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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services
26528.4 0.80 (0.00%)

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Historical option data for FINNIFTY

21 Sep 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
FINNIFTY 30SEP2025 26150 CE
Delta: 0.87
Vega: 9.88
Theta: -10.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 515.05 -108.55 9.60 3 0 78
14 Sept 0.00 422.25 106.05 9.66 632 -16 87

For Nifty Financial Services - strike price 26150 expiring on 30SEP2025

Delta for 26150 CE is 0.87

Historical price for 26150 CE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 515.05, which was -108.55 lower than the previous day. The implied volatity was 9.60, the open interest changed by 0 which decreased total open position to 78


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 422.25, which was 106.05 higher than the previous day. The implied volatity was 9.66, the open interest changed by -16 which decreased total open position to 87


FINNIFTY 30SEP2025 26150 PE
Delta: -0.15
Vega: 10.58
Theta: -3.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 35.65 3.45 10.17 94 -37 157
14 Sept 0.00 121.85 -72.95 11.00 992 17 166

For Nifty Financial Services - strike price 26150 expiring on 30SEP2025

Delta for 26150 PE is -0.15

Historical price for 26150 PE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 35.65, which was 3.45 higher than the previous day. The implied volatity was 10.17, the open interest changed by -37 which decreased total open position to 157


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 121.85, which was -72.95 lower than the previous day. The implied volatity was 11.00, the open interest changed by 17 which increased total open position to 166