FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26400 CE | ||||||||||||||||
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Delta: 0.71
Vega: 15.79
Theta: -11.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 316 | -126.55 | 9.44 | 545 | -75 | 262 | |||||||||
| 14 Sept | 0.00 | 270 | -1565.2 | 9.61 | 3,045 | 424 | 427 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26400 expiring on 30SEP2025
Delta for 26400 CE is 0.71
Historical price for 26400 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 316, which was -126.55 lower than the previous day. The implied volatity was 9.44, the open interest changed by -75 which decreased total open position to 262
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 270, which was -1565.2 lower than the previous day. The implied volatity was 9.61, the open interest changed by 424 which increased total open position to 427
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 26400 PE | |||||||
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Delta: -0.29
Vega: 15.72
Theta: -4.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 77.75 | 15.05 | 9.31 | 2,557 | 41 | 541 |
| 14 Sept | 0.00 | 203 | -111.5 | 10.46 | 1,650 | 267 | 308 |
| 17 Aug | 0.00 | 0 | 0 | 0.77 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26400 expiring on 30SEP2025
Delta for 26400 PE is -0.29
Historical price for 26400 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 77.75, which was 15.05 higher than the previous day. The implied volatity was 9.31, the open interest changed by 41 which increased total open position to 541
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 203, which was -111.5 lower than the previous day. The implied volatity was 10.46, the open interest changed by 267 which increased total open position to 308
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 0.77, the open interest changed by 0 which decreased total open position to 0
