FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 17.47
Theta: -10.28
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 594 | -10.85 | 11.90 | 23 | 6 | 32 | |||
| 3 Apr | 24724.95 | 600.5 | -11.5 | 13.80 | 18 | 8 | 25 | |||
| 2 Apr | 24750.05 | 612 | 87 | 12.56 | 33 | 10 | 18 | |||
| 1 Apr | 24529.40 | 525 | -382 | 14.70 | 13 | 3 | 7 | |||
| 28 Mar | 25074.90 | 907 | 373.25 | 12.65 | 6 | 4 | 4 | |||
| 27 Mar | 25011.15 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 24829.60 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 25086.00 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 25057.55 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 533.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 533.75 | 0 | 0.07 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 533.75 | 0 | 0.55 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 533.75 | 0 | 1.88 | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Mar | 23290.00 | 533.75 | 0 | 2.43 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 533.75 | 0 | 2.55 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 533.75 | 0 | 2.54 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 533.75 | 0 | 2.64 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24400 expiring on 24APR2025
Delta for 24400 CE is 0.77
Historical price for 24400 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 594, which was -10.85 lower than the previous day. The implied volatity was 11.90, the open interest changed by 6 which increased total open position to 32
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 600.5, which was -11.5 lower than the previous day. The implied volatity was 13.80, the open interest changed by 8 which increased total open position to 25
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 612, which was 87 higher than the previous day. The implied volatity was 12.56, the open interest changed by 10 which increased total open position to 18
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 525, which was -382 lower than the previous day. The implied volatity was 14.70, the open interest changed by 3 which increased total open position to 7
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 907, which was 373.25 higher than the previous day. The implied volatity was 12.65, the open interest changed by 4 which increased total open position to 4
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 533.75, 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 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 533.75, 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 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 533.75, 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 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 533.75, 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 533.75, 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 533.75, 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 533.75, which was 0 lower than the previous day. The implied volatity was 0.07, 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 533.75, which was 0 lower than the previous day. The implied volatity was 0.55, 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 533.75, which was 0 lower than the previous day. The implied volatity was 1.88, 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 533.75, which was 0 lower than the previous day. The implied volatity was 2.43, 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 533.75, which was 0 lower than the previous day. The implied volatity was 2.55, 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 533.75, which was 0 lower than the previous day. The implied volatity was 2.54, 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 533.75, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 19.82
Theta: -6.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 176.4 | -18.1 | 16.47 | 1,339 | 69 | 320 |
| 3 Apr | 24724.95 | 195 | 10.65 | 16.22 | 588 | 35 | 250 |
| 2 Apr | 24750.05 | 177.1 | -63.55 | 15.58 | 462 | 59 | 225 |
| 1 Apr | 24529.40 | 243 | 120.45 | 15.21 | 542 | 157 | 169 |
| 28 Mar | 25074.90 | 125 | -1269.1 | 15.55 | 44 | 12 | 12 |
| 27 Mar | 25011.15 | 1394.1 | 0 | 2.85 | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 1394.1 | 0 | 2.06 | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 1394.1 | 0 | 2.73 | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 1394.1 | 0 | 2.91 | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 1394.1 | 0 | 1.39 | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 1394.1 | 0 | 0.47 | 0 | 0 | 0 |
| 19 Mar | 24140.35 | 0 | 0 | - | 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 24400 expiring on 24APR2025
Delta for 24400 PE is -0.29
Historical price for 24400 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 176.4, which was -18.1 lower than the previous day. The implied volatity was 16.47, the open interest changed by 69 which increased total open position to 320
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 195, which was 10.65 higher than the previous day. The implied volatity was 16.22, the open interest changed by 35 which increased total open position to 250
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 177.1, which was -63.55 lower than the previous day. The implied volatity was 15.58, the open interest changed by 59 which increased total open position to 225
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 243, which was 120.45 higher than the previous day. The implied volatity was 15.21, the open interest changed by 157 which increased total open position to 169
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 125, which was -1269.1 lower than the previous day. The implied volatity was 15.55, the open interest changed by 12 which increased total open position to 12
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 1394.1, which was 0 lower than the previous day. The implied volatity was 2.85, 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 1394.1, which was 0 lower than the previous day. The implied volatity was 2.06, 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 1394.1, 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 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 1394.1, which was 0 lower than the previous day. The implied volatity was 2.91, 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 1394.1, which was 0 lower than the previous day. The implied volatity was 1.39, 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 1394.1, which was 0 lower than the previous day. The implied volatity was 0.47, 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 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 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
