FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 23.01
Theta: -10.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 257 | -14.7 | 12.93 | 11,695 | -391 | 1,900 | |||
| 3 Apr | 24724.95 | 276 | -7.2 | 14.42 | 6,136 | 894 | 2,199 | |||
| 2 Apr | 24750.05 | 290 | 66.65 | 13.90 | 4,991 | 270 | 1,322 | |||
| 1 Apr | 24529.40 | 218.4 | -258.95 | 14.11 | 6,502 | 145 | 1,084 | |||
| 28 Mar | 25074.90 | 469 | -14.25 | 12.43 | 6,098 | 177 | 939 | |||
| 27 Mar | 25011.15 | 488.95 | 126.85 | 13.85 | 1,944 | 75 | 761 | |||
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| 26 Mar | 24829.60 | 341.15 | -196.2 | 12.10 | 1,215 | 478 | 691 | |||
| 25 Mar | 25086.00 | 507.6 | -32.55 | 13.51 | 240 | 202 | 205 | |||
| 24 Mar | 25057.55 | 540.15 | 176 | 12.59 | 7 | 3 | 3 | |||
| 21 Mar | 24567.95 | 364.15 | 0 | 0.63 | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 364.15 | 0 | 1.53 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 364.15 | 0 | 1.88 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 364.15 | 0 | 2.30 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 364.15 | 0 | 3.60 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 364.15 | 0 | 4.05 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 364.15 | 0 | 4.17 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 364.15 | 0 | 4.08 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 364.15 | 0 | 4.15 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25000 expiring on 24APR2025
Delta for 25000 CE is 0.46
Historical price for 25000 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 257, which was -14.7 lower than the previous day. The implied volatity was 12.93, the open interest changed by -391 which decreased total open position to 1900
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 276, which was -7.2 lower than the previous day. The implied volatity was 14.42, the open interest changed by 894 which increased total open position to 2199
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 290, which was 66.65 higher than the previous day. The implied volatity was 13.90, the open interest changed by 270 which increased total open position to 1322
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 218.4, which was -258.95 lower than the previous day. The implied volatity was 14.11, the open interest changed by 145 which increased total open position to 1084
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 469, which was -14.25 lower than the previous day. The implied volatity was 12.43, the open interest changed by 177 which increased total open position to 939
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 488.95, which was 126.85 higher than the previous day. The implied volatity was 13.85, the open interest changed by 75 which increased total open position to 761
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 341.15, which was -196.2 lower than the previous day. The implied volatity was 12.10, the open interest changed by 478 which increased total open position to 691
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 507.6, which was -32.55 lower than the previous day. The implied volatity was 13.51, the open interest changed by 202 which increased total open position to 205
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 540.15, which was 176 higher than the previous day. The implied volatity was 12.59, the open interest changed by 3 which increased total open position to 3
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 364.15, which was 0 lower than the previous day. The implied volatity was 0.63, 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 364.15, which was 0 lower than the previous day. The implied volatity was 1.53, 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 364.15, which was 0 lower than the previous day. The implied volatity was 1.88, 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 364.15, which was 0 lower than the previous day. The implied volatity was 2.30, 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 364.15, which was 0 lower than the previous day. The implied volatity was 3.60, 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 364.15, which was 0 lower than the previous day. The implied volatity was 4.05, 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 364.15, which was 0 lower than the previous day. The implied volatity was 4.17, 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 364.15, which was 0 lower than the previous day. The implied volatity was 4.08, 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 364.15, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 23.07
Theta: -5.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 416.5 | -31.85 | 15.97 | 3,347 | 235 | 918 |
| 3 Apr | 24724.95 | 459.55 | 29.05 | 16.22 | 967 | 44 | 679 |
| 2 Apr | 24750.05 | 428.05 | -104 | 15.47 | 904 | -28 | 651 |
| 1 Apr | 24529.40 | 524.95 | 241.75 | 14.30 | 4,591 | -723 | 719 |
| 28 Mar | 25074.90 | 263.25 | -76.6 | 13.69 | 9,288 | 632 | 1,442 |
| 27 Mar | 25011.15 | 302 | -145.85 | 14.72 | 1,463 | 495 | 749 |
| 26 Mar | 24829.60 | 455 | 85.4 | 16.45 | 850 | 67 | 255 |
| 25 Mar | 25086.00 | 390 | 4.7 | 17.36 | 305 | 86 | 188 |
| 24 Mar | 25057.55 | 382.5 | -287.5 | 17.87 | 158 | 100 | 101 |
| 21 Mar | 24567.95 | 670 | -1144.5 | 19.02 | 1 | 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 25000 expiring on 24APR2025
Delta for 25000 PE is -0.53
Historical price for 25000 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 416.5, which was -31.85 lower than the previous day. The implied volatity was 15.97, the open interest changed by 235 which increased total open position to 918
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 459.55, which was 29.05 higher than the previous day. The implied volatity was 16.22, the open interest changed by 44 which increased total open position to 679
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 428.05, which was -104 lower than the previous day. The implied volatity was 15.47, the open interest changed by -28 which decreased total open position to 651
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 524.95, which was 241.75 higher than the previous day. The implied volatity was 14.30, the open interest changed by -723 which decreased total open position to 719
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 263.25, which was -76.6 lower than the previous day. The implied volatity was 13.69, the open interest changed by 632 which increased total open position to 1442
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 302, which was -145.85 lower than the previous day. The implied volatity was 14.72, the open interest changed by 495 which increased total open position to 749
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 455, which was 85.4 higher than the previous day. The implied volatity was 16.45, the open interest changed by 67 which increased total open position to 255
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 390, which was 4.7 higher than the previous day. The implied volatity was 17.36, the open interest changed by 86 which increased total open position to 188
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 382.5, which was -287.5 lower than the previous day. The implied volatity was 17.87, the open interest changed by 100 which increased total open position to 101
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 670, which was -1144.5 lower than the previous day. The implied volatity was 19.02, 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
