FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 26500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 5.41
Theta: -2.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 15.85 | -3.2 | 15.34 | 1,496 | -2 | 1,627 | |||
| 3 Apr | 24724.95 | 19.1 | -2.35 | 15.95 | 923 | 150 | 1,628 | |||
| 2 Apr | 24750.05 | 24.95 | 4.05 | 16.09 | 1,373 | 36 | 1,485 | |||
| 1 Apr | 24529.40 | 20.15 | -23.6 | 16.67 | 2,753 | 62 | 1,471 | |||
| 28 Mar | 25074.90 | 42.4 | -4.1 | 13.66 | 5,387 | 448 | 1,409 | |||
| 27 Mar | 25011.15 | 44.2 | 9.7 | 13.89 | 1,826 | 415 | 982 | |||
| 26 Mar | 24829.60 | 31.25 | -7.75 | 13.96 | 704 | -149 | 566 | |||
| 25 Mar | 25086.00 | 35.05 | -8.05 | 12.44 | 1,040 | 624 | 713 | |||
|
|
||||||||||
| 24 Mar | 25057.55 | 49.85 | 25.3 | 12.81 | 87 | 64 | 88 | |||
| 21 Mar | 24567.95 | 23.1 | 12.4 | 13.49 | 18 | 12 | 23 | |||
| 20 Mar | 24309.00 | 10.7 | -6.95 | 13.07 | 20 | 0 | 1 | |||
For Nifty Financial Services - strike price 26500 expiring on 24APR2025
Delta for 26500 CE is 0.04
Historical price for 26500 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 15.85, which was -3.2 lower than the previous day. The implied volatity was 15.34, the open interest changed by -2 which decreased total open position to 1627
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 19.1, which was -2.35 lower than the previous day. The implied volatity was 15.95, the open interest changed by 150 which increased total open position to 1628
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 24.95, which was 4.05 higher than the previous day. The implied volatity was 16.09, the open interest changed by 36 which increased total open position to 1485
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 20.15, which was -23.6 lower than the previous day. The implied volatity was 16.67, the open interest changed by 62 which increased total open position to 1471
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 42.4, which was -4.1 lower than the previous day. The implied volatity was 13.66, the open interest changed by 448 which increased total open position to 1409
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 44.2, which was 9.7 higher than the previous day. The implied volatity was 13.89, the open interest changed by 415 which increased total open position to 982
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 31.25, which was -7.75 lower than the previous day. The implied volatity was 13.96, the open interest changed by -149 which decreased total open position to 566
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 35.05, which was -8.05 lower than the previous day. The implied volatity was 12.44, the open interest changed by 624 which increased total open position to 713
On 24 Mar FINNIFTY was trading at 25057.55. The strike last trading price was 49.85, which was 25.3 higher than the previous day. The implied volatity was 12.81, the open interest changed by 64 which increased total open position to 88
On 21 Mar FINNIFTY was trading at 24567.95. The strike last trading price was 23.1, which was 12.4 higher than the previous day. The implied volatity was 13.49, the open interest changed by 12 which increased total open position to 23
On 20 Mar FINNIFTY was trading at 24309.00. The strike last trading price was 10.7, which was -6.95 lower than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 1
| FINNIFTY 24APR2025 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 25057.55 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 24567.95 | 3046.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 24309.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26500 expiring on 24APR2025
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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 3046.05, 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
