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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 26600 CE
Delta: 0.54
Vega: 18.30
Theta: -11.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 178.7 -102.05 8.69 5,298 857 1,345
14 Sept 0.00 168.15 55.15 9.39 1,921 174 531

For Nifty Financial Services - strike price 26600 expiring on 30SEP2025

Delta for 26600 CE is 0.54

Historical price for 26600 CE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 178.7, which was -102.05 lower than the previous day. The implied volatity was 8.69, the open interest changed by 857 which increased total open position to 1345


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 168.15, which was 55.15 higher than the previous day. The implied volatity was 9.39, the open interest changed by 174 which increased total open position to 531


FINNIFTY 30SEP2025 26600 PE
Delta: -0.46
Vega: 18.30
Theta: -3.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 140.3 29.95 8.59 6,016 302 1,031
14 Sept 0.00 303.85 -176.75 10.41 46 12 19

For Nifty Financial Services - strike price 26600 expiring on 30SEP2025

Delta for 26600 PE is -0.46

Historical price for 26600 PE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 140.3, which was 29.95 higher than the previous day. The implied volatity was 8.59, the open interest changed by 302 which increased total open position to 1031


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 303.85, which was -176.75 lower than the previous day. The implied volatity was 10.41, the open interest changed by 12 which increased total open position to 19