||
| 4 Apr | 24774.30 | 1399.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 24724.95 | 1399.8 | 0 | - | 0 | 0 | 0 | |||
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| 2 Apr | 24750.05 | 1399.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 24529.40 | 1399.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 25074.90 | 1399.8 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 23850 expiring on 24APR2025
Delta for 23850 CE is 0.85
Historical price for 23850 CE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 927.55, which was 248.05 higher than the previous day. The implied volatity was 18.61, the open interest changed by -1 which decreased total open position to 17
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 679.5, which was -159.3 lower than the previous day. The implied volatity was 22.99, the open interest changed by 5 which increased total open position to 18
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 838.3, which was 209.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by -16 which decreased total open position to 14
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 650.6, which was -749.2 lower than the previous day. The implied volatity was 25.37, the open interest changed by 29 which increased total open position to 29
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 1399.8, 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 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 1399.8, 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 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 1399.8, 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 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 1399.8, 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 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 1399.8, 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
| FINNIFTY 24APR2025 23850 PE | |||||||
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Delta: -0.21
Vega: 13.49
Theta: -10.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 24621.95 | 136 | -167.85 | 23.88 | 57 | 9 | 115 |
| 9 Apr | 24132.65 | 302.3 | 46.2 | 24.75 | 200 | 36 | 106 |
| 8 Apr | 24301.50 | 246.5 | -240 | 23.91 | 101 | -9 | 69 |
| 7 Apr | 23908.45 | 376.05 | 295.55 | 23.72 | 973 | 28 | 78 |
| 4 Apr | 24774.30 | 81.5 | -1.45 | 18.11 | 238 | -8 | 51 |
| 3 Apr | 24724.95 | 82.55 | 0.9 | 17.19 | 143 | 35 | 55 |
| 2 Apr | 24750.05 | 84.95 | -23.4 | 17.40 | 131 | 22 | 22 |
| 1 Apr | 24529.40 | 108.35 | 0 | 3.24 | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 108.35 | 0 | 4.79 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 23850 expiring on 24APR2025
Delta for 23850 PE is -0.21
Historical price for 23850 PE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 136, which was -167.85 lower than the previous day. The implied volatity was 23.88, the open interest changed by 9 which increased total open position to 115
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 302.3, which was 46.2 higher than the previous day. The implied volatity was 24.75, the open interest changed by 36 which increased total open position to 106
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 246.5, which was -240 lower than the previous day. The implied volatity was 23.91, the open interest changed by -9 which decreased total open position to 69
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 376.05, which was 295.55 higher than the previous day. The implied volatity was 23.72, the open interest changed by 28 which increased total open position to 78
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 81.5, which was -1.45 lower than the previous day. The implied volatity was 18.11, the open interest changed by -8 which decreased total open position to 51
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 82.55, which was 0.9 higher than the previous day. The implied volatity was 17.19, the open interest changed by 35 which increased total open position to 55
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 84.95, which was -23.4 lower than the previous day. The implied volatity was 17.40, the open interest changed by 22 which increased total open position to 22
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 108.35, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 108.35, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0
