FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 10:24 AM IST
| FINNIFTY 24APR2025 24600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 20.93
Theta: -11.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 24809.75 | 512.95 | 36.2 | 13.37 | 123 | 23 | 180 | |||
| 3 Apr | 24724.95 | 482.65 | -12.8 | 14.42 | 1,145 | -19 | 162 | |||
| 2 Apr | 24750.05 | 510.65 | 103.65 | 14.16 | 1,473 | -74 | 187 | |||
| 1 Apr | 24529.40 | 402 | -380.55 | 14.35 | 1,221 | 251 | 262 | |||
| 28 Mar | 25074.90 | 780.05 | 229.8 | 14.19 | 17 | 9 | 11 | |||
| 27 Mar | 25011.15 | 550.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 24829.60 | 550.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 25086.00 | 550.25 | 0 | 0.00 | 0 | 2 | 0 | |||
| 24 Mar | 25057.55 | 550.25 | 79.1 | - | 2 | 0 | 0 | |||
| 21 Mar | 24567.95 | 471.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 471.15 | 0 | 0.18 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 471.15 | 0 | 0.71 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 471.15 | 0 | 1.17 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 471.15 | 0 | 2.46 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 471.15 | 0 | 2.98 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 471.15 | 0 | 3.09 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 471.15 | 0 | 3.07 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 471.15 | 0 | 3.15 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24600 expiring on 24APR2025
Delta for 24600 CE is 0.68
Historical price for 24600 CE is as follows
On 4 Apr FINNIFTY was trading at 24809.75. The strike last trading price was 512.95, which was 36.2 higher than the previous day. The implied volatity was 13.37, the open interest changed by 23 which increased total open position to 180
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 482.65, which was -12.8 lower than the previous day. The implied volatity was 14.42, the open interest changed by -19 which decreased total open position to 162
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 510.65, which was 103.65 higher than the previous day. The implied volatity was 14.16, the open interest changed by -74 which decreased total open position to 187
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 402, which was -380.55 lower than the previous day. The implied volatity was 14.35, the open interest changed by 251 which increased total open position to 262
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 780.05, which was 229.8 higher than the previous day. The implied volatity was 14.19, the open interest changed by 9 which increased total open position to 11
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 550.25, which was 0 lower than the previous day. The implied volatity was 0.00, 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 550.25, which was 0 lower than the previous day. The implied volatity was 0.00, 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 550.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 550.25, which was 79.1 higher 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 471.15, 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 471.15, which was 0 lower than the previous day. The implied volatity was 0.18, 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 471.15, which was 0 lower than the previous day. The implied volatity was 0.71, 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 471.15, which was 0 lower than the previous day. The implied volatity was 1.17, 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 471.15, which was 0 lower than the previous day. The implied volatity was 2.46, 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 471.15, which was 0 lower than the previous day. The implied volatity was 2.98, 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 471.15, which was 0 lower than the previous day. The implied volatity was 3.09, 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 471.15, which was 0 lower than the previous day. The implied volatity was 3.07, 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 471.15, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 21.79
Theta: -6.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24809.75 | 250.9 | -10.2 | 17.30 | 789 | 129 | 441 |
| 3 Apr | 24724.95 | 263.3 | 14.6 | 16.05 | 2,079 | 13 | 317 |
| 2 Apr | 24750.05 | 240.05 | -78.3 | 15.36 | 2,167 | 108 | 312 |
| 1 Apr | 24529.40 | 328.15 | 165.5 | 15.24 | 1,495 | 135 | 206 |
| 28 Mar | 25074.90 | 166.05 | -138.35 | 15.18 | 216 | 70 | 71 |
| 27 Mar | 25011.15 | 304.4 | -1223.75 | 20.40 | 1 | 0 | 0 |
| 26 Mar | 24829.60 | 1528.15 | 0 | 1.53 | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 1528.15 | 0 | 2.31 | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 1528.15 | 0 | 2.13 | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 0 | 0 | 0.62 | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 0 | 0 | - | 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 24600 expiring on 24APR2025
Delta for 24600 PE is -0.36
Historical price for 24600 PE is as follows
On 4 Apr FINNIFTY was trading at 24809.75. The strike last trading price was 250.9, which was -10.2 lower than the previous day. The implied volatity was 17.30, the open interest changed by 129 which increased total open position to 441
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 263.3, which was 14.6 higher than the previous day. The implied volatity was 16.05, the open interest changed by 13 which increased total open position to 317
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 240.05, which was -78.3 lower than the previous day. The implied volatity was 15.36, the open interest changed by 108 which increased total open position to 312
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 328.15, which was 165.5 higher than the previous day. The implied volatity was 15.24, the open interest changed by 135 which increased total open position to 206
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 166.05, which was -138.35 lower than the previous day. The implied volatity was 15.18, the open interest changed by 70 which increased total open position to 71
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 304.4, which was -1223.75 lower than the previous day. The implied volatity was 20.40, 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 1528.15, which was 0 lower than the previous day. The implied volatity was 1.53, 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 1528.15, which was 0 lower than the previous day. The implied volatity was 2.31, 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 1528.15, which was 0 lower than the previous day. The implied volatity was 2.13, 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 0, which was 0 lower than the previous day. The implied volatity was 0.62, 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 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 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
