FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25250 CE | ||||||||||
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Delta: 0.33
Vega: 20.96
Theta: -8.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 157.4 | -15.95 | 12.80 | 309 | 5 | 120 | |||
| 3 Apr | 24724.95 | 180 | -16.1 | 14.27 | 200 | 4 | 115 | |||
| 2 Apr | 24750.05 | 197.85 | 51.1 | 14.12 | 131 | 11 | 94 | |||
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| 1 Apr | 24529.40 | 148.3 | -188.4 | 14.42 | 127 | 69 | 83 | |||
| 28 Mar | 25074.90 | 334.4 | -147.4 | 12.47 | 128 | 14 | 14 | |||
For Nifty Financial Services - strike price 25250 expiring on 24APR2025
Delta for 25250 CE is 0.33
Historical price for 25250 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 157.4, which was -15.95 lower than the previous day. The implied volatity was 12.80, the open interest changed by 5 which increased total open position to 120
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 180, which was -16.1 lower than the previous day. The implied volatity was 14.27, the open interest changed by 4 which increased total open position to 115
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 197.85, which was 51.1 higher than the previous day. The implied volatity was 14.12, the open interest changed by 11 which increased total open position to 94
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 148.3, which was -188.4 lower than the previous day. The implied volatity was 14.42, the open interest changed by 69 which increased total open position to 83
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 334.4, which was -147.4 lower than the previous day. The implied volatity was 12.47, the open interest changed by 14 which increased total open position to 14
| FINNIFTY 24APR2025 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 21.99
Theta: -4.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 588.95 | -14.6 | 17.06 | 35 | -2 | 15 |
| 3 Apr | 24724.95 | 603.55 | 2.55 | 15.77 | 43 | 3 | 18 |
| 2 Apr | 24750.05 | 601 | -90.4 | 16.50 | 18 | 4 | 11 |
| 1 Apr | 24529.40 | 691.4 | 294.05 | 14.05 | 32 | -1 | 6 |
| 28 Mar | 25074.90 | 401.85 | -180.9 | 14.60 | 43 | 7 | 7 |
For Nifty Financial Services - strike price 25250 expiring on 24APR2025
Delta for 25250 PE is -0.63
Historical price for 25250 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 588.95, which was -14.6 lower than the previous day. The implied volatity was 17.06, the open interest changed by -2 which decreased total open position to 15
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 603.55, which was 2.55 higher than the previous day. The implied volatity was 15.77, the open interest changed by 3 which increased total open position to 18
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 601, which was -90.4 lower than the previous day. The implied volatity was 16.50, the open interest changed by 4 which increased total open position to 11
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 691.4, which was 294.05 higher than the previous day. The implied volatity was 14.05, the open interest changed by -1 which decreased total open position to 6
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 401.85, which was -180.9 lower than the previous day. The implied volatity was 14.60, the open interest changed by 7 which increased total open position to 7
