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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 26700 CE
Delta: 0.44
Vega: 18.20
Theta: -10.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 134.45 -83.1 8.91 3,092 132 703
14 Sept 0.00 1645.95 0 0.91 0 0 0

For Nifty Financial Services - strike price 26700 expiring on 30SEP2025

Delta for 26700 CE is 0.44

Historical price for 26700 CE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 134.45, which was -83.1 lower than the previous day. The implied volatity was 8.91, the open interest changed by 132 which increased total open position to 703


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1645.95, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30SEP2025 26700 PE
Delta: -0.56
Vega: 18.20
Theta: -3.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 198.55 53.6 8.97 3,506 -126 495
14 Sept 0.00 370.55 -167.1 10.68 66 -1 11

For Nifty Financial Services - strike price 26700 expiring on 30SEP2025

Delta for 26700 PE is -0.56

Historical price for 26700 PE is as follows

On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 198.55, which was 53.6 higher than the previous day. The implied volatity was 8.97, the open interest changed by -126 which decreased total open position to 495


On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 370.55, which was -167.1 lower than the previous day. The implied volatity was 10.68, the open interest changed by -1 which decreased total open position to 11