FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26450 CE | ||||||||||||||||
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Delta: 0.67
Vega: 16.68
Theta: -11.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 280 | -110.35 | 9.33 | 268 | -14 | 41 | |||||||||
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| 14 Sept | 0.00 | 309.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26450 expiring on 30SEP2025
Delta for 26450 CE is 0.67
Historical price for 26450 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 280, which was -110.35 lower than the previous day. The implied volatity was 9.33, the open interest changed by -14 which decreased total open position to 41
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 309.3, 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 26450 PE | |||||||
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Delta: -0.33
Vega: 16.65
Theta: -4.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 92.4 | 21.2 | 9.25 | 1,296 | 53 | 260 |
| 14 Sept | 0.00 | 225.45 | -110.85 | 10.43 | 152 | 74 | 79 |
For Nifty Financial Services - strike price 26450 expiring on 30SEP2025
Delta for 26450 PE is -0.33
Historical price for 26450 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 92.4, which was 21.2 higher than the previous day. The implied volatity was 9.25, the open interest changed by 53 which increased total open position to 260
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 225.45, which was -110.85 lower than the previous day. The implied volatity was 10.43, the open interest changed by 74 which increased total open position to 79
