FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Apr 2025 11:45 AM IST
| FINNIFTY 24APR2025 27400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.06
Theta: -2.13
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 24621.95 | 7.65 | 1.4 | 25.64 | 44 | 6 | 171 | |||
| 9 Apr | 24132.65 | 6.25 | -4.45 | 26.87 | 94 | 0 | 166 | |||
| 8 Apr | 24301.50 | 10.4 | 2.35 | 26.63 | 337 | 127 | 166 | |||
|
|
||||||||||
| 7 Apr | 23908.45 | 5.6 | -0.55 | 26.15 | 171 | 14 | 43 | |||
| 4 Apr | 24774.30 | 6.15 | -1.7 | 18.79 | 35 | 7 | 29 | |||
| 3 Apr | 24724.95 | 7.9 | 0.5 | 19.37 | 29 | 3 | 22 | |||
| 2 Apr | 24750.05 | 8.3 | 0.1 | 18.79 | 84 | 0 | 19 | |||
| 1 Apr | 24529.40 | 8.2 | -5.85 | 19.69 | 28 | 3 | 19 | |||
| 28 Mar | 25074.90 | 13 | -43.65 | 15.99 | 27 | 16 | 16 | |||
| 27 Mar | 25011.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 24829.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 25086.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 27400 expiring on 24APR2025
Delta for 27400 CE is 0.02
Historical price for 27400 CE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 7.65, which was 1.4 higher than the previous day. The implied volatity was 25.64, the open interest changed by 6 which increased total open position to 171
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 6.25, which was -4.45 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 166
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 10.4, which was 2.35 higher than the previous day. The implied volatity was 26.63, the open interest changed by 127 which increased total open position to 166
On 7 Apr FINNIFTY was trading at 23908.45. The strike last trading price was 5.6, which was -0.55 lower than the previous day. The implied volatity was 26.15, the open interest changed by 14 which increased total open position to 43
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 6.15, which was -1.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 7 which increased total open position to 29
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 7.9, which was 0.5 higher than the previous day. The implied volatity was 19.37, the open interest changed by 3 which increased total open position to 22
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 8.3, which was 0.1 higher than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 19
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 8.2, which was -5.85 lower than the previous day. The implied volatity was 19.69, the open interest changed by 3 which increased total open position to 19
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 13, which was -43.65 lower than the previous day. The implied volatity was 15.99, the open interest changed by 16 which increased total open position to 16
On 27 Mar FINNIFTY was trading at 25011.15. 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 26 Mar FINNIFTY was trading at 24829.60. 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 25 Mar FINNIFTY was trading at 25086.00. 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 27400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 24621.95 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 24132.65 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 24301.50 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 23908.45 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 24774.30 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 3867.1 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27400 expiring on 24APR2025
Delta for 27400 PE is -
Historical price for 27400 PE is as follows
On 11 Apr FINNIFTY was trading at 24621.95. The strike last trading price was 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 3867.1, 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 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 26 Mar FINNIFTY was trading at 24829.60. 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 25 Mar FINNIFTY was trading at 25086.00. 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
