FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24250 CE | ||||||||||
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Delta: 0.84
Vega: 14.39
Theta: -9.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 717.95 | -2.05 | 11.95 | 4 | 1 | 8 | |||
| 3 Apr | 24724.95 | 720 | -31 | 14.38 | 7 | 1 | 7 | |||
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| 2 Apr | 24750.05 | 751 | 100.65 | 13.93 | 9 | 3 | 6 | |||
| 1 Apr | 24529.40 | 650.35 | -435.5 | 15.99 | 3 | 2 | 2 | |||
| 28 Mar | 25074.90 | 1085.85 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24250 expiring on 24APR2025
Delta for 24250 CE is 0.84
Historical price for 24250 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 717.95, which was -2.05 lower than the previous day. The implied volatity was 11.95, the open interest changed by 1 which increased total open position to 8
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 720, which was -31 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1 which increased total open position to 7
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 751, which was 100.65 higher than the previous day. The implied volatity was 13.93, the open interest changed by 3 which increased total open position to 6
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 650.35, which was -435.5 lower than the previous day. The implied volatity was 15.99, 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 1085.85, 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 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 18.09
Theta: -5.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 140.7 | -14.45 | 16.70 | 314 | 105 | 162 |
| 3 Apr | 24724.95 | 154.15 | 9.15 | 16.39 | 93 | -9 | 60 |
| 2 Apr | 24750.05 | 145 | -48.95 | 16.08 | 70 | 19 | 69 |
| 1 Apr | 24529.40 | 194.1 | 91.55 | 15.39 | 96 | 48 | 50 |
| 28 Mar | 25074.90 | 102.55 | -89.7 | 15.95 | 5 | 2 | 2 |
For Nifty Financial Services - strike price 24250 expiring on 24APR2025
Delta for 24250 PE is -0.24
Historical price for 24250 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 140.7, which was -14.45 lower than the previous day. The implied volatity was 16.70, the open interest changed by 105 which increased total open position to 162
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 154.15, which was 9.15 higher than the previous day. The implied volatity was 16.39, the open interest changed by -9 which decreased total open position to 60
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 145, which was -48.95 lower than the previous day. The implied volatity was 16.08, the open interest changed by 19 which increased total open position to 69
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 194.1, which was 91.55 higher than the previous day. The implied volatity was 15.39, the open interest changed by 48 which increased total open position to 50
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 102.55, which was -89.7 lower than the previous day. The implied volatity was 15.95, the open interest changed by 2 which increased total open position to 2
