FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 16.61
Theta: -11.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 813.6 | 41.6 | 15.52 | 2 | 0 | 11 | |||
| 3 Apr | 24724.95 | 772 | 17 | 15.12 | 12 | 0 | 11 | |||
| 2 Apr | 24750.05 | 755 | 68.1 | 11.76 | 22 | 8 | 12 | |||
| 1 Apr | 24529.40 | 686.9 | -423.1 | 16.11 | 5 | 3 | 3 | |||
| 28 Mar | 25074.90 | 1110 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 25011.15 | 1110 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 24829.60 | 1110 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 25086.00 | 1110 | 507.5 | 14.87 | 1 | 0 | 0 | |||
| 24 Mar | 25057.55 | 602.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 602.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 602.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 602.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 602.5 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 602.5 | 0 | 1.36 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 602.5 | 0 | 1.87 | 0 | 0 | 0 | |||
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| 11 Mar | 23203.35 | 602.5 | 0 | 2.01 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 602.5 | 0 | 1.99 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 602.5 | 0 | 2.13 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24200 expiring on 24APR2025
Delta for 24200 CE is 0.79
Historical price for 24200 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 813.6, which was 41.6 higher than the previous day. The implied volatity was 15.52, the open interest changed by 0 which decreased total open position to 11
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 772, which was 17 higher than the previous day. The implied volatity was 15.12, the open interest changed by 0 which decreased total open position to 11
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 755, which was 68.1 higher than the previous day. The implied volatity was 11.76, the open interest changed by 8 which increased total open position to 12
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 686.9, which was -423.1 lower than the previous day. The implied volatity was 16.11, the open interest changed by 3 which increased total open position to 3
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 1110, 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 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 1110, 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 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 1110, 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 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 1110, which was 507.5 higher than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 0
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 602.5, 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 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 602.5, 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 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 602.5, 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 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 602.5, 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 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 602.5, 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 17 Mar FINNIFTY was trading at 23529.25. The strike last trading price was 602.5, which was 0 lower than the previous day. The implied volatity was 1.36, 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 602.5, which was 0 lower than the previous day. The implied volatity was 1.87, 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 602.5, which was 0 lower than the previous day. The implied volatity was 2.01, 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 602.5, which was 0 lower than the previous day. The implied volatity was 1.99, 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 602.5, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 17.46
Theta: -5.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 130.15 | -13 | 16.79 | 1,938 | 14 | 738 |
| 3 Apr | 24724.95 | 145 | 9.9 | 16.58 | 823 | 79 | 724 |
| 2 Apr | 24750.05 | 135.2 | -42.5 | 16.21 | 513 | 31 | 638 |
| 1 Apr | 24529.40 | 185 | 92.85 | 15.70 | 512 | 37 | 615 |
| 28 Mar | 25074.90 | 86.9 | -70 | 15.55 | 1,540 | 574 | 578 |
| 27 Mar | 25011.15 | 156.9 | -1109.3 | 18.95 | 4 | 3 | 3 |
| 26 Mar | 24829.60 | 1266.2 | 0 | 2.73 | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 1266.2 | 0 | 3.62 | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 1266.2 | 0 | 3.37 | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 1266.2 | 0 | 1.97 | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 1266.2 | 0 | 1.07 | 0 | 0 | 0 |
| 19 Mar | 24140.35 | 1266.2 | 0 | 0.61 | 0 | 0 | 0 |
| 18 Mar | 23969.70 | 0 | 0 | - | 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 |
For Nifty Financial Services - strike price 24200 expiring on 24APR2025
Delta for 24200 PE is -0.23
Historical price for 24200 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 130.15, which was -13 lower than the previous day. The implied volatity was 16.79, the open interest changed by 14 which increased total open position to 738
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 145, which was 9.9 higher than the previous day. The implied volatity was 16.58, the open interest changed by 79 which increased total open position to 724
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 135.2, which was -42.5 lower than the previous day. The implied volatity was 16.21, the open interest changed by 31 which increased total open position to 638
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 185, which was 92.85 higher than the previous day. The implied volatity was 15.70, the open interest changed by 37 which increased total open position to 615
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 86.9, which was -70 lower than the previous day. The implied volatity was 15.55, the open interest changed by 574 which increased total open position to 578
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 156.9, which was -1109.3 lower than the previous day. The implied volatity was 18.95, the open interest changed by 3 which increased total open position to 3
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 1266.2, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 1266.2, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 1266.2, 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 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 1266.2, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 1266.2, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 1266.2, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
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 -, 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
