FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26850 CE | ||||||||||||||||
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Delta: 0.30
Vega: 16.09
Theta: -8.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 77.15 | -63.45 | 8.76 | 1,810 | 86 | 411 | |||||||||
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| 14 Sept | 0.00 | 81.25 | 24.25 | 9.16 | 417 | 33 | 85 | |||||||||
For Nifty Financial Services - strike price 26850 expiring on 30SEP2025
Delta for 26850 CE is 0.30
Historical price for 26850 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 77.15, which was -63.45 lower than the previous day. The implied volatity was 8.76, the open interest changed by 86 which increased total open position to 411
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 81.25, which was 24.25 higher than the previous day. The implied volatity was 9.16, the open interest changed by 33 which increased total open position to 85
| FINNIFTY 30SEP2025 26850 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 | 1264.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1264.55 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26850 expiring on 30SEP2025
Delta for 26850 PE is -
Historical price for 26850 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1264.55, 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 1264.55, 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
