FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 22.83
Theta: -11.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 352 | -11.1 | 12.74 | 6,594 | 211 | 628 | |||
| 3 Apr | 24724.95 | 368.35 | -10.9 | 14.35 | 2,533 | 173 | 398 | |||
| 2 Apr | 24750.05 | 390 | 83.5 | 14.00 | 1,595 | -13 | 222 | |||
| 1 Apr | 24529.40 | 311 | -305 | 14.63 | 1,308 | 183 | 246 | |||
| 28 Mar | 25074.90 | 610.8 | 5.8 | 12.94 | 101 | 43 | 63 | |||
| 27 Mar | 25011.15 | 605 | 135.6 | 13.14 | 29 | 7 | 12 | |||
| 26 Mar | 24829.60 | 469.4 | -253.2 | 12.85 | 8 | 0 | 5 | |||
| 25 Mar | 25086.00 | 700.05 | 260.05 | 16.13 | 7 | 1 | 6 | |||
| 24 Mar | 25057.55 | 440 | 89.7 | - | 6 | 4 | 5 | |||
| 21 Mar | 24567.95 | 350.3 | -64.05 | 11.62 | 1 | 0 | 0 | |||
| 20 Mar | 24309.00 | 414.35 | 0 | 0.81 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 414.35 | 0 | 1.35 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 414.35 | 0 | 1.80 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 414.35 | 0 | 3.04 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 414.35 | 0 | 3.52 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 414.35 | 0 | 3.62 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 414.35 | 0 | 3.58 | 0 | 0 | 0 | |||
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| 6 Mar | 23163.00 | 414.35 | 0 | 3.65 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24800 expiring on 24APR2025
Delta for 24800 CE is 0.56
Historical price for 24800 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 352, which was -11.1 lower than the previous day. The implied volatity was 12.74, the open interest changed by 211 which increased total open position to 628
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 368.35, which was -10.9 lower than the previous day. The implied volatity was 14.35, the open interest changed by 173 which increased total open position to 398
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 390, which was 83.5 higher than the previous day. The implied volatity was 14.00, the open interest changed by -13 which decreased total open position to 222
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 311, which was -305 lower than the previous day. The implied volatity was 14.63, the open interest changed by 183 which increased total open position to 246
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 610.8, which was 5.8 higher than the previous day. The implied volatity was 12.94, the open interest changed by 43 which increased total open position to 63
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 605, which was 135.6 higher than the previous day. The implied volatity was 13.14, the open interest changed by 7 which increased total open position to 12
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 469.4, which was -253.2 lower than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 5
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 700.05, which was 260.05 higher than the previous day. The implied volatity was 16.13, the open interest changed by 1 which increased total open position to 6
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 440, which was 89.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 350.3, which was -64.05 lower than the previous day. The implied volatity was 11.62, 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 414.35, which was 0 lower than the previous day. The implied volatity was 0.81, 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 414.35, which was 0 lower than the previous day. The implied volatity was 1.35, 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 414.35, which was 0 lower than the previous day. The implied volatity was 1.80, 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 414.35, which was 0 lower than the previous day. The implied volatity was 3.04, 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 414.35, which was 0 lower than the previous day. The implied volatity was 3.52, 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 414.35, which was 0 lower than the previous day. The implied volatity was 3.62, 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 414.35, which was 0 lower than the previous day. The implied volatity was 3.58, 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 414.35, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 22.92
Theta: -6.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 317 | -27.85 | 15.99 | 10,519 | 535 | 902 |
| 3 Apr | 24724.95 | 345 | 14 | 15.79 | 2,237 | 69 | 376 |
| 2 Apr | 24750.05 | 330.3 | -85.85 | 15.60 | 1,767 | 158 | 328 |
| 1 Apr | 24529.40 | 425.3 | 207.85 | 15.08 | 1,296 | 55 | 170 |
| 28 Mar | 25074.90 | 219 | -27.1 | 14.85 | 584 | 114 | 115 |
| 27 Mar | 25011.15 | 246.1 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 246.1 | 0 | 0.00 | 0 | 1 | 0 |
| 25 Mar | 25086.00 | 246.1 | -1421.95 | 14.97 | 1 | 0 | 0 |
| 24 Mar | 25057.55 | 1668.05 | 0 | 1.49 | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 0 | 0 | - | 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 24800 expiring on 24APR2025
Delta for 24800 PE is -0.45
Historical price for 24800 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 317, which was -27.85 lower than the previous day. The implied volatity was 15.99, the open interest changed by 535 which increased total open position to 902
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 345, which was 14 higher than the previous day. The implied volatity was 15.79, the open interest changed by 69 which increased total open position to 376
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 330.3, which was -85.85 lower than the previous day. The implied volatity was 15.60, the open interest changed by 158 which increased total open position to 328
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 425.3, which was 207.85 higher than the previous day. The implied volatity was 15.08, the open interest changed by 55 which increased total open position to 170
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 219, which was -27.1 lower than the previous day. The implied volatity was 14.85, the open interest changed by 114 which increased total open position to 115
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 246.1, 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 246.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 246.1, which was -1421.95 lower than the previous day. The implied volatity was 14.97, 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 1668.05, which was 0 lower than the previous day. The implied volatity was 1.49, 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 -, 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
