FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25550 CE | ||||||||||
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Delta: 0.21
Vega: 16.59
Theta: -6.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 87.15 | -11.1 | 13.04 | 352 | 32 | 231 | |||
| 3 Apr | 24724.95 | 102.35 | -7.7 | 14.25 | 167 | 6 | 204 | |||
| 2 Apr | 24750.05 | 114.45 | 28.45 | 14.09 | 112 | 15 | 198 | |||
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| 1 Apr | 24529.40 | 89.8 | -268.05 | 14.75 | 271 | 187 | 187 | |||
| 28 Mar | 25074.90 | 357.85 | 0 | 1.13 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25550 expiring on 24APR2025
Delta for 25550 CE is 0.21
Historical price for 25550 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 87.15, which was -11.1 lower than the previous day. The implied volatity was 13.04, the open interest changed by 32 which increased total open position to 231
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 102.35, which was -7.7 lower than the previous day. The implied volatity was 14.25, the open interest changed by 6 which increased total open position to 204
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 114.45, which was 28.45 higher than the previous day. The implied volatity was 14.09, the open interest changed by 15 which increased total open position to 198
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 89.8, which was -268.05 lower than the previous day. The implied volatity was 14.75, the open interest changed by 187 which increased total open position to 187
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 357.85, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25550 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 835 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 835 | 0 | 0.00 | 0 | 2 | 0 |
| 2 Apr | 24750.05 | 835 | -118 | 17.81 | 4 | 2 | 6 |
| 1 Apr | 24529.40 | 953 | 382 | 15.61 | 8 | 2 | 6 |
| 28 Mar | 25074.90 | 571 | -186.15 | 14.57 | 18 | 4 | 4 |
For Nifty Financial Services - strike price 25550 expiring on 24APR2025
Delta for 25550 PE is 0.00
Historical price for 25550 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 835, 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 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 835, 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 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 835, which was -118 lower than the previous day. The implied volatity was 17.81, the open interest changed by 2 which increased total open position to 6
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 953, which was 382 higher than the previous day. The implied volatity was 15.61, the open interest changed by 2 which increased total open position to 6
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 571, which was -186.15 lower than the previous day. The implied volatity was 14.57, the open interest changed by 4 which increased total open position to 4
