FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24450 CE | ||||||||||
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Delta: 0.75
Vega: 18.45
Theta: -10.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 564.1 | -10.9 | 12.10 | 10 | -2 | 14 | |||
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| 3 Apr | 24724.95 | 575 | -20 | 14.24 | 2 | 0 | 16 | |||
| 2 Apr | 24750.05 | 595 | 96 | 13.50 | 24 | 6 | 16 | |||
| 1 Apr | 24529.40 | 499 | -376 | 14.88 | 25 | 7 | 10 | |||
| 28 Mar | 25074.90 | 875 | -66.6 | 13.16 | 5 | 3 | 3 | |||
For Nifty Financial Services - strike price 24450 expiring on 24APR2025
Delta for 24450 CE is 0.75
Historical price for 24450 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 564.1, which was -10.9 lower than the previous day. The implied volatity was 12.10, the open interest changed by -2 which decreased total open position to 14
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 575, which was -20 lower than the previous day. The implied volatity was 14.24, the open interest changed by 0 which decreased total open position to 16
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 595, which was 96 higher than the previous day. The implied volatity was 13.50, the open interest changed by 6 which increased total open position to 16
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 499, which was -376 lower than the previous day. The implied volatity was 14.88, the open interest changed by 7 which increased total open position to 10
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 875, which was -66.6 lower than the previous day. The implied volatity was 13.16, the open interest changed by 3 which increased total open position to 3
| FINNIFTY 24APR2025 24450 PE | |||||||
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Delta: -0.31
Vega: 20.35
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 189.7 | -16.85 | 16.36 | 506 | -9 | 139 |
| 3 Apr | 24724.95 | 212.7 | 14.8 | 16.27 | 204 | 3 | 149 |
| 2 Apr | 24750.05 | 203.1 | -57.2 | 16.08 | 184 | 26 | 146 |
| 1 Apr | 24529.40 | 272.2 | 139.2 | 15.62 | 227 | 120 | 120 |
| 28 Mar | 25074.90 | 133 | -113.9 | 15.39 | 3 | 0 | 0 |
For Nifty Financial Services - strike price 24450 expiring on 24APR2025
Delta for 24450 PE is -0.31
Historical price for 24450 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 189.7, which was -16.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by -9 which decreased total open position to 139
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 212.7, which was 14.8 higher than the previous day. The implied volatity was 16.27, the open interest changed by 3 which increased total open position to 149
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 203.1, which was -57.2 lower than the previous day. The implied volatity was 16.08, the open interest changed by 26 which increased total open position to 146
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 272.2, which was 139.2 higher than the previous day. The implied volatity was 15.62, the open interest changed by 120 which increased total open position to 120
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 133, which was -113.9 lower than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 0
