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Related Pages for FINNIFTY
[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services
24724.95 -25.10 (-0.10%)

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Historical option data for FINNIFTY

03 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
FINNIFTY 24APR2025 24850 CE
Delta: 0.51
Vega: 23.64
Theta: -11.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Apr 24724.95 343.55 -11.95 14.37 637 79 158
2 Apr 24750.05 360.65 76.6 13.87 550 5 83
1 Apr 24529.40 290 -275 14.66 368 71 81
28 Mar 25074.90 566 -122.35 12.51 24 10 10

For Nifty Financial Services - strike price 24850 expiring on 24APR2025

Delta for 24850 CE is 0.51

Historical price for 24850 CE is as follows

On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 343.55, which was -11.95 lower than the previous day. The implied volatity was 14.37, the open interest changed by 79 which increased total open position to 158


On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 360.65, which was 76.6 higher than the previous day. The implied volatity was 13.87, the open interest changed by 5 which increased total open position to 83


On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 290, which was -275 lower than the previous day. The implied volatity was 14.66, the open interest changed by 71 which increased total open position to 81


On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 566, which was -122.35 lower than the previous day. The implied volatity was 12.51, the open interest changed by 10 which increased total open position to 10


FINNIFTY 24APR2025 24850 PE
Delta: -0.49
Vega: 23.64
Theta: -5.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Apr 24724.95 366.6 12.9 15.67 242 10 82
2 Apr 24750.05 352.1 -91.6 15.52 205 23 71
1 Apr 24529.40 452.3 219.55 15.04 323 31 48
28 Mar 25074.90 233.95 -157.5 14.76 71 17 17

For Nifty Financial Services - strike price 24850 expiring on 24APR2025

Delta for 24850 PE is -0.49

Historical price for 24850 PE is as follows

On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 366.6, which was 12.9 higher than the previous day. The implied volatity was 15.67, the open interest changed by 10 which increased total open position to 82


On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 352.1, which was -91.6 lower than the previous day. The implied volatity was 15.52, the open interest changed by 23 which increased total open position to 71


On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 452.3, which was 219.55 higher than the previous day. The implied volatity was 15.04, the open interest changed by 31 which increased total open position to 48


On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 233.95, which was -157.5 lower than the previous day. The implied volatity was 14.76, the open interest changed by 17 which increased total open position to 17