FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26100 CE | ||||||||||||||||
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Delta: 0.96
Vega: 3.88
Theta: -8.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 540 | -114.7 | 6.67 | 84 | 13 | 364 | |||||||||
| 14 Sept | 0.00 | 463 | 115.75 | 9.90 | 578 | 26 | 452 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26100 expiring on 30SEP2025
Delta for 26100 CE is 0.96
Historical price for 26100 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 540, which was -114.7 lower than the previous day. The implied volatity was 6.67, the open interest changed by 13 which increased total open position to 364
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 463, which was 115.75 higher than the previous day. The implied volatity was 9.90, the open interest changed by 26 which increased total open position to 452
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 26100 PE | |||||||
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Delta: -0.13
Vega: 9.61
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 30.55 | 2.3 | 10.37 | 590 | -39 | 574 |
| 14 Sept | 0.00 | 104 | -71.15 | 10.83 | 1,159 | 127 | 684 |
| 17 Aug | 0.00 | 470 | 0 | 1.41 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26100 expiring on 30SEP2025
Delta for 26100 PE is -0.13
Historical price for 26100 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 30.55, which was 2.3 higher than the previous day. The implied volatity was 10.37, the open interest changed by -39 which decreased total open position to 574
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 104, which was -71.15 lower than the previous day. The implied volatity was 10.83, the open interest changed by 127 which increased total open position to 684
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 470, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
