FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
04 Apr 2025 04:12 PM IST
| FINNIFTY 24APR2025 27500 CE | ||||||||||
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Delta: 0.01
Vega: 1.93
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 24774.30 | 4.85 | -1.8 | 18.82 | 374 | -113 | 480 | |||
| 3 Apr | 24724.95 | 6.35 | -0.75 | 19.37 | 634 | -12 | 598 | |||
| 2 Apr | 24750.05 | 7.5 | 0.1 | 19.10 | 690 | 203 | 610 | |||
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| 1 Apr | 24529.40 | 7 | -4.9 | 19.81 | 664 | 40 | 402 | |||
| 28 Mar | 25074.90 | 12.9 | -5.6 | 16.56 | 1,531 | 58 | 362 | |||
| 27 Mar | 25011.15 | 18.35 | 4.85 | 17.47 | 292 | 113 | 307 | |||
| 26 Mar | 24829.60 | 15.8 | -0.75 | 18.03 | 303 | 98 | 194 | |||
| 25 Mar | 25086.00 | 16.1 | 8.7 | 16.40 | 174 | 93 | 95 | |||
For Nifty Financial Services - strike price 27500 expiring on 24APR2025
Delta for 27500 CE is 0.01
Historical price for 27500 CE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 4.85, which was -1.8 lower than the previous day. The implied volatity was 18.82, the open interest changed by -113 which decreased total open position to 480
On 3 Apr FINNIFTY was trading at 24724.95. The strike last trading price was 6.35, which was -0.75 lower than the previous day. The implied volatity was 19.37, the open interest changed by -12 which decreased total open position to 598
On 2 Apr FINNIFTY was trading at 24750.05. The strike last trading price was 7.5, which was 0.1 higher than the previous day. The implied volatity was 19.10, the open interest changed by 203 which increased total open position to 610
On 1 Apr FINNIFTY was trading at 24529.40. The strike last trading price was 7, which was -4.9 lower than the previous day. The implied volatity was 19.81, the open interest changed by 40 which increased total open position to 402
On 28 Mar FINNIFTY was trading at 25074.90. The strike last trading price was 12.9, which was -5.6 lower than the previous day. The implied volatity was 16.56, the open interest changed by 58 which increased total open position to 362
On 27 Mar FINNIFTY was trading at 25011.15. The strike last trading price was 18.35, which was 4.85 higher than the previous day. The implied volatity was 17.47, the open interest changed by 113 which increased total open position to 307
On 26 Mar FINNIFTY was trading at 24829.60. The strike last trading price was 15.8, which was -0.75 lower than the previous day. The implied volatity was 18.03, the open interest changed by 98 which increased total open position to 194
On 25 Mar FINNIFTY was trading at 25086.00. The strike last trading price was 16.1, which was 8.7 higher than the previous day. The implied volatity was 16.40, the open interest changed by 93 which increased total open position to 95
| FINNIFTY 24APR2025 27500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 24774.30 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 24724.95 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24750.05 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 24529.40 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 25074.90 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 25011.15 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 24829.60 | 3960.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 25086.00 | 3960.65 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27500 expiring on 24APR2025
Delta for 27500 PE is -
Historical price for 27500 PE is as follows
On 4 Apr FINNIFTY was trading at 24774.30. The strike last trading price was 3960.65, 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 3960.65, 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 3960.65, 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 3960.65, 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 3960.65, 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 3960.65, 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 3960.65, 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 3960.65, 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
