FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Apr 2025 11:45 AM IST
| FINNIFTY 24APR2025 25300 CE | ||||||||||
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Delta: 0.26
Vega: 15.04
Theta: -12.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 24621.95 | 130.05 | 44.25 | 18.42 | 373 | -41 | 252 | |||
| 9 Apr | 24132.65 | 89.5 | -40.6 | 20.96 | 476 | 53 | 294 | |||
| 8 Apr | 24301.50 | 130 | 44.3 | 20.91 | 394 | 6 | 241 | |||
| 7 Apr | 23908.45 | 93 | -50.6 | 22.18 | 266 | -42 | 234 | |||
| 4 Apr | 24774.30 | 147.2 | -12.55 | 12.97 | 1,433 | 36 | 275 | |||
| 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 | |||
| 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 0.26
Historical price for 25300 CE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 130.05, which was 44.25 higher than the previous day. The implied volatity was 18.42, the open interest changed by -41 which decreased total open position to 252
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 89.5, which was -40.6 lower than the previous day. The implied volatity was 20.96, the open interest changed by 53 which increased total open position to 294
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 130, which was 44.3 higher than the previous day. The implied volatity was 20.91, the open interest changed by 6 which increased total open position to 241
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 93, which was -50.6 lower than the previous day. The implied volatity was 22.18, the open interest changed by -42 which decreased total open position to 234
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 147.2, which was -12.55 lower than the previous day. The implied volatity was 12.97, the open interest changed by 36 which increased total open position to 275
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 16.76
Theta: -11.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 24621.95 | 830.4 | -136.1 | 25.50 | 3 | -1 | 100 |
| 9 Apr | 24132.65 | 966.5 | 0 | 0.00 | 0 | 2 | 0 |
| 8 Apr | 24301.50 | 966.5 | 333.7 | 18.62 | 4 | 2 | 101 |
| 7 Apr | 23908.45 | 624.45 | -8.35 | 0.00 | 0 | -1 | 0 |
| 4 Apr | 24774.30 | 624.45 | -4.35 | 17.21 | 184 | -1 | 99 |
| 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 -0.68
Historical price for 25300 PE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 830.4, which was -136.1 lower than the previous day. The implied volatity was 25.50, the open interest changed by -1 which decreased total open position to 100
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 966.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 966.5, which was 333.7 higher than the previous day. The implied volatity was 18.62, the open interest changed by 2 which increased total open position to 101
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 624.45, which was -8.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 624.45, which was -4.35 lower than the previous day. The implied volatity was 17.21, the open interest changed by -1 which decreased total open position to 99
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
