FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Apr 2025 11:45 AM IST
| FINNIFTY 24APR2025 24050 CE | ||||||||||
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Delta: 0.75
Vega: 14.91
Theta: -17.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 24621.95 | 816.9 | 262.9 | 22.04 | 57 | -16 | 82 | |||
| 9 Apr | 24132.65 | 567.45 | -120.8 | 23.27 | 728 | 67 | 102 | |||
| 8 Apr | 24301.50 | 700 | 197.7 | 24.32 | 261 | -20 | 35 | |||
| 7 Apr | 23908.45 | 528.15 | -348.85 | 24.57 | 583 | 50 | 55 | |||
| 4 Apr | 24774.30 | 877 | 39.95 | 10.62 | 1 | 0 | 4 | |||
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| 3 Apr | 24724.95 | 837.05 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 24750.05 | 837.05 | 35.5 | - | 3 | 1 | 4 | |||
| 1 Apr | 24529.40 | 801.55 | -436.35 | 16.56 | 3 | 2 | 2 | |||
| 28 Mar | 25074.90 | 1237.9 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24050 expiring on 24APR2025
Delta for 24050 CE is 0.75
Historical price for 24050 CE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 816.9, which was 262.9 higher than the previous day. The implied volatity was 22.04, the open interest changed by -16 which decreased total open position to 82
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 567.45, which was -120.8 lower than the previous day. The implied volatity was 23.27, the open interest changed by 67 which increased total open position to 102
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 700, which was 197.7 higher than the previous day. The implied volatity was 24.32, the open interest changed by -20 which decreased total open position to 35
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 528.15, which was -348.85 lower than the previous day. The implied volatity was 24.57, the open interest changed by 50 which increased total open position to 55
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 877, which was 39.95 higher than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 4
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 837.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 837.05, which was 35.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 801.55, which was -436.35 lower than the previous day. The implied volatity was 16.56, the open interest changed by 2 which increased total open position to 2
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 1237.9, 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 24050 PE | |||||||
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Delta: -0.26
Vega: 15.16
Theta: -11.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 24621.95 | 172 | -203.5 | 22.93 | 124 | 12 | 194 |
| 9 Apr | 24132.65 | 372.3 | 56.8 | 24.14 | 910 | -16 | 184 |
| 8 Apr | 24301.50 | 312.3 | -237.7 | 23.64 | 344 | 7 | 200 |
| 7 Apr | 23908.45 | 493.35 | 382.75 | 24.93 | 350 | -6 | 193 |
| 4 Apr | 24774.30 | 109.7 | -6 | 17.60 | 277 | -26 | 200 |
| 3 Apr | 24724.95 | 117.2 | 7.45 | 16.99 | 211 | 24 | 226 |
| 2 Apr | 24750.05 | 106.5 | -35.3 | 16.46 | 74 | 7 | 203 |
| 1 Apr | 24529.40 | 146.8 | 76.8 | 15.90 | 338 | 185 | 185 |
| 28 Mar | 25074.90 | 70 | -75.4 | 15.89 | 1 | 0 | 0 |
For Nifty Financial Services - strike price 24050 expiring on 24APR2025
Delta for 24050 PE is -0.26
Historical price for 24050 PE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 172, which was -203.5 lower than the previous day. The implied volatity was 22.93, the open interest changed by 12 which increased total open position to 194
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 372.3, which was 56.8 higher than the previous day. The implied volatity was 24.14, the open interest changed by -16 which decreased total open position to 184
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 312.3, which was -237.7 lower than the previous day. The implied volatity was 23.64, the open interest changed by 7 which increased total open position to 200
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 493.35, which was 382.75 higher than the previous day. The implied volatity was 24.93, the open interest changed by -6 which decreased total open position to 193
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 109.7, which was -6 lower than the previous day. The implied volatity was 17.60, the open interest changed by -26 which decreased total open position to 200
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 117.2, which was 7.45 higher than the previous day. The implied volatity was 16.99, the open interest changed by 24 which increased total open position to 226
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 106.5, which was -35.3 lower than the previous day. The implied volatity was 16.46, the open interest changed by 7 which increased total open position to 203
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 146.8, which was 76.8 higher than the previous day. The implied volatity was 15.90, the open interest changed by 185 which increased total open position to 185
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 70, which was -75.4 lower than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 0
