FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 18.28
Theta: -7.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 24774.30 | 110.15 | -8.35 | 13.19 | 231 | 8 | 276 | |||
| 3 Apr | 24724.95 | 118.35 | -11.7 | 13.93 | 101 | 18 | 268 | |||
| 2 Apr | 24750.05 | 134.95 | 30.95 | 13.92 | 89 | 6 | 251 | |||
| 1 Apr | 24529.40 | 105 | -141.95 | 14.56 | 267 | 223 | 241 | |||
| 28 Mar | 25074.90 | 246.05 | -150.25 | 12.46 | 45 | 18 | 18 | |||
For Nifty Financial Services - strike price 25450 expiring on 24APR2025
Delta for 25450 CE is 0.25
Historical price for 25450 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 110.15, which was -8.35 lower than the previous day. The implied volatity was 13.19, the open interest changed by 8 which increased total open position to 276
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 118.35, which was -11.7 lower than the previous day. The implied volatity was 13.93, the open interest changed by 18 which increased total open position to 268
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 134.95, which was 30.95 higher than the previous day. The implied volatity was 13.92, the open interest changed by 6 which increased total open position to 251
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 105, which was -141.95 lower than the previous day. The implied volatity was 14.56, the open interest changed by 223 which increased total open position to 241
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 246.05, which was -150.25 lower than the previous day. The implied volatity was 12.46, the open interest changed by 18 which increased total open position to 18
| FINNIFTY 24APR2025 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 717.85 | 0 | 0.00 | 0 | 4 | 0 |
| 3 Apr | 24724.95 | 717.85 | -56.3 | 14.44 | 16 | 7 | 12 |
| 2 Apr | 24750.05 | 774.15 | -83.85 | 18.28 | 5 | 0 | 5 |
| 1 Apr | 24529.40 | 858 | 352.25 | 14.76 | 15 | -3 | 5 |
| 28 Mar | 25074.90 | 507.35 | -188.8 | 14.46 | 30 | 8 | 8 |
For Nifty Financial Services - strike price 25450 expiring on 24APR2025
Delta for 25450 PE is 0.00
Historical price for 25450 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 717.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 717.85, which was -56.3 lower than the previous day. The implied volatity was 14.44, the open interest changed by 7 which increased total open position to 12
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 774.15, which was -83.85 lower than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 5
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 858, which was 352.25 higher than the previous day. The implied volatity was 14.76, the open interest changed by -3 which decreased total open position to 5
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 507.35, which was -188.8 lower than the previous day. The implied volatity was 14.46, the open interest changed by 8 which increased total open position to 8
