FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
02 Apr 2026 04:12 PM IST
| FINNIFTY 28-Apr-2026 (25d) 24000 CE | ||||||||||||||||
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Delta: 0.56
Vega: 25.29
Theta: -17.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 2 Apr | 24041.55 | 845 | -17.35 | 28.7 | 1,655 | 85 | 232 | |||||||||
| 1 Apr | 23981.80 | 858.85 | 10.9 | 29.38 | 655 | 111 | 145 | |||||||||
| 30 Mar | 23521.80 | 855.2 | -2609.3 | 36.34 | 66 | 30 | 30 | |||||||||
For Nifty Financial Services - strike price 24000 expiring on 28APR2026
Delta for 24000 CE is 0.56
Historical price for 24000 CE is as follows
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 845, which was -17.35 lower than the previous day. The implied volatity was 28.7, the open interest changed by 85 which increased total open position to 232
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 858.85, which was 10.9 higher than the previous day. The implied volatity was 29.38, the open interest changed by 111 which increased total open position to 145
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 855.2, which was -2609.3 lower than the previous day. The implied volatity was 36.34, the open interest changed by 30 which increased total open position to 30
| FINNIFTY 28-Apr-2026 (25d) 24000 PE | |||||||
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Delta: -0.44
Vega: 25.32
Theta: -12.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 24041.55 | 705 | -6.35 | 31.75 | 375 | 47 | 226 |
| 1 Apr | 23981.80 | 712 | -236.2 | 30.9 | 1,015 | 143 | 185 |
| 30 Mar | 23521.80 | 972 | 971.7 | 31.78 | 47 | 41 | 41 |
For Nifty Financial Services - strike price 24000 expiring on 28APR2026
Delta for 24000 PE is -0.44
Historical price for 24000 PE is as follows
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 705, which was -6.35 lower than the previous day. The implied volatity was 31.75, the open interest changed by 47 which increased total open position to 226
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 712, which was -236.2 lower than the previous day. The implied volatity was 30.9, the open interest changed by 143 which increased total open position to 185
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 972, which was 971.7 higher than the previous day. The implied volatity was 31.78, the open interest changed by 41 which increased total open position to 41
