FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26650 CE | ||||||||||||||||
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Delta: 0.49
Vega: 18.39
Theta: -10.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 157.9 | -90.2 | 8.94 | 1,115 | 87 | 211 | |||||||||
| 14 Sept | 0.00 | 251.4 | 0 | 0.70 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26650 expiring on 30SEP2025
Delta for 26650 CE is 0.49
Historical price for 26650 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 157.9, which was -90.2 lower than the previous day. The implied volatity was 8.94, the open interest changed by 87 which increased total open position to 211
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 251.4, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 30SEP2025 26650 PE | |||||||
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Delta: -0.51
Vega: 18.39
Theta: -3.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 173.7 | 46.4 | 9.08 | 1,184 | -144 | 117 |
| 14 Sept | 0.00 | 1114.5 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26650 expiring on 30SEP2025
Delta for 26650 PE is -0.51
Historical price for 26650 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 173.7, which was 46.4 higher than the previous day. The implied volatity was 9.08, the open interest changed by -144 which decreased total open position to 117
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1114.5, 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
