FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 25550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 796.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 796.9 | -16.45 | - | 3 | -3 | 57 | |||||||||
For Nifty Financial Services - strike price 25550 expiring on 30SEP2025
Delta for 25550 CE is 0.00
Historical price for 25550 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 796.9, 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 796.9, which was -16.45 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 57
| FINNIFTY 30SEP2025 25550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 3.38
Theta: -1.77
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 7.85 | -3.35 | 13.12 | 168 | 19 | 140 |
| 14 Sept | 0.00 | 32.4 | -19.7 | 12.45 | 23 | -8 | 118 |
For Nifty Financial Services - strike price 25550 expiring on 30SEP2025
Delta for 25550 PE is -0.03
Historical price for 25550 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 7.85, which was -3.35 lower than the previous day. The implied volatity was 13.12, the open interest changed by 19 which increased total open position to 140
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 32.4, which was -19.7 lower than the previous day. The implied volatity was 12.45, the open interest changed by -8 which decreased total open position to 118
