FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26000 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.56
Theta: -7.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 635.2 | -157.5 | 5.28 | 83 | -61 | 708 | |||||||||
| 14 Sept | 0.00 | 556.8 | 138.8 | 10.41 | 613 | -52 | 822 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26000 expiring on 30SEP2025
Delta for 26000 CE is 1.00
Historical price for 26000 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 635.2, which was -157.5 lower than the previous day. The implied volatity was 5.28, the open interest changed by -61 which decreased total open position to 708
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 556.8, which was 138.8 higher than the previous day. The implied volatity was 10.41, the open interest changed by -52 which decreased total open position to 822
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 26000 PE | |||||||
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Delta: -0.10
Vega: 7.85
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 22.5 | -0.1 | 10.75 | 3,737 | -269 | 1,656 |
| 14 Sept | 0.00 | 84.55 | -56.6 | 11.13 | 3,108 | -6 | 1,337 |
| 17 Aug | 0.00 | 442.4 | 0 | 1.66 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26000 expiring on 30SEP2025
Delta for 26000 PE is -0.10
Historical price for 26000 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 22.5, which was -0.1 lower than the previous day. The implied volatity was 10.75, the open interest changed by -269 which decreased total open position to 1656
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 84.55, which was -56.6 lower than the previous day. The implied volatity was 11.13, the open interest changed by -6 which decreased total open position to 1337
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 442.4, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
