FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 27100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.83
Theta: -1.37
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 7.4 | -2.1 | 17.39 | 137 | -2 | 101 | |||
| 3 Apr | 24724.95 | 9.1 | -1.05 | 17.89 | 310 | 28 | 107 | |||
| 2 Apr | 24750.05 | 9.75 | -1.3 | 17.39 | 102 | 27 | 83 | |||
|
|
||||||||||
| 1 Apr | 24529.40 | 10.8 | -10.3 | 18.69 | 71 | 23 | 56 | |||
| 28 Mar | 25074.90 | 19.95 | -5.05 | 15.42 | 40 | 11 | 33 | |||
| 27 Mar | 25011.15 | 25 | 3 | 16.10 | 8 | 1 | 22 | |||
| 26 Mar | 24829.60 | 22 | -51.45 | 16.64 | 25 | 1 | 1 | |||
| 25 Mar | 25086.00 | 73.45 | 0 | 5.68 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 27100 expiring on 24APR2025
Delta for 27100 CE is 0.02
Historical price for 27100 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 7.4, which was -2.1 lower than the previous day. The implied volatity was 17.39, the open interest changed by -2 which decreased total open position to 101
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 9.1, which was -1.05 lower than the previous day. The implied volatity was 17.89, the open interest changed by 28 which increased total open position to 107
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 9.75, which was -1.3 lower than the previous day. The implied volatity was 17.39, the open interest changed by 27 which increased total open position to 83
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 10.8, which was -10.3 lower than the previous day. The implied volatity was 18.69, the open interest changed by 23 which increased total open position to 56
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 19.95, which was -5.05 lower than the previous day. The implied volatity was 15.42, the open interest changed by 11 which increased total open position to 33
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 25, which was 3 higher than the previous day. The implied volatity was 16.10, the open interest changed by 1 which increased total open position to 22
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 22, which was -51.45 lower than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 1
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 73.45, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24APR2025 27100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 3588.85 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 3588.85 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27100 expiring on 24APR2025
Delta for 27100 PE is -
Historical price for 27100 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 3588.85, 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 3588.85, 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 3588.85, 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 3588.85, 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 3588.85, 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 3588.85, 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 3588.85, 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 3588.85, 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
