FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
19 Mar 2025 04:13 PM IST
FINNIFTY 27MAR2025 24050 CE | ||||||||||
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Delta: 0.62
Vega: 13.59
Theta: -15.70
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Mar | 24140.35 | 276.9 | 93.5 | 13.72 | 3,168 | -128 | 358 | |||
18 Mar | 23969.70 | 188.8 | 140.85 | 12.52 | 1,821 | 28 | 496 | |||
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17 Mar | 23529.25 | 49 | 21.25 | 12.58 | 874 | 430 | 468 | |||
13 Mar | 23290.00 | 29.1 | -16.9 | 12.01 | 154 | 7 | 37 | |||
12 Mar | 23327.90 | 47.8 | 8.7 | 12.58 | 108 | 12 | 31 | |||
11 Mar | 23203.35 | 29.6 | -6.45 | 11.76 | 32 | 9 | 19 | |||
10 Mar | 23056.85 | 36.05 | -12.45 | 14.16 | 95 | 5 | 11 | |||
7 Mar | 23136.20 | 48.5 | -19.2 | 13.11 | 6 | -1 | 6 | |||
6 Mar | 23163.00 | 67.7 | -2.3 | 13.71 | 27 | 5 | 7 | |||
5 Mar | 23050.60 | 70 | -146.95 | 14.68 | 2 | 1 | 1 | |||
4 Mar | 23028.45 | 216.95 | 0 | 3.37 | 0 | 0 | 0 | |||
3 Mar | 22953.00 | 216.95 | 0 | 3.52 | 0 | 0 | 0 | |||
28 Feb | 23028.95 | 216.95 | 0 | 3.16 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24050 expiring on 27MAR2025
Delta for 24050 CE is 0.62
Historical price for 24050 CE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 276.9, which was 93.5 higher than the previous day. The implied volatity was 13.72, the open interest changed by -128 which decreased total open position to 358
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 188.8, which was 140.85 higher than the previous day. The implied volatity was 12.52, the open interest changed by 28 which increased total open position to 496
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 49, which was 21.25 higher than the previous day. The implied volatity was 12.58, the open interest changed by 430 which increased total open position to 468
On 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 29.1, which was -16.9 lower than the previous day. The implied volatity was 12.01, the open interest changed by 7 which increased total open position to 37
On 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 47.8, which was 8.7 higher than the previous day. The implied volatity was 12.58, the open interest changed by 12 which increased total open position to 31
On 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 29.6, which was -6.45 lower than the previous day. The implied volatity was 11.76, the open interest changed by 9 which increased total open position to 19
On 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 36.05, which was -12.45 lower than the previous day. The implied volatity was 14.16, the open interest changed by 5 which increased total open position to 11
On 7 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 48.5, which was -19.2 lower than the previous day. The implied volatity was 13.11, the open interest changed by -1 which decreased total open position to 6
On 6 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 67.7, which was -2.3 lower than the previous day. The implied volatity was 13.71, the open interest changed by 5 which increased total open position to 7
On 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 70, which was -146.95 lower than the previous day. The implied volatity was 14.68, the open interest changed by 1 which increased total open position to 1
On 4 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 216.95, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 3 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 216.95, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
On 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 216.95, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
FINNIFTY 27MAR2025 24050 PE | |||||||
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Delta: -0.38
Vega: 13.62
Theta: -9.36
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Mar | 24140.35 | 134.4 | -99.55 | 14.00 | 2,472 | 272 | 334 |
18 Mar | 23969.70 | 218 | -746.5 | 14.55 | 170 | 63 | 63 |
17 Mar | 23529.25 | 964.5 | 0 | - | 0 | 0 | 0 |
13 Mar | 23290.00 | 964.5 | 0 | - | 0 | 0 | 0 |
12 Mar | 23327.90 | 964.5 | 0 | - | 0 | 0 | 0 |
11 Mar | 23203.35 | 964.5 | 0 | - | 0 | 0 | 0 |
10 Mar | 23056.85 | 964.5 | 0 | - | 0 | 0 | 0 |
7 Mar | 23136.20 | 964.5 | 0 | - | 0 | 0 | 0 |
6 Mar | 23163.00 | 964.5 | 0 | - | 0 | 0 | 0 |
5 Mar | 23050.60 | 964.5 | 0 | - | 0 | 0 | 0 |
4 Mar | 23028.45 | 964.5 | 0 | - | 0 | 0 | 0 |
3 Mar | 22953.00 | 964.5 | 0 | - | 0 | 0 | 0 |
28 Feb | 23028.95 | 964.5 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24050 expiring on 27MAR2025
Delta for 24050 PE is -0.38
Historical price for 24050 PE is as follows
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 134.4, which was -99.55 lower than the previous day. The implied volatity was 14.00, the open interest changed by 272 which increased total open position to 334
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 218, which was -746.5 lower than the previous day. The implied volatity was 14.55, the open interest changed by 63 which increased total open position to 63
On 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 964.5, 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 13 Mar FINNIFTY was trading at 23290.00. The strike last trading price was 964.5, 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 12 Mar FINNIFTY was trading at 23327.90. The strike last trading price was 964.5, 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 11 Mar FINNIFTY was trading at 23203.35. The strike last trading price was 964.5, 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 10 Mar FINNIFTY was trading at 23056.85. The strike last trading price was 964.5, 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 Mar FINNIFTY was trading at 23136.20. The strike last trading price was 964.5, 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 Mar FINNIFTY was trading at 23163.00. The strike last trading price was 964.5, 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 5 Mar FINNIFTY was trading at 23050.60. The strike last trading price was 964.5, 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 Mar FINNIFTY was trading at 23028.45. The strike last trading price was 964.5, 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 Mar FINNIFTY was trading at 22953.00. The strike last trading price was 964.5, 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 28 Feb FINNIFTY was trading at 23028.95. The strike last trading price was 964.5, 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