FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
03 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 20.80
Theta: -8.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 24724.95 | 160.05 | -9.9 | 14.04 | 558 | 65 | 238 | |||
| 2 Apr | 24750.05 | 174.9 | 39.9 | 13.81 | 506 | 2 | 175 | |||
| 1 Apr | 24529.40 | 130.4 | -181.1 | 14.16 | 444 | -36 | 179 | |||
| 28 Mar | 25074.90 | 306.15 | -11.95 | 12.31 | 715 | 170 | 215 | |||
| 27 Mar | 25011.15 | 318.9 | 22.65 | 13.23 | 48 | 1 | 1 | |||
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| 26 Mar | 24829.60 | 296.25 | 0 | 1.04 | 0 | 0 | 0 | |||
| 25 Mar | 25086.00 | 296.25 | 0 | 0.27 | 0 | 0 | 0 | |||
| 24 Mar | 25057.55 | 296.25 | 0 | 0.22 | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 296.25 | 0 | 1.68 | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 296.25 | 0 | 2.28 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 296.25 | 0 | 2.76 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 296.25 | 0 | 3.15 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 296.25 | 0 | 4.42 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 296.25 | 0 | 4.83 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 296.25 | 0 | 4.89 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 296.25 | 0 | 4.81 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 296.25 | 0 | 4.86 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25300 expiring on 24APR2025
Delta for 25300 CE is 0.31
Historical price for 25300 CE is as follows
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 160.05, which was -9.9 lower than the previous day. The implied volatity was 14.04, the open interest changed by 65 which increased total open position to 238
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 174.9, which was 39.9 higher than the previous day. The implied volatity was 13.81, the open interest changed by 2 which increased total open position to 175
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 130.4, which was -181.1 lower than the previous day. The implied volatity was 14.16, the open interest changed by -36 which decreased total open position to 179
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 306.15, which was -11.95 lower than the previous day. The implied volatity was 12.31, the open interest changed by 170 which increased total open position to 215
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 318.9, which was 22.65 higher than the previous day. The implied volatity was 13.23, the open interest changed by 1 which increased total open position to 1
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 296.25, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 296.25, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 296.25, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 296.25, which was 0 lower than the previous day. The implied volatity was 1.68, 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 296.25, which was 0 lower than the previous day. The implied volatity was 2.28, 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 296.25, which was 0 lower than the previous day. The implied volatity was 2.76, 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 296.25, which was 0 lower than the previous day. The implied volatity was 3.15, 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 296.25, which was 0 lower than the previous day. The implied volatity was 4.42, 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 296.25, which was 0 lower than the previous day. The implied volatity was 4.83, 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 296.25, which was 0 lower than the previous day. The implied volatity was 4.89, 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 296.25, which was 0 lower than the previous day. The implied volatity was 4.81, 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 296.25, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 21.43
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 24724.95 | 638.6 | 26.3 | 15.88 | 46 | -2 | 100 |
| 2 Apr | 24750.05 | 616 | -118.5 | 15.72 | 75 | -8 | 102 |
| 1 Apr | 24529.40 | 734.5 | 317.3 | 14.35 | 73 | -39 | 112 |
| 28 Mar | 25074.90 | 419.75 | -1621.85 | 14.31 | 372 | 151 | 151 |
| 27 Mar | 25011.15 | 2041.6 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 2041.6 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 2041.6 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 2041.6 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 2041.6 | 0 | - | 0 | 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 25300 expiring on 24APR2025
Delta for 25300 PE is -0.67
Historical price for 25300 PE is as follows
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 638.6, which was 26.3 higher than the previous day. The implied volatity was 15.88, the open interest changed by -2 which decreased total open position to 100
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 616, which was -118.5 lower than the previous day. The implied volatity was 15.72, the open interest changed by -8 which decreased total open position to 102
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 734.5, which was 317.3 higher than the previous day. The implied volatity was 14.35, the open interest changed by -39 which decreased total open position to 112
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 419.75, which was -1621.85 lower than the previous day. The implied volatity was 14.31, the open interest changed by 151 which increased total open position to 151
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 2041.6, 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 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 2041.6, 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 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 2041.6, 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 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 2041.6, 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 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 2041.6, 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 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
