FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26250 CE | ||||||||||||||||
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Delta: 0.93
Vega: 6.36
Theta: -8.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 394.3 | -171.75 | 5.80 | 4 | 2 | 42 | |||||||||
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| 14 Sept | 0.00 | 358.45 | 97.5 | 9.50 | 1,072 | -46 | 50 | |||||||||
For Nifty Financial Services - strike price 26250 expiring on 30SEP2025
Delta for 26250 CE is 0.93
Historical price for 26250 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 394.3, which was -171.75 lower than the previous day. The implied volatity was 5.80, the open interest changed by 2 which increased total open position to 42
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 358.45, which was 97.5 higher than the previous day. The implied volatity was 9.50, the open interest changed by -46 which decreased total open position to 50
| FINNIFTY 30SEP2025 26250 PE | |||||||
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Delta: -0.19
Vega: 12.54
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 47.5 | 6.15 | 9.72 | 174 | 25 | 149 |
| 14 Sept | 0.00 | 146 | -90.7 | 10.59 | 769 | 60 | 122 |
For Nifty Financial Services - strike price 26250 expiring on 30SEP2025
Delta for 26250 PE is -0.19
Historical price for 26250 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 47.5, which was 6.15 higher than the previous day. The implied volatity was 9.72, the open interest changed by 25 which increased total open position to 149
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 146, which was -90.7 lower than the previous day. The implied volatity was 10.59, the open interest changed by 60 which increased total open position to 122
