FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 10:24 AM IST
| FINNIFTY 24APR2025 25650 CE | ||||||||||
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Delta: 0.20
Vega: 16.37
Theta: -6.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 24809.75 | 88.85 | 6.95 | 13.79 | 53 | 6 | 86 | |||
| 3 Apr | 24724.95 | 86 | -1.55 | 14.43 | 71 | 1 | 100 | |||
| 2 Apr | 24750.05 | 89.85 | 17.35 | 13.84 | 44 | -1 | 100 | |||
| 1 Apr | 24529.40 | 78.1 | -103.95 | 15.04 | 194 | 95 | 105 | |||
| 28 Mar | 25074.90 | 179 | -143.15 | 12.58 | 40 | 10 | 10 | |||
For Nifty Financial Services - strike price 25650 expiring on 24APR2025
Delta for 25650 CE is 0.20
Historical price for 25650 CE is as follows
On 4 Apr FINNIFTY was trading at 24809.75. The strike last trading price was 88.85, which was 6.95 higher than the previous day. The implied volatity was 13.79, the open interest changed by 6 which increased total open position to 86
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 86, which was -1.55 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 100
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 89.85, which was 17.35 higher than the previous day. The implied volatity was 13.84, the open interest changed by -1 which decreased total open position to 100
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 78.1, which was -103.95 lower than the previous day. The implied volatity was 15.04, the open interest changed by 95 which increased total open position to 105
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 179, which was -143.15 lower than the previous day. The implied volatity was 12.58, the open interest changed by 10 which increased total open position to 10
| FINNIFTY 24APR2025 25650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 17.57
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24809.75 | 814 | -186.8 | 15.35 | 2 | 0 | 12 |
| 3 Apr | 24724.95 | 1000.8 | 106.65 | 21.38 | 4 | 0 | 13 |
| 2 Apr | 24750.05 | 894.15 | 199.1 | 17.08 | 14 | 5 | 14 |
| 1 Apr | 24529.40 | 695.05 | 103.05 | - | 4 | -1 | 7 |
| 28 Mar | 25074.90 | 592 | -228.9 | 12.84 | 34 | 8 | 8 |
For Nifty Financial Services - strike price 25650 expiring on 24APR2025
Delta for 25650 PE is -0.77
Historical price for 25650 PE is as follows
On 4 Apr FINNIFTY was trading at 24809.75. The strike last trading price was 814, which was -186.8 lower than the previous day. The implied volatity was 15.35, the open interest changed by 0 which decreased total open position to 12
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 1000.8, which was 106.65 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 13
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 894.15, which was 199.1 higher than the previous day. The implied volatity was 17.08, the open interest changed by 5 which increased total open position to 14
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 695.05, which was 103.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 592, which was -228.9 lower than the previous day. The implied volatity was 12.84, the open interest changed by 8 which increased total open position to 8
