FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 26100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 9.06
Theta: -3.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 32.25 | -5.05 | 14.38 | 86 | 14 | 50 | |||
| 3 Apr | 24724.95 | 39.9 | -2.55 | 15.31 | 15 | 2 | 35 | |||
| 2 Apr | 24750.05 | 42.45 | 4.6 | 14.73 | 27 | 10 | 32 | |||
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| 1 Apr | 24529.40 | 37 | -45.45 | 15.78 | 14 | 1 | 17 | |||
| 28 Mar | 25074.90 | 83.15 | 2.05 | 12.98 | 84 | 14 | 16 | |||
| 27 Mar | 25011.15 | 81.1 | -84 | 13.06 | 5 | 0 | 0 | |||
| 26 Mar | 24829.60 | 165.1 | 0 | 3.53 | 0 | 0 | 0 | |||
| 25 Mar | 25086.00 | 165.1 | 0 | 2.78 | 0 | 0 | 0 | |||
| 24 Mar | 25057.55 | 165.1 | 0 | 2.49 | 0 | 0 | 0 | |||
| 21 Mar | 24567.95 | 165.1 | 0 | 3.84 | 0 | 0 | 0 | |||
| 20 Mar | 24309.00 | 165.1 | 0 | 4.61 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 26100 expiring on 24APR2025
Delta for 26100 CE is 0.09
Historical price for 26100 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 32.25, which was -5.05 lower than the previous day. The implied volatity was 14.38, the open interest changed by 14 which increased total open position to 50
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 39.9, which was -2.55 lower than the previous day. The implied volatity was 15.31, the open interest changed by 2 which increased total open position to 35
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 42.45, which was 4.6 higher than the previous day. The implied volatity was 14.73, the open interest changed by 10 which increased total open position to 32
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 37, which was -45.45 lower than the previous day. The implied volatity was 15.78, the open interest changed by 1 which increased total open position to 17
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 83.15, which was 2.05 higher than the previous day. The implied volatity was 12.98, the open interest changed by 14 which increased total open position to 16
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 81.1, which was -84 lower than the previous day. The implied volatity was 13.06, 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 165.1, which was 0 lower than the previous day. The implied volatity was 3.53, 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 165.1, which was 0 lower than the previous day. The implied volatity was 2.78, 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 165.1, which was 0 lower than the previous day. The implied volatity was 2.49, 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 165.1, which was 0 lower than the previous day. The implied volatity was 3.84, 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 165.1, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 26100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 14.74
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 1289.85 | -1407.3 | 20.48 | 1 | 0 | 0 |
| 3 Apr | 24724.95 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 2697.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26100 expiring on 24APR2025
Delta for 26100 PE is -0.83
Historical price for 26100 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 1289.85, which was -1407.3 lower than the previous day. The implied volatity was 20.48, 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 2697.15, 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 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 2697.15, 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 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 2697.15, 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 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 2697.15, 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 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 2697.15, 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 2697.15, 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 2697.15, 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 2697.15, 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 2697.15, 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
