FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 26250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 13.97
Theta: -18.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 26071.60 | 158.9 | 117 | 15.47 | 5,591 | 377 | 458 | |||
| 16 Apr | 25492.10 | 41.9 | -119.3 | 16.57 | 102 | 82 | 82 | |||
| 15 Apr | 25280.65 | 161.2 | 0 | 5.28 | 0 | 0 | 0 | |||
| 11 Apr | 24555.55 | 161.2 | 0 | 7.87 | 0 | 0 | 0 | |||
| 9 Apr | 24132.65 | 161.2 | 0 | 8.92 | 0 | 0 | 0 | |||
| 8 Apr | 24301.50 | 161.2 | 0 | 7.98 | 0 | 0 | 0 | |||
| 7 Apr | 23908.45 | 161.2 | 0 | 9.11 | 0 | 0 | 0 | |||
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| 4 Apr | 24774.30 | 161.2 | 0 | 5.12 | 0 | 0 | 0 | |||
| 3 Apr | 24724.95 | 161.2 | 0 | 5.19 | 0 | 0 | 0 | |||
| 2 Apr | 24750.05 | 161.2 | 0 | 4.91 | 0 | 0 | 0 | |||
| 1 Apr | 24529.40 | 161.2 | 0 | 5.56 | 0 | 0 | 0 | |||
| 28 Mar | 25074.90 | 161.2 | 0 | 3.36 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 26250 expiring on 24APR2025
Delta for 26250 CE is 0.40
Historical price for 26250 CE is as follows
On 17 Apr FINNIFTY was trading at 26071.60. The strike last trading price was 158.9, which was 117 higher than the previous day. The implied volatity was 15.47, the open interest changed by 377 which increased total open position to 458
On 16 Apr FINNIFTY was trading at 25492.10. The strike last trading price was 41.9, which was -119.3 lower than the previous day. The implied volatity was 16.57, the open interest changed by 82 which increased total open position to 82
On 15 Apr FINNIFTY was trading at 25280.65. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
On 11 Apr FINNIFTY was trading at 24555.55. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 9.11, the open interest changed by 0 which decreased total open position to 0
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 161.2, which was 0 lower than the previous day. The implied volatity was 5.12, 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 161.2, which was 0 lower than the previous day. The implied volatity was 5.19, 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 161.2, which was 0 lower than the previous day. The implied volatity was 4.91, 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 161.2, which was 0 lower than the previous day. The implied volatity was 5.56, 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 161.2, 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
| FINNIFTY 24APR2025 26250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 14.13
Theta: -16.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 26071.60 | 371.4 | -885.3 | 20.16 | 262 | 53 | 53 |
| 16 Apr | 25492.10 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 25280.65 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 24555.55 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 24132.65 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 24301.50 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 23908.45 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 24774.30 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 1256.7 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 1256.7 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26250 expiring on 24APR2025
Delta for 26250 PE is -0.58
Historical price for 26250 PE is as follows
On 17 Apr FINNIFTY was trading at 26071.60. The strike last trading price was 371.4, which was -885.3 lower than the previous day. The implied volatity was 20.16, the open interest changed by 53 which increased total open position to 53
On 16 Apr FINNIFTY was trading at 25492.10. The strike last trading price was 1256.7, 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 15 Apr FINNIFTY was trading at 25280.65. The strike last trading price was 1256.7, 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 Apr FINNIFTY was trading at 24555.55. The strike last trading price was 1256.7, 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 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 1256.7, 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 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 1256.7, 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 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 1256.7, 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 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 1256.7, 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 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 1256.7, 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 1256.7, 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 1256.7, 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 1256.7, 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
