FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25150 CE | ||||||||||
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Delta: 0.38
Vega: 22.08
Theta: -9.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 192.1 | -15.95 | 12.74 | 276 | 8 | 173 | |||
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| 3 Apr | 24724.95 | 217.45 | -2.65 | 14.43 | 226 | -4 | 164 | |||
| 2 Apr | 24750.05 | 225.65 | 49.1 | 13.78 | 147 | 20 | 169 | |||
| 1 Apr | 24529.40 | 177.95 | -210.25 | 14.49 | 339 | 126 | 149 | |||
| 28 Mar | 25074.90 | 378 | -150.95 | 12.21 | 270 | 23 | 23 | |||
For Nifty Financial Services - strike price 25150 expiring on 24APR2025
Delta for 25150 CE is 0.38
Historical price for 25150 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 192.1, which was -15.95 lower than the previous day. The implied volatity was 12.74, the open interest changed by 8 which increased total open position to 173
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 217.45, which was -2.65 lower than the previous day. The implied volatity was 14.43, the open interest changed by -4 which decreased total open position to 164
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 225.65, which was 49.1 higher than the previous day. The implied volatity was 13.78, the open interest changed by 20 which increased total open position to 169
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 177.95, which was -210.25 lower than the previous day. The implied volatity was 14.49, the open interest changed by 126 which increased total open position to 149
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 378, which was -150.95 lower than the previous day. The implied volatity was 12.21, the open interest changed by 23 which increased total open position to 23
| FINNIFTY 24APR2025 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 22.56
Theta: -5.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 520.35 | -7.5 | 16.76 | 95 | 5 | 81 |
| 3 Apr | 24724.95 | 536.85 | 5.85 | 15.67 | 23 | -1 | 76 |
| 2 Apr | 24750.05 | 531 | -93.85 | 16.16 | 15 | 0 | 77 |
| 1 Apr | 24529.40 | 637.4 | 294.95 | 14.88 | 247 | -59 | 77 |
| 28 Mar | 25074.90 | 344.65 | -185.8 | 14.33 | 597 | 136 | 136 |
For Nifty Financial Services - strike price 25150 expiring on 24APR2025
Delta for 25150 PE is -0.59
Historical price for 25150 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 520.35, which was -7.5 lower than the previous day. The implied volatity was 16.76, the open interest changed by 5 which increased total open position to 81
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 536.85, which was 5.85 higher than the previous day. The implied volatity was 15.67, the open interest changed by -1 which decreased total open position to 76
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 531, which was -93.85 lower than the previous day. The implied volatity was 16.16, the open interest changed by 0 which decreased total open position to 77
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 637.4, which was 294.95 higher than the previous day. The implied volatity was 14.88, the open interest changed by -59 which decreased total open position to 77
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 344.65, which was -185.8 lower than the previous day. The implied volatity was 14.33, the open interest changed by 136 which increased total open position to 136
