FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 15.59
Theta: -10.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 679.95 | 11.8 | 12.12 | 5 | 2 | 11 | |||
| 3 Apr | 24724.95 | 668.15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 2 Apr | 24750.05 | 668.15 | 20.75 | 11.42 | 10 | 2 | 10 | |||
| 1 Apr | 24529.40 | 647.4 | -295.6 | 17.29 | 8 | 5 | 7 | |||
| 28 Mar | 25074.90 | 943 | -57 | 8.13 | 3 | 0 | 2 | |||
| 27 Mar | 25011.15 | 1000 | -89.2 | 14.18 | 1 | 0 | 1 | |||
| 26 Mar | 24829.60 | 1089.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 25086.00 | 1089.2 | 521.85 | 17.85 | 1 | 0 | 0 | |||
| 24 Mar | 25057.55 | 567.35 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 567.35 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 567.35 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 567.35 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 567.35 | 0 | 0.21 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 567.35 | 0 | 1.67 | 0 | 0 | 0 | |||
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| 13 Mar | 23290.00 | 567.35 | 0 | 2.15 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 567.35 | 0 | 2.26 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 567.35 | 0 | 2.26 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 567.35 | 0 | 2.39 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24300 expiring on 24APR2025
Delta for 24300 CE is 0.81
Historical price for 24300 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 679.95, which was 11.8 higher than the previous day. The implied volatity was 12.12, the open interest changed by 2 which increased total open position to 11
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 668.15, 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 668.15, which was 20.75 higher than the previous day. The implied volatity was 11.42, the open interest changed by 2 which increased total open position to 10
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 647.4, which was -295.6 lower than the previous day. The implied volatity was 17.29, the open interest changed by 5 which increased total open position to 7
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 943, which was -57 lower than the previous day. The implied volatity was 8.13, the open interest changed by 0 which decreased total open position to 2
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 1000, which was -89.2 lower than the previous day. The implied volatity was 14.18, the open interest changed by 0 which decreased total open position to 1
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 1089.2, 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 1089.2, which was 521.85 higher than the previous day. The implied volatity was 17.85, 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 567.35, 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 567.35, 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 567.35, 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 567.35, 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 567.35, which was 0 lower than the previous day. The implied volatity was 0.21, 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 567.35, which was 0 lower than the previous day. The implied volatity was 1.67, 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 567.35, which was 0 lower than the previous day. The implied volatity was 2.15, 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 567.35, which was 0 lower than the previous day. The implied volatity was 2.26, 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 567.35, which was 0 lower than the previous day. The implied volatity was 2.26, 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 567.35, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 18.66
Theta: -5.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 151.7 | -14.25 | 16.66 | 1,081 | 98 | 355 |
| 3 Apr | 24724.95 | 163.85 | 5.5 | 16.17 | 400 | 20 | 256 |
| 2 Apr | 24750.05 | 159.95 | -47.05 | 16.16 | 587 | 28 | 243 |
| 1 Apr | 24529.40 | 210 | 103.25 | 15.35 | 828 | 171 | 213 |
| 28 Mar | 25074.90 | 108 | -75.8 | 15.73 | 176 | 35 | 42 |
| 27 Mar | 25011.15 | 166.95 | 16.95 | 18.38 | 7 | 5 | 6 |
| 26 Mar | 24829.60 | 150 | -1179.4 | 14.86 | 1 | 0 | 0 |
| 25 Mar | 25086.00 | 1329.4 | 0 | 3.05 | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 1329.4 | 0 | 3.06 | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 1329.4 | 0 | 1.66 | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 1329.4 | 0 | 0.77 | 0 | 0 | 0 |
| 19 Mar | 24140.35 | 1329.4 | 0 | 0.29 | 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 24300 expiring on 24APR2025
Delta for 24300 PE is -0.26
Historical price for 24300 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 151.7, which was -14.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 98 which increased total open position to 355
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 163.85, which was 5.5 higher than the previous day. The implied volatity was 16.17, the open interest changed by 20 which increased total open position to 256
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 159.95, which was -47.05 lower than the previous day. The implied volatity was 16.16, the open interest changed by 28 which increased total open position to 243
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 210, which was 103.25 higher than the previous day. The implied volatity was 15.35, the open interest changed by 171 which increased total open position to 213
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 108, which was -75.8 lower than the previous day. The implied volatity was 15.73, the open interest changed by 35 which increased total open position to 42
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 166.95, which was 16.95 higher than the previous day. The implied volatity was 18.38, the open interest changed by 5 which increased total open position to 6
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 150, which was -1179.4 lower than the previous day. The implied volatity was 14.86, 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 1329.4, which was 0 lower than the previous day. The implied volatity was 3.05, 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 1329.4, which was 0 lower than the previous day. The implied volatity was 3.06, 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 1329.4, which was 0 lower than the previous day. The implied volatity was 1.66, 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 1329.4, which was 0 lower than the previous day. The implied volatity was 0.77, 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 1329.4, which was 0 lower than the previous day. The implied volatity was 0.29, 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
