FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 895.3 | -31.7 | - | 10 | 2 | 110 | |||
| 3 Apr | 24724.95 | 926.2 | 34.2 | 14.81 | 10 | 2 | 108 | |||
| 2 Apr | 24750.05 | 892 | 74.3 | - | 34 | 14 | 106 | |||
| 1 Apr | 24529.40 | 817.7 | -437.85 | 15.41 | 53 | 3 | 91 | |||
| 28 Mar | 25074.90 | 1259.85 | 31.65 | 12.86 | 74 | 0 | 88 | |||
| 27 Mar | 25011.15 | 1230 | 179 | 12.20 | 76 | 65 | 80 | |||
| 26 Mar | 24829.60 | 1051 | -199 | 12.51 | 2 | 1 | 16 | |||
| 25 Mar | 25086.00 | 1250 | 0 | 12.53 | 1 | 0 | 14 | |||
| 24 Mar | 25057.55 | 1250 | 400 | - | 5 | -2 | 14 | |||
| 21 Mar | 24567.95 | 850 | 113.25 | 10.47 | 12 | 1 | 15 | |||
| 20 Mar | 24309.00 | 736.75 | 89.2 | 14.76 | 4 | 0 | 14 | |||
| 19 Mar | 24140.35 | 645.05 | 102.45 | 14.30 | 21 | 9 | 15 | |||
| 18 Mar | 23969.70 | 521 | -156.65 | 12.75 | 32 | 5 | 5 | |||
| 17 Mar | 23529.25 | 677.65 | 0 | 0.72 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 677.65 | 0 | 1.43 | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Mar | 23203.35 | 677.65 | 0 | 1.53 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 677.65 | 0 | 1.52 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 677.65 | 0 | 1.60 | 0 | 0 | 0 | |||
| 7 Feb | 23539.75 | 677.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 23660.40 | 677.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 23664.40 | 677.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 23620.70 | 677.65 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24000 expiring on 24APR2025
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 895.3, which was -31.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 110
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 926.2, which was 34.2 higher than the previous day. The implied volatity was 14.81, the open interest changed by 2 which increased total open position to 108
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 892, which was 74.3 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 106
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 817.7, which was -437.85 lower than the previous day. The implied volatity was 15.41, the open interest changed by 3 which increased total open position to 91
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 1259.85, which was 31.65 higher than the previous day. The implied volatity was 12.86, the open interest changed by 0 which decreased total open position to 88
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 1230, which was 179 higher than the previous day. The implied volatity was 12.20, the open interest changed by 65 which increased total open position to 80
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 1051, which was -199 lower than the previous day. The implied volatity was 12.51, the open interest changed by 1 which increased total open position to 16
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 1250, which was 0 lower than the previous day. The implied volatity was 12.53, the open interest changed by 0 which decreased total open position to 14
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 1250, which was 400 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 850, which was 113.25 higher than the previous day. The implied volatity was 10.47, the open interest changed by 1 which increased total open position to 15
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 736.75, which was 89.2 higher than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 14
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 645.05, which was 102.45 higher than the previous day. The implied volatity was 14.30, the open interest changed by 9 which increased total open position to 15
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 521, which was -156.65 lower than the previous day. The implied volatity was 12.75, the open interest changed by 5 which increased total open position to 5
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 677.65, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 677.65, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 677.65, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 677.65, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 677.65, which was 0 lower than the previous day. The implied volatity was 1.60, 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 677.65, 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 0
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 677.65, 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 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 677.65, 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 677.65, 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 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 14.88
Theta: -5.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 95.45 | -10.15 | 17.30 | 5,912 | 1,059 | 2,212 |
| 3 Apr | 24724.95 | 105 | 4.85 | 16.89 | 1,784 | 259 | 1,148 |
| 2 Apr | 24750.05 | 95.55 | -36.25 | 16.38 | 1,533 | 69 | 921 |
| 1 Apr | 24529.40 | 130 | 58.95 | 15.67 | 3,224 | -313 | 846 |
| 28 Mar | 25074.90 | 70 | -38.3 | 16.37 | 3,659 | 748 | 1,159 |
| 27 Mar | 25011.15 | 109.2 | -11.85 | 18.22 | 524 | 226 | 410 |
| 26 Mar | 24829.60 | 112 | 10.65 | 16.24 | 160 | 23 | 185 |
| 25 Mar | 25086.00 | 108 | 0.8 | 17.78 | 144 | 29 | 162 |
| 24 Mar | 25057.55 | 99.1 | -97.4 | 17.62 | 116 | 3 | 133 |
| 21 Mar | 24567.95 | 195 | -82.85 | 16.72 | 134 | 119 | 129 |
| 20 Mar | 24309.00 | 277.85 | -35.2 | 16.66 | 24 | 1 | 9 |
| 19 Mar | 24140.35 | 313.05 | -831.65 | 15.96 | 10 | 8 | 8 |
| 18 Mar | 23969.70 | 0 | 0 | 0.64 | 0 | 0 | 0 |
| 17 Mar | 23529.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 23290.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 23203.35 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 23056.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 23163.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 23539.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 23660.40 | 0 | 0 | 0.38 | 0 | 0 | 0 |
| 5 Feb | 23664.40 | 0 | 0 | 0.44 | 0 | 0 | 0 |
| 4 Feb | 23620.70 | 0 | 0 | 0.36 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24000 expiring on 24APR2025
Delta for 24000 PE is -0.17
Historical price for 24000 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 95.45, which was -10.15 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1059 which increased total open position to 2212
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 105, which was 4.85 higher than the previous day. The implied volatity was 16.89, the open interest changed by 259 which increased total open position to 1148
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 95.55, which was -36.25 lower than the previous day. The implied volatity was 16.38, the open interest changed by 69 which increased total open position to 921
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 130, which was 58.95 higher than the previous day. The implied volatity was 15.67, the open interest changed by -313 which decreased total open position to 846
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 70, which was -38.3 lower than the previous day. The implied volatity was 16.37, the open interest changed by 748 which increased total open position to 1159
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 109.2, which was -11.85 lower than the previous day. The implied volatity was 18.22, the open interest changed by 226 which increased total open position to 410
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 112, which was 10.65 higher than the previous day. The implied volatity was 16.24, the open interest changed by 23 which increased total open position to 185
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 108, which was 0.8 higher than the previous day. The implied volatity was 17.78, the open interest changed by 29 which increased total open position to 162
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 99.1, which was -97.4 lower than the previous day. The implied volatity was 17.62, the open interest changed by 3 which increased total open position to 133
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 195, which was -82.85 lower than the previous day. The implied volatity was 16.72, the open interest changed by 119 which increased total open position to 129
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 277.85, which was -35.2 lower than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 9
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 313.05, which was -831.65 lower than the previous day. The implied volatity was 15.96, the open interest changed by 8 which increased total open position to 8
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 17 Mar FINNIFTY was trading at 23529.25. 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 13 Mar FINNIFTY was trading at 23290.00. 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 11 Mar FINNIFTY was trading at 23203.35. 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 10 Mar FINNIFTY was trading at 23056.85. 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 6 Mar FINNIFTY was trading at 23163.00. 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 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 -, 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 0.38, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.44, 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 0.36, the open interest changed by 0 which decreased total open position to 0
