FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 23.13
Theta: -10.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 299.45 | -15.55 | 12.73 | 3,320 | 199 | 464 | |||
| 3 Apr | 24724.95 | 318 | -11.5 | 14.31 | 1,191 | 119 | 246 | |||
| 2 Apr | 24750.05 | 339.95 | 78.05 | 14.03 | 1,050 | -81 | 142 | |||
| 1 Apr | 24529.40 | 268 | -275.65 | 14.60 | 1,411 | 167 | 227 | |||
| 28 Mar | 25074.90 | 534.75 | -8.5 | 12.57 | 326 | 44 | 60 | |||
| 27 Mar | 25011.15 | 568 | 151.65 | 14.08 | 47 | 10 | 17 | |||
| 26 Mar | 24829.60 | 409.7 | 195.7 | 12.71 | 12 | 4 | 7 | |||
| 25 Mar | 25086.00 | 214 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 24 Mar | 25057.55 | 214 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 214 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 214 | 0 | 0.00 | 0 | 2 | 0 | |||
| 19 Mar | 24140.35 | 214 | 104 | 13.79 | 3 | 0 | 1 | |||
| 18 Mar | 23969.70 | 110 | -278.05 | 11.10 | 1 | 0 | 0 | |||
| 17 Mar | 23529.25 | 388.05 | 0 | 3.32 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 388.05 | 0 | 3.79 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 388.05 | 0 | 3.88 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 388.05 | 0 | 3.81 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 388.05 | 0 | 3.90 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 24900 expiring on 24APR2025
Delta for 24900 CE is 0.51
Historical price for 24900 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 299.45, which was -15.55 lower than the previous day. The implied volatity was 12.73, the open interest changed by 199 which increased total open position to 464
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 318, which was -11.5 lower than the previous day. The implied volatity was 14.31, the open interest changed by 119 which increased total open position to 246
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 339.95, which was 78.05 higher than the previous day. The implied volatity was 14.03, the open interest changed by -81 which decreased total open position to 142
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 268, which was -275.65 lower than the previous day. The implied volatity was 14.60, the open interest changed by 167 which increased total open position to 227
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 534.75, which was -8.5 lower than the previous day. The implied volatity was 12.57, the open interest changed by 44 which increased total open position to 60
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 568, which was 151.65 higher than the previous day. The implied volatity was 14.08, the open interest changed by 10 which increased total open position to 17
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 409.7, which was 195.7 higher than the previous day. The implied volatity was 12.71, the open interest changed by 4 which increased total open position to 7
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 214, 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 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 214, 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 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 214, 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 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 214, 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 19 Mar FINNIFTY was trading at 24140.35. The strike last trading price was 214, which was 104 higher than the previous day. The implied volatity was 13.79, the open interest changed by 0 which decreased total open position to 1
On 18 Mar FINNIFTY was trading at 23969.70. The strike last trading price was 110, which was -278.05 lower than the previous day. The implied volatity was 11.10, 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 388.05, which was 0 lower than the previous day. The implied volatity was 3.32, 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 388.05, which was 0 lower than the previous day. The implied volatity was 3.79, 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 388.05, which was 0 lower than the previous day. The implied volatity was 3.88, 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 388.05, which was 0 lower than the previous day. The implied volatity was 3.81, 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 388.05, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 24900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 23.13
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 369.65 | -23.7 | 16.20 | 3,859 | 222 | 481 |
| 3 Apr | 24724.95 | 389.75 | 12.45 | 15.56 | 640 | 33 | 255 |
| 2 Apr | 24750.05 | 374.8 | -97.5 | 15.44 | 437 | 20 | 225 |
| 1 Apr | 24529.40 | 470 | 221 | 14.57 | 1,541 | -48 | 245 |
| 28 Mar | 25074.90 | 250.4 | -1489.65 | 14.71 | 1,092 | 293 | 293 |
| 27 Mar | 25011.15 | 1740.05 | 0 | 1.23 | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 1740.05 | 0 | 0.41 | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 1740.05 | 0 | 1.14 | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 1740.05 | 0 | 1.18 | 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 24900 expiring on 24APR2025
Delta for 24900 PE is -0.49
Historical price for 24900 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 369.65, which was -23.7 lower than the previous day. The implied volatity was 16.20, the open interest changed by 222 which increased total open position to 481
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 389.75, which was 12.45 higher than the previous day. The implied volatity was 15.56, the open interest changed by 33 which increased total open position to 255
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 374.8, which was -97.5 lower than the previous day. The implied volatity was 15.44, the open interest changed by 20 which increased total open position to 225
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 470, which was 221 higher than the previous day. The implied volatity was 14.57, the open interest changed by -48 which decreased total open position to 245
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 250.4, which was -1489.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by 293 which increased total open position to 293
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 1740.05, which was 0 lower than the previous day. The implied volatity was 1.23, 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 1740.05, which was 0 lower than the previous day. The implied volatity was 0.41, 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 1740.05, which was 0 lower than the previous day. The implied volatity was 1.14, 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 1740.05, which was 0 lower than the previous day. The implied volatity was 1.18, 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
