FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 19.09
Theta: -8.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 122 | -10.7 | 13.09 | 868 | 133 | 314 | |||
| 3 Apr | 24724.95 | 139 | -3.65 | 14.38 | 389 | 20 | 179 | |||
| 2 Apr | 24750.05 | 143.35 | 29.35 | 13.68 | 401 | 5 | 181 | |||
| 1 Apr | 24529.40 | 110.85 | -156.65 | 14.31 | 490 | 43 | 178 | |||
| 28 Mar | 25074.90 | 262.3 | 92.25 | 12.31 | 464 | 110 | 135 | |||
| 27 Mar | 25011.15 | 170.05 | 0 | 0.00 | 0 | 23 | 0 | |||
| 26 Mar | 24829.60 | 170.05 | 4.2 | 11.69 | 25 | 20 | 22 | |||
| 25 Mar | 25086.00 | 165.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 25057.55 | 165.85 | 0 | 0.00 | 0 | 0 | 2 | |||
| 21 Mar | 24567.95 | 165.85 | -110.35 | 12.94 | 2 | 1 | 1 | |||
| 20 Mar | 24309.00 | 276.2 | 0 | 2.57 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 276.2 | 0 | 3.04 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 276.2 | 0 | 3.41 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 276.2 | 0 | 4.69 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 276.2 | 0 | 5.08 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 276.2 | 0 | 5.13 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 276.2 | 0 | 5.05 | 0 | 0 | 0 | |||
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| 6 Mar | 23163.00 | 276.2 | 0 | 5.10 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25400 expiring on 24APR2025
Delta for 25400 CE is 0.27
Historical price for 25400 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 122, which was -10.7 lower than the previous day. The implied volatity was 13.09, the open interest changed by 133 which increased total open position to 314
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 139, which was -3.65 lower than the previous day. The implied volatity was 14.38, the open interest changed by 20 which increased total open position to 179
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 143.35, which was 29.35 higher than the previous day. The implied volatity was 13.68, the open interest changed by 5 which increased total open position to 181
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 110.85, which was -156.65 lower than the previous day. The implied volatity was 14.31, the open interest changed by 43 which increased total open position to 178
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 262.3, which was 92.25 higher than the previous day. The implied volatity was 12.31, the open interest changed by 110 which increased total open position to 135
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 170.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 170.05, which was 4.2 higher than the previous day. The implied volatity was 11.69, the open interest changed by 20 which increased total open position to 22
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 165.85, which was 0 lower than the previous day. The implied volatity was 0.00, 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 165.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 165.85, which was -110.35 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 1
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 276.2, which was 0 lower than the previous day. The implied volatity was 2.57, 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 276.2, which was 0 lower than the previous day. The implied volatity was 3.04, 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 276.2, which was 0 lower than the previous day. The implied volatity was 3.41, 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 276.2, which was 0 lower than the previous day. The implied volatity was 4.69, 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 276.2, which was 0 lower than the previous day. The implied volatity was 5.08, 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 276.2, which was 0 lower than the previous day. The implied volatity was 5.13, 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 276.2, which was 0 lower than the previous day. The implied volatity was 5.05, 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 276.2, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 20.91
Theta: -4.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 701.5 | -18.65 | 17.68 | 107 | -7 | 57 |
| 3 Apr | 24724.95 | 720.15 | 32.7 | 16.60 | 40 | 5 | 65 |
| 2 Apr | 24750.05 | 690.4 | -132.05 | 16.04 | 108 | 3 | 61 |
| 1 Apr | 24529.40 | 825.2 | 351 | 15.10 | 70 | -19 | 58 |
| 28 Mar | 25074.90 | 476.4 | -1643.55 | 14.38 | 136 | 77 | 77 |
| 27 Mar | 25011.15 | 2119.95 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 2119.95 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 2119.95 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 2119.95 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 2119.95 | 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 25400 expiring on 24APR2025
Delta for 25400 PE is -0.67
Historical price for 25400 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 701.5, which was -18.65 lower than the previous day. The implied volatity was 17.68, the open interest changed by -7 which decreased total open position to 57
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 720.15, which was 32.7 higher than the previous day. The implied volatity was 16.60, the open interest changed by 5 which increased total open position to 65
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 690.4, which was -132.05 lower than the previous day. The implied volatity was 16.04, the open interest changed by 3 which increased total open position to 61
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 825.2, which was 351 higher than the previous day. The implied volatity was 15.10, the open interest changed by -19 which decreased total open position to 58
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 476.4, which was -1643.55 lower than the previous day. The implied volatity was 14.38, the open interest changed by 77 which increased total open position to 77
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 2119.95, 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 2119.95, 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 2119.95, 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 2119.95, 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 2119.95, 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
