FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 19.54
Theta: -10.86
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 536.25 | -6.9 | 12.53 | 640 | 95 | 293 | |||
| 3 Apr | 24724.95 | 545.55 | -18.95 | 14.41 | 323 | 4 | 190 | |||
| 2 Apr | 24750.05 | 573 | 107.65 | 14.08 | 334 | -36 | 185 | |||
| 1 Apr | 24529.40 | 461.05 | -364.7 | 14.50 | 641 | 116 | 221 | |||
| 28 Mar | 25074.90 | 824.85 | 6.8 | 12.60 | 151 | 5 | 105 | |||
|
|
||||||||||
| 27 Mar | 25011.15 | 818.05 | 176.2 | 13.66 | 79 | 59 | 103 | |||
| 26 Mar | 24829.60 | 700 | -225 | 14.44 | 36 | 32 | 43 | |||
| 25 Mar | 25086.00 | 925 | 223.8 | 17.07 | 3 | 0 | 10 | |||
| 24 Mar | 25057.55 | 701.2 | 111.2 | - | 10 | 0 | 10 | |||
| 21 Mar | 24567.95 | 560 | 58.3 | 13.34 | 14 | 9 | 9 | |||
| 20 Mar | 24309.00 | 501.7 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 501.7 | 0 | 0.41 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 501.7 | 0 | 0.86 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 501.7 | 0 | 2.17 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 501.7 | 0 | 2.71 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 501.7 | 0 | 2.82 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 501.7 | 0 | 2.80 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 501.7 | 0 | 2.90 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24500 expiring on 24APR2025
Delta for 24500 CE is 0.72
Historical price for 24500 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 536.25, which was -6.9 lower than the previous day. The implied volatity was 12.53, the open interest changed by 95 which increased total open position to 293
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 545.55, which was -18.95 lower than the previous day. The implied volatity was 14.41, the open interest changed by 4 which increased total open position to 190
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 573, which was 107.65 higher than the previous day. The implied volatity was 14.08, the open interest changed by -36 which decreased total open position to 185
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 461.05, which was -364.7 lower than the previous day. The implied volatity was 14.50, the open interest changed by 116 which increased total open position to 221
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 824.85, which was 6.8 higher than the previous day. The implied volatity was 12.60, the open interest changed by 5 which increased total open position to 105
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 818.05, which was 176.2 higher than the previous day. The implied volatity was 13.66, the open interest changed by 59 which increased total open position to 103
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 700, which was -225 lower than the previous day. The implied volatity was 14.44, the open interest changed by 32 which increased total open position to 43
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 925, which was 223.8 higher than the previous day. The implied volatity was 17.07, the open interest changed by 0 which decreased total open position to 10
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 701.2, which was 111.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 560, which was 58.3 higher than the previous day. The implied volatity was 13.34, the open interest changed by 9 which increased total open position to 9
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 501.7, 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 501.7, which was 0 lower than the previous day. The implied volatity was 0.41, 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 501.7, which was 0 lower than the previous day. The implied volatity was 0.86, 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 501.7, which was 0 lower than the previous day. The implied volatity was 2.17, 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 501.7, which was 0 lower than the previous day. The implied volatity was 2.71, 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 501.7, which was 0 lower than the previous day. The implied volatity was 2.82, 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 501.7, which was 0 lower than the previous day. The implied volatity was 2.80, 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 501.7, which was 0 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 20.89
Theta: -6.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 206.5 | -20.1 | 16.38 | 6,002 | 355 | 1,142 |
| 3 Apr | 24724.95 | 228.4 | 13.55 | 16.19 | 2,738 | 79 | 799 |
| 2 Apr | 24750.05 | 215 | -62.9 | 15.85 | 1,758 | 96 | 721 |
| 1 Apr | 24529.40 | 279 | 136.75 | 15.04 | 4,160 | 172 | 632 |
| 28 Mar | 25074.90 | 144.65 | -47.85 | 15.38 | 1,971 | 189 | 460 |
| 27 Mar | 25011.15 | 175 | -73.9 | 16.05 | 370 | 147 | 263 |
| 26 Mar | 24829.60 | 256 | 47.95 | 16.84 | 291 | 30 | 116 |
| 25 Mar | 25086.00 | 210 | -5.2 | 17.31 | 76 | 25 | 87 |
| 24 Mar | 25057.55 | 210 | -164.7 | 17.87 | 112 | 57 | 60 |
| 21 Mar | 24567.95 | 355.95 | -1104.45 | 16.50 | 5 | 2 | 2 |
| 20 Mar | 24309.00 | 1460.4 | 0 | 0.19 | 0 | 0 | 0 |
| 19 Mar | 24140.35 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 23969.70 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 23529.25 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 23290.00 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 23203.35 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 23056.85 | 1460.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 23163.00 | 1460.4 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24500 expiring on 24APR2025
Delta for 24500 PE is -0.33
Historical price for 24500 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 206.5, which was -20.1 lower than the previous day. The implied volatity was 16.38, the open interest changed by 355 which increased total open position to 1142
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 228.4, which was 13.55 higher than the previous day. The implied volatity was 16.19, the open interest changed by 79 which increased total open position to 799
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 215, which was -62.9 lower than the previous day. The implied volatity was 15.85, the open interest changed by 96 which increased total open position to 721
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 279, which was 136.75 higher than the previous day. The implied volatity was 15.04, the open interest changed by 172 which increased total open position to 632
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 144.65, which was -47.85 lower than the previous day. The implied volatity was 15.38, the open interest changed by 189 which increased total open position to 460
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 175, which was -73.9 lower than the previous day. The implied volatity was 16.05, the open interest changed by 147 which increased total open position to 263
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 256, which was 47.95 higher than the previous day. The implied volatity was 16.84, the open interest changed by 30 which increased total open position to 116
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 210, which was -5.2 lower than the previous day. The implied volatity was 17.31, the open interest changed by 25 which increased total open position to 87
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 210, which was -164.7 lower than the previous day. The implied volatity was 17.87, the open interest changed by 57 which increased total open position to 60
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 355.95, which was -1104.45 lower than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 2
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 1460.4, which was 0 lower than the previous day. The implied volatity was 0.19, 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 1460.4, 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 1460.4, 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 1460.4, 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 1460.4, 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 1460.4, 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 1460.4, 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 1460.4, 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
