FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26500 CE | ||||||||||||||||
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Delta: 0.63
Vega: 17.37
Theta: -11.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 242 | -112.95 | 8.99 | 3,823 | 187 | 1,429 | |||||||||
| 14 Sept | 0.00 | 204.5 | 58.45 | 9.03 | 6,687 | -107 | 1,808 | |||||||||
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| 17 Aug | 0.00 | 1770.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26500 expiring on 30SEP2025
Delta for 26500 CE is 0.63
Historical price for 26500 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 242, which was -112.95 lower than the previous day. The implied volatity was 8.99, the open interest changed by 187 which increased total open position to 1429
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 204.5, which was 58.45 higher than the previous day. The implied volatity was 9.03, the open interest changed by -107 which decreased total open position to 1808
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 1770.75, 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 26500 PE | |||||||
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Delta: -0.37
Vega: 17.40
Theta: -4.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 108 | 25.65 | 9.13 | 10,004 | 113 | 1,377 |
| 14 Sept | 0.00 | 249.95 | -124.65 | 10.42 | 918 | 400 | 466 |
| 17 Aug | 0.00 | 412 | -87 | 13.01 | 1 | 1 | 3 |
For Nifty Financial Services - strike price 26500 expiring on 30SEP2025
Delta for 26500 PE is -0.37
Historical price for 26500 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 108, which was 25.65 higher than the previous day. The implied volatity was 9.13, the open interest changed by 113 which increased total open position to 1377
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 249.95, which was -124.65 lower than the previous day. The implied volatity was 10.42, the open interest changed by 400 which increased total open position to 466
On 17 Aug FINNIFTY was trading at 0.00. The strike last trading price was 412, which was -87 lower than the previous day. The implied volatity was 13.01, the open interest changed by 1 which increased total open position to 3
