FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
03 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 18.12
Theta: -7.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Apr | 24724.95 | 112.8 | -2.6 | 14.24 | 2,534 | 262 | 2,009 | |||
| 2 Apr | 24750.05 | 124.95 | 30.7 | 14.03 | 3,134 | -202 | 1,815 | |||
| 1 Apr | 24529.40 | 93.4 | -135.25 | 14.43 | 3,931 | 1,598 | 2,017 | |||
| 28 Mar | 25074.90 | 227 | -17.8 | 12.46 | 1,881 | 124 | 419 | |||
| 27 Mar | 25011.15 | 250.3 | 91.75 | 13.70 | 596 | 172 | 301 | |||
| 26 Mar | 24829.60 | 142.6 | -138.75 | 11.72 | 256 | 110 | 129 | |||
| 25 Mar | 25086.00 | 270 | -20 | 13.57 | 29 | 8 | 18 | |||
| 24 Mar | 25057.55 | 290 | 32.7 | 13.61 | 10 | 9 | 9 | |||
| 21 Mar | 24567.95 | 257.3 | 0 | 2.11 | 0 | 0 | 0 | |||
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| 20 Mar | 24309.00 | 257.3 | 0 | 2.92 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 257.3 | 0 | 3.33 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 257.3 | 0 | 3.70 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 257.3 | 0 | 4.96 | 0 | 0 | 0 | |||
| 13 Mar | 23290.00 | 257.3 | 0 | 5.33 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 257.3 | 0 | 5.38 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 257.3 | 0 | 5.29 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 257.3 | 0 | 5.33 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25500 expiring on 24APR2025
Delta for 25500 CE is 0.23
Historical price for 25500 CE is as follows
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 112.8, which was -2.6 lower than the previous day. The implied volatity was 14.24, the open interest changed by 262 which increased total open position to 2009
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 124.95, which was 30.7 higher than the previous day. The implied volatity was 14.03, the open interest changed by -202 which decreased total open position to 1815
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 93.4, which was -135.25 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1598 which increased total open position to 2017
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 227, which was -17.8 lower than the previous day. The implied volatity was 12.46, the open interest changed by 124 which increased total open position to 419
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 250.3, which was 91.75 higher than the previous day. The implied volatity was 13.70, the open interest changed by 172 which increased total open position to 301
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 142.6, which was -138.75 lower than the previous day. The implied volatity was 11.72, the open interest changed by 110 which increased total open position to 129
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 270, which was -20 lower than the previous day. The implied volatity was 13.57, the open interest changed by 8 which increased total open position to 18
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 290, which was 32.7 higher than the previous day. The implied volatity was 13.61, the open interest changed by 9 which increased total open position to 9
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 257.3, which was 0 lower than the previous day. The implied volatity was 2.11, 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 257.3, which was 0 lower than the previous day. The implied volatity was 2.92, 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 257.3, which was 0 lower than the previous day. The implied volatity was 3.33, 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 257.3, which was 0 lower than the previous day. The implied volatity was 3.70, 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 257.3, which was 0 lower than the previous day. The implied volatity was 4.96, 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 257.3, which was 0 lower than the previous day. The implied volatity was 5.33, 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 257.3, which was 0 lower than the previous day. The implied volatity was 5.38, 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 257.3, which was 0 lower than the previous day. The implied volatity was 5.29, 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 257.3, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 18.90
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Apr | 24724.95 | 775.4 | -24.15 | 15.48 | 38 | 5 | 75 |
| 2 Apr | 24750.05 | 799.55 | -99.7 | 17.86 | 8 | -3 | 70 |
| 1 Apr | 24529.40 | 903.85 | 372.95 | 15.10 | 55 | -17 | 74 |
| 28 Mar | 25074.90 | 539 | -61.4 | 14.53 | 141 | 80 | 91 |
| 27 Mar | 25011.15 | 575.45 | -1623.9 | 15.13 | 18 | 7 | 7 |
| 26 Mar | 24829.60 | 2199.35 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 2199.35 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 2199.35 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 2199.35 | 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 25500 expiring on 24APR2025
Delta for 25500 PE is -0.75
Historical price for 25500 PE is as follows
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 775.4, which was -24.15 lower than the previous day. The implied volatity was 15.48, the open interest changed by 5 which increased total open position to 75
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 799.55, which was -99.7 lower than the previous day. The implied volatity was 17.86, the open interest changed by -3 which decreased total open position to 70
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 903.85, which was 372.95 higher than the previous day. The implied volatity was 15.10, the open interest changed by -17 which decreased total open position to 74
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 539, which was -61.4 lower than the previous day. The implied volatity was 14.53, the open interest changed by 80 which increased total open position to 91
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 575.45, which was -1623.9 lower than the previous day. The implied volatity was 15.13, the open interest changed by 7 which increased total open position to 7
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 2199.35, 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 2199.35, 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 2199.35, 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 2199.35, 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
