FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
06 Apr 2026 04:12 PM IST
| FINNIFTY 28-Apr-2026 (21d) 24300 CE | ||||||||||||||||
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Delta: 0.6
Vega: 23.3
Theta: -21.14
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 24603.10 | 1010 | 286.7 | 32.81 | 147 | 50 | 60 | |||||||||
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| 2 Apr | 24041.55 | 725.3 | 6.65 | 29.77 | 12 | -1 | 7 | |||||||||
| 1 Apr | 23981.80 | 694.35 | -2492.25 | 28.69 | 22 | 10 | 10 | |||||||||
| 30 Mar | 23521.80 | 3186.6 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 24300 expiring on 28APR2026
Delta for 24300 CE is 0.6
Historical price for 24300 CE is as follows
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 1010, which was 286.7 higher than the previous day. The implied volatity was 32.81, the open interest changed by 50 which increased total open position to 60
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 725.3, which was 6.65 higher than the previous day. The implied volatity was 29.77, the open interest changed by -1 which decreased total open position to 7
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 694.35, which was -2492.25 lower than the previous day. The implied volatity was 28.69, the open interest changed by 10 which increased total open position to 10
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 3186.6, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 28-Apr-2026 (21d) 24300 PE | |||||||
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Delta: -0.4
Vega: 23.27
Theta: -13.99
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 24603.10 | 567.65 | -267.3 | 31.81 | 178 | 80 | 89 |
| 2 Apr | 24041.55 | 844.25 | -11.05 | 31.4 | 11 | 6 | 7 |
| 1 Apr | 23981.80 | 855.3 | 798.85 | 30.58 | 1 | 0 | 0 |
| 30 Mar | 23521.80 | 56.45 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24300 expiring on 28APR2026
Delta for 24300 PE is -0.4
Historical price for 24300 PE is as follows
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 567.65, which was -267.3 lower than the previous day. The implied volatity was 31.81, the open interest changed by 80 which increased total open position to 89
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 844.25, which was -11.05 lower than the previous day. The implied volatity was 31.4, the open interest changed by 6 which increased total open position to 7
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 855.3, which was 798.85 higher than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 0
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 56.45, 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
