FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 6.84
Theta: -10.08
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 754 | -119.25 | 11.57 | 2 | 0 | 193 | |||||||||
| 14 Sept | 0.00 | 626.1 | 136.85 | 9.60 | 125 | -21 | 202 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25900 expiring on 30SEP2025
Delta for 25900 CE is 0.92
Historical price for 25900 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 754, which was -119.25 lower than the previous day. The implied volatity was 11.57, the open interest changed by 0 which decreased total open position to 193
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 626.1, which was 136.85 higher than the previous day. The implied volatity was 9.60, the open interest changed by -21 which decreased total open position to 202
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 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 6.62
Theta: -2.86
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 18.15 | 0.05 | 11.38 | 107 | -4 | 198 |
| 14 Sept | 0.00 | 65 | -48.8 | 11.20 | 810 | -448 | 345 |
| 17 Aug | 0.00 | 415.1 | 0 | 1.91 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25900 expiring on 30SEP2025
Delta for 25900 PE is -0.08
Historical price for 25900 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 18.15, which was 0.05 higher than the previous day. The implied volatity was 11.38, the open interest changed by -4 which decreased total open position to 198
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 65, which was -48.8 lower than the previous day. The implied volatity was 11.20, the open interest changed by -448 which decreased total open position to 345
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 415.1, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
