FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 25900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 11.23
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 43.65 | -7.9 | 13.66 | 326 | -9 | 127 | |||
| 3 Apr | 24724.95 | 51 | -5.9 | 14.49 | 51 | -2 | 137 | |||
| 2 Apr | 24750.05 | 59.95 | 14.95 | 14.44 | 134 | 15 | 139 | |||
| 1 Apr | 24529.40 | 48.45 | -66.8 | 15.18 | 244 | -103 | 125 | |||
| 28 Mar | 25074.90 | 112.7 | 42.7 | 12.53 | 518 | 224 | 228 | |||
| 27 Mar | 25011.15 | 70 | 0 | 0.00 | 0 | 4 | 0 | |||
| 26 Mar | 24829.60 | 70 | -122.1 | 12.22 | 6 | 2 | 2 | |||
| 25 Mar | 25086.00 | 192.1 | 0 | 2.16 | 0 | 0 | 0 | |||
| 24 Mar | 25057.55 | 192.1 | 0 | 1.90 | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 192.1 | 0 | 3.36 | 0 | 0 | 0 | |||
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| 20 Mar | 24309.00 | 192.1 | 0 | 4.06 | 0 | 0 | 0 | |||
| 19 Mar | 24140.35 | 192.1 | 0 | 4.42 | 0 | 0 | 0 | |||
| 18 Mar | 23969.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 23529.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 23203.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 23056.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 23163.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 25900 expiring on 24APR2025
Delta for 25900 CE is 0.11
Historical price for 25900 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 43.65, which was -7.9 lower than the previous day. The implied volatity was 13.66, the open interest changed by -9 which decreased total open position to 127
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 51, which was -5.9 lower than the previous day. The implied volatity was 14.49, the open interest changed by -2 which decreased total open position to 137
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 59.95, which was 14.95 higher than the previous day. The implied volatity was 14.44, the open interest changed by 15 which increased total open position to 139
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 48.45, which was -66.8 lower than the previous day. The implied volatity was 15.18, the open interest changed by -103 which decreased total open position to 125
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 112.7, which was 42.7 higher than the previous day. The implied volatity was 12.53, the open interest changed by 224 which increased total open position to 228
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 70, 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 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 70, which was -122.1 lower than the previous day. The implied volatity was 12.22, the open interest changed by 2 which increased total open position to 2
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 192.1, which was 0 lower than the previous day. The implied volatity was 2.16, 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 192.1, which was 0 lower than the previous day. The implied volatity was 1.90, 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 192.1, which was 0 lower than the previous day. The implied volatity was 3.36, 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 192.1, which was 0 lower than the previous day. The implied volatity was 4.06, 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 192.1, which was 0 lower than the previous day. The implied volatity was 4.42, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 13.09
Theta: 1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 1048.55 | -176.55 | 15.34 | 5 | 0 | 11 |
| 3 Apr | 24724.95 | 1225.1 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 1225.1 | 436.1 | 24.31 | 4 | 0 | 11 |
| 1 Apr | 24529.40 | 789 | 0 | 0.00 | 0 | 12 | 0 |
| 28 Mar | 25074.90 | 789 | -1738.5 | 13.58 | 31 | 12 | 12 |
| 27 Mar | 25011.15 | 2527.5 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 2527.5 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 2527.5 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 2527.5 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 2527.5 | 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 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 23529.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 23203.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 23056.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 23163.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25900 expiring on 24APR2025
Delta for 25900 PE is -0.86
Historical price for 25900 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 1048.55, which was -176.55 lower than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 11
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 1225.1, 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 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 1225.1, which was 436.1 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 11
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 789, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 789, which was -1738.5 lower than the previous day. The implied volatity was 13.58, the open interest changed by 12 which increased total open position to 12
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 2527.5, 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 2527.5, 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 2527.5, 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 2527.5, 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 2527.5, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
