FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24650 CE | ||||||||||
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Delta: 0.64
Vega: 21.61
Theta: -11.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 438.5 | -3.35 | 12.65 | 160 | -7 | 73 | |||
| 3 Apr | 24724.95 | 452.5 | -14.5 | 14.41 | 939 | 12 | 83 | |||
| 2 Apr | 24750.05 | 479.1 | 98.9 | 14.15 | 860 | 30 | 71 | |||
| 1 Apr | 24529.40 | 379.9 | -350.1 | 14.53 | 419 | 39 | 45 | |||
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| 28 Mar | 25074.90 | 730 | -79.3 | 13.57 | 9 | 6 | 6 | |||
For Nifty Financial Services - strike price 24650 expiring on 24APR2025
Delta for 24650 CE is 0.64
Historical price for 24650 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 438.5, which was -3.35 lower than the previous day. The implied volatity was 12.65, the open interest changed by -7 which decreased total open position to 73
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 452.5, which was -14.5 lower than the previous day. The implied volatity was 14.41, the open interest changed by 12 which increased total open position to 83
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 479.1, which was 98.9 higher than the previous day. The implied volatity was 14.15, the open interest changed by 30 which increased total open position to 71
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 379.9, which was -350.1 lower than the previous day. The implied volatity was 14.53, the open interest changed by 39 which increased total open position to 45
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 730, which was -79.3 lower than the previous day. The implied volatity was 13.57, the open interest changed by 6 which increased total open position to 6
| FINNIFTY 24APR2025 24650 PE | |||||||
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Delta: -0.38
Vega: 22.13
Theta: -6.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 255.05 | -25.7 | 16.08 | 1,048 | 72 | 208 |
| 3 Apr | 24724.95 | 277.15 | 9.35 | 15.74 | 917 | 17 | 137 |
| 2 Apr | 24750.05 | 269.2 | -77.8 | 15.76 | 1,309 | 60 | 125 |
| 1 Apr | 24529.40 | 356.05 | 26.9 | 15.41 | 356 | 65 | 65 |
| 28 Mar | 25074.90 | 329.15 | 15.65 | 21.42 | 2 | 0 | 0 |
For Nifty Financial Services - strike price 24650 expiring on 24APR2025
Delta for 24650 PE is -0.38
Historical price for 24650 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 255.05, which was -25.7 lower than the previous day. The implied volatity was 16.08, the open interest changed by 72 which increased total open position to 208
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 277.15, which was 9.35 higher than the previous day. The implied volatity was 15.74, the open interest changed by 17 which increased total open position to 137
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 269.2, which was -77.8 lower than the previous day. The implied volatity was 15.76, the open interest changed by 60 which increased total open position to 125
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 356.05, which was 26.9 higher than the previous day. The implied volatity was 15.41, the open interest changed by 65 which increased total open position to 65
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 329.15, which was 15.65 higher than the previous day. The implied volatity was 21.42, the open interest changed by 0 which decreased total open position to 0
