FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24550 CE | ||||||||||
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Delta: 0.69
Vega: 20.33
Theta: -10.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 503.25 | -4.3 | 12.61 | 125 | -10 | 104 | |||
| 3 Apr | 24724.95 | 504.9 | -25.85 | 14.06 | 473 | -11 | 120 | |||
| 2 Apr | 24750.05 | 537.25 | 103.6 | 13.95 | 547 | -163 | 137 | |||
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| 1 Apr | 24529.40 | 425.4 | -400.6 | 14.21 | 924 | 298 | 303 | |||
| 28 Mar | 25074.90 | 826 | -48.05 | 14.61 | 6 | 5 | 5 | |||
For Nifty Financial Services - strike price 24550 expiring on 24APR2025
Delta for 24550 CE is 0.69
Historical price for 24550 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 503.25, which was -4.3 lower than the previous day. The implied volatity was 12.61, the open interest changed by -10 which decreased total open position to 104
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 504.9, which was -25.85 lower than the previous day. The implied volatity was 14.06, the open interest changed by -11 which decreased total open position to 120
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 537.25, which was 103.6 higher than the previous day. The implied volatity was 13.95, the open interest changed by -163 which decreased total open position to 137
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 425.4, which was -400.6 lower than the previous day. The implied volatity was 14.21, the open interest changed by 298 which increased total open position to 303
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 826, which was -48.05 lower than the previous day. The implied volatity was 14.61, the open interest changed by 5 which increased total open position to 5
| FINNIFTY 24APR2025 24550 PE | |||||||
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Delta: -0.34
Vega: 21.34
Theta: -6.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 218.15 | -25.35 | 16.03 | 514 | -10 | 158 |
| 3 Apr | 24724.95 | 245.45 | 12.7 | 16.12 | 436 | 7 | 170 |
| 2 Apr | 24750.05 | 228.45 | -68.15 | 15.65 | 350 | 42 | 167 |
| 1 Apr | 24529.40 | 296.7 | 17.9 | 14.88 | 911 | 125 | 125 |
| 28 Mar | 25074.90 | 278.8 | 0 | 2.40 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24550 expiring on 24APR2025
Delta for 24550 PE is -0.34
Historical price for 24550 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 218.15, which was -25.35 lower than the previous day. The implied volatity was 16.03, the open interest changed by -10 which decreased total open position to 158
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 245.45, which was 12.7 higher than the previous day. The implied volatity was 16.12, the open interest changed by 7 which increased total open position to 170
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 228.45, which was -68.15 lower than the previous day. The implied volatity was 15.65, the open interest changed by 42 which increased total open position to 167
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 296.7, which was 17.9 higher than the previous day. The implied volatity was 14.88, the open interest changed by 125 which increased total open position to 125
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 278.8, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
