FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26300 CE | ||||||||||||||||
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Delta: 0.83
Vega: 11.67
Theta: -10.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 368.45 | -90.9 | 7.74 | 31 | 0 | 140 | |||||||||
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| 14 Sept | 0.00 | 323.9 | 88.65 | 9.38 | 2,841 | 3 | 217 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26300 expiring on 30SEP2025
Delta for 26300 CE is 0.83
Historical price for 26300 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 368.45, which was -90.9 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 140
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 323.9, which was 88.65 higher than the previous day. The implied volatity was 9.38, the open interest changed by 3 which increased total open position to 217
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 26300 PE | |||||||
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Delta: -0.22
Vega: 13.59
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 55.25 | 7.65 | 9.52 | 1,191 | -2 | 438 |
| 14 Sept | 0.00 | 155.05 | -104.9 | 10.17 | 3,226 | 310 | 445 |
| 17 Aug | 0.00 | 531.3 | 0 | 0.96 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26300 expiring on 30SEP2025
Delta for 26300 PE is -0.22
Historical price for 26300 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 55.25, which was 7.65 higher than the previous day. The implied volatity was 9.52, the open interest changed by -2 which decreased total open position to 438
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 155.05, which was -104.9 lower than the previous day. The implied volatity was 10.17, the open interest changed by 310 which increased total open position to 445
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 531.3, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
