FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25050 CE | ||||||||||
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Delta: 0.43
Vega: 22.77
Theta: -10.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 232.6 | -12.3 | 12.90 | 393 | -26 | 113 | |||
| 3 Apr | 24724.95 | 255 | -6.5 | 14.41 | 360 | -11 | 136 | |||
| 2 Apr | 24750.05 | 271.7 | 65.05 | 14.05 | 366 | -17 | 157 | |||
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| 1 Apr | 24529.40 | 206.55 | -237.1 | 14.35 | 611 | 63 | 171 | |||
| 28 Mar | 25074.90 | 453.55 | -125.65 | 12.96 | 1,109 | 108 | 108 | |||
For Nifty Financial Services - strike price 25050 expiring on 24APR2025
Delta for 25050 CE is 0.43
Historical price for 25050 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 232.6, which was -12.3 lower than the previous day. The implied volatity was 12.90, the open interest changed by -26 which decreased total open position to 113
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 255, which was -6.5 lower than the previous day. The implied volatity was 14.41, the open interest changed by -11 which decreased total open position to 136
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 271.7, which was 65.05 higher than the previous day. The implied volatity was 14.05, the open interest changed by -17 which decreased total open position to 157
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 206.55, which was -237.1 lower than the previous day. The implied volatity was 14.35, the open interest changed by 63 which increased total open position to 171
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 453.55, which was -125.65 lower than the previous day. The implied volatity was 12.96, the open interest changed by 108 which increased total open position to 108
| FINNIFTY 24APR2025 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 22.96
Theta: -5.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 457.5 | -16.2 | 16.55 | 200 | 2 | 94 |
| 3 Apr | 24724.95 | 476.45 | 15.85 | 15.72 | 64 | 4 | 93 |
| 2 Apr | 24750.05 | 459.55 | -104.75 | 15.64 | 74 | -1 | 93 |
| 1 Apr | 24529.40 | 570.45 | 265.55 | 14.87 | 720 | -4 | 113 |
| 28 Mar | 25074.90 | 307 | -174.2 | 14.65 | 1,297 | 117 | 117 |
For Nifty Financial Services - strike price 25050 expiring on 24APR2025
Delta for 25050 PE is -0.55
Historical price for 25050 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 457.5, which was -16.2 lower than the previous day. The implied volatity was 16.55, the open interest changed by 2 which increased total open position to 94
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 476.45, which was 15.85 higher than the previous day. The implied volatity was 15.72, the open interest changed by 4 which increased total open position to 93
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 459.55, which was -104.75 lower than the previous day. The implied volatity was 15.64, the open interest changed by -1 which decreased total open position to 93
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 570.45, which was 265.55 higher than the previous day. The implied volatity was 14.87, the open interest changed by -4 which decreased total open position to 113
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 307, which was -174.2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 117 which increased total open position to 117
