FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 25000 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 1578.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1467.1 | 204.6 | - | 2 | -2 | 32 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25000 expiring on 30SEP2025
Delta for 25000 CE is 0.00
Historical price for 25000 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1578.95, 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 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1467.1, which was 204.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 32
On 17 Aug FINNIFTY was trading at 0.00. 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
| FINNIFTY 30SEP2025 25000 PE | |||||||
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Delta: -0.02
Vega: 2.28
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 6.35 | -0.25 | 18.02 | 128 | -31 | 830 |
| 14 Sept | 0.00 | 14.2 | -5.85 | 14.97 | 2,313 | 387 | 998 |
| 17 Aug | 0.00 | 219.7 | 0 | 4.15 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25000 expiring on 30SEP2025
Delta for 25000 PE is -0.02
Historical price for 25000 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 6.35, which was -0.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by -31 which decreased total open position to 830
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 14.2, which was -5.85 lower than the previous day. The implied volatity was 14.97, the open interest changed by 387 which increased total open position to 998
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 219.7, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
