FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26550 CE | ||||||||||||||||
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Delta: 0.58
Vega: 17.98
Theta: -11.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 215 | -104.4 | 9.16 | 1,628 | 208 | 284 | |||||||||
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| 14 Sept | 0.00 | 279.2 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26550 expiring on 30SEP2025
Delta for 26550 CE is 0.58
Historical price for 26550 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 215, which was -104.4 lower than the previous day. The implied volatity was 9.16, the open interest changed by 208 which increased total open position to 284
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 279.2, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 30SEP2025 26550 PE | |||||||
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Delta: -0.41
Vega: 17.96
Theta: -4.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 125.05 | 30.45 | 8.97 | 3,228 | 148 | 332 |
| 14 Sept | 0.00 | 420.95 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26550 expiring on 30SEP2025
Delta for 26550 PE is -0.41
Historical price for 26550 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 125.05, which was 30.45 higher than the previous day. The implied volatity was 8.97, the open interest changed by 148 which increased total open position to 332
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 420.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
