FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 25800 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 | 959.55 | -22.15 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 0.00 | 698.9 | 136.2 | 8.14 | 54 | 15 | 401 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25800 expiring on 30SEP2025
Delta for 25800 CE is 0.00
Historical price for 25800 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 959.55, which was -22.15 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 698.9, which was 136.2 higher than the previous day. The implied volatity was 8.14, the open interest changed by 15 which increased total open position to 401
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 25800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 5.53
Theta: -2.56
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 14.5 | 0.2 | 11.94 | 217 | -4 | 497 |
| 14 Sept | 0.00 | 51.15 | -40.55 | 11.41 | 369 | 2 | 508 |
| 17 Aug | 0.00 | 389 | 0 | 2.16 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25800 expiring on 30SEP2025
Delta for 25800 PE is -0.06
Historical price for 25800 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 14.5, which was 0.2 higher than the previous day. The implied volatity was 11.94, the open interest changed by -4 which decreased total open position to 497
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 51.15, which was -40.55 lower than the previous day. The implied volatity was 11.41, the open interest changed by 2 which increased total open position to 508
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 389, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
