FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26750 CE | ||||||||||||||||
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Delta: 0.40
Vega: 17.78
Theta: -10.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 117.35 | -73.15 | 9.10 | 977 | 29 | 253 | |||||||||
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| 14 Sept | 0.00 | 226.95 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26750 expiring on 30SEP2025
Delta for 26750 CE is 0.40
Historical price for 26750 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 117.35, which was -73.15 lower than the previous day. The implied volatity was 9.10, the open interest changed by 29 which increased total open position to 253
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 226.95, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 30SEP2025 26750 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1189.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1189.5 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26750 expiring on 30SEP2025
Delta for 26750 PE is -
Historical price for 26750 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1189.5, 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
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1189.5, 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
