FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 26900 CE | ||||||||||||||||
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Delta: 0.26
Vega: 15.07
Theta: -7.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 65 | -54.05 | 8.87 | 3,586 | 60 | 937 | |||||||||
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| 14 Sept | 0.00 | 69 | 20.35 | 9.13 | 595 | 115 | 297 | |||||||||
For Nifty Financial Services - strike price 26900 expiring on 30SEP2025
Delta for 26900 CE is 0.26
Historical price for 26900 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 65, which was -54.05 lower than the previous day. The implied volatity was 8.87, the open interest changed by 60 which increased total open position to 937
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 69, which was 20.35 higher than the previous day. The implied volatity was 9.13, the open interest changed by 115 which increased total open position to 297
| FINNIFTY 30SEP2025 26900 PE | |||||||
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Delta: -0.74
Vega: 15.09
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 327.9 | 30.9 | 8.90 | 31 | 8 | 12 |
| 14 Sept | 0.00 | 747.3 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26900 expiring on 30SEP2025
Delta for 26900 PE is -0.74
Historical price for 26900 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 327.9, which was 30.9 higher than the previous day. The implied volatity was 8.90, the open interest changed by 8 which increased total open position to 12
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 747.3, 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
