FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 23.11
Theta: -10.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 274 | -18.4 | 12.78 | 1,442 | 60 | 246 | |||
| 3 Apr | 24724.95 | 299.6 | -12.55 | 14.50 | 447 | -29 | 186 | |||
| 2 Apr | 24750.05 | 300.35 | 56.7 | 13.40 | 430 | 10 | 228 | |||
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| 1 Apr | 24529.40 | 247.05 | -271.15 | 14.55 | 619 | 119 | 220 | |||
| 28 Mar | 25074.90 | 494.4 | -137.9 | 12.23 | 784 | 101 | 101 | |||
For Nifty Financial Services - strike price 24950 expiring on 24APR2025
Delta for 24950 CE is 0.48
Historical price for 24950 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 274, which was -18.4 lower than the previous day. The implied volatity was 12.78, the open interest changed by 60 which increased total open position to 246
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 299.6, which was -12.55 lower than the previous day. The implied volatity was 14.50, the open interest changed by -29 which decreased total open position to 186
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 300.35, which was 56.7 higher than the previous day. The implied volatity was 13.40, the open interest changed by 10 which increased total open position to 228
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 247.05, which was -271.15 lower than the previous day. The implied volatity was 14.55, the open interest changed by 119 which increased total open position to 220
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 494.4, which was -137.9 lower than the previous day. The implied volatity was 12.23, the open interest changed by 101 which increased total open position to 101
| FINNIFTY 24APR2025 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 23.13
Theta: -5.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 396.85 | -25.75 | 16.27 | 922 | 81 | 176 |
| 3 Apr | 24724.95 | 423 | 16.1 | 15.84 | 275 | 12 | 99 |
| 2 Apr | 24750.05 | 401.85 | -100.1 | 15.49 | 159 | 6 | 91 |
| 1 Apr | 24529.40 | 508.15 | 239.1 | 14.91 | 683 | -38 | 85 |
| 28 Mar | 25074.90 | 266.3 | -168.55 | 14.57 | 994 | 123 | 123 |
For Nifty Financial Services - strike price 24950 expiring on 24APR2025
Delta for 24950 PE is -0.51
Historical price for 24950 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 396.85, which was -25.75 lower than the previous day. The implied volatity was 16.27, the open interest changed by 81 which increased total open position to 176
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 423, which was 16.1 higher than the previous day. The implied volatity was 15.84, the open interest changed by 12 which increased total open position to 99
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 401.85, which was -100.1 lower than the previous day. The implied volatity was 15.49, the open interest changed by 6 which increased total open position to 91
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 508.15, which was 239.1 higher than the previous day. The implied volatity was 14.91, the open interest changed by -38 which decreased total open position to 85
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 266.3, which was -168.55 lower than the previous day. The implied volatity was 14.57, the open interest changed by 123 which increased total open position to 123
