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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 26350 CE
Delta: 0.78
Vega: 13.61
Theta: -10.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 333.15 -79.3 8.11 20 7 44
14 Sept 0.00 294.95 -46.85 9.45 387 34 33

For Nifty Financial Services - strike price 26350 expiring on 30SEP2025

Delta for 26350 CE is 0.78

Historical price for 26350 CE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 333.15, which was -79.3 lower than the previous day. The implied volatity was 8.11, the open interest changed by 7 which increased total open position to 44


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 294.95, which was -46.85 lower than the previous day. The implied volatity was 9.45, the open interest changed by 34 which increased total open position to 33


FINNIFTY 30SEP2025 26350 PE
Delta: -0.25
Vega: 14.76
Theta: -4.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 67.25 13 9.52 366 48 204
14 Sept 0.00 180.65 -103.35 10.42 1,290 166 197

For Nifty Financial Services - strike price 26350 expiring on 30SEP2025

Delta for 26350 PE is -0.25

Historical price for 26350 PE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 67.25, which was 13 higher than the previous day. The implied volatity was 9.52, the open interest changed by 48 which increased total open position to 204


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 180.65, which was -103.35 lower than the previous day. The implied volatity was 10.42, the open interest changed by 166 which increased total open position to 197