FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26200 CE | ||||||||||||||||
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Delta: 0.82
Vega: 11.92
Theta: -11.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 481 | -117.9 | 10.33 | 80 | -9 | 333 | |||||||||
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| 14 Sept | 0.00 | 388.2 | 99.2 | 9.69 | 3,091 | -33 | 477 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26200 expiring on 30SEP2025
Delta for 26200 CE is 0.82
Historical price for 26200 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 481, which was -117.9 lower than the previous day. The implied volatity was 10.33, the open interest changed by -9 which decreased total open position to 333
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 388.2, which was 99.2 higher than the previous day. The implied volatity was 9.69, the open interest changed by -33 which decreased total open position to 477
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 26200 PE | |||||||
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Delta: -0.16
Vega: 11.43
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 40 | 3.65 | 9.85 | 749 | 41 | 593 |
| 14 Sept | 0.00 | 128 | -86 | 10.54 | 3,183 | 497 | 853 |
| 17 Aug | 0.00 | 500 | 0 | 1.23 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26200 expiring on 30SEP2025
Delta for 26200 PE is -0.16
Historical price for 26200 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 40, which was 3.65 higher than the previous day. The implied volatity was 9.85, the open interest changed by 41 which increased total open position to 593
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 128, which was -86 lower than the previous day. The implied volatity was 10.54, the open interest changed by 497 which increased total open position to 853
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 500, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
