FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 27000 CE | ||||||||||||||||
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Delta: 0.19
Vega: 12.62
Theta: -6.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 43.45 | -39.15 | 8.91 | 9,470 | 161 | 1,634 | |||||||||
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| 14 Sept | 0.00 | 54.75 | 17.85 | 9.46 | 4,712 | 226 | 1,582 | |||||||||
For Nifty Financial Services - strike price 27000 expiring on 30SEP2025
Delta for 27000 CE is 0.19
Historical price for 27000 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 43.45, which was -39.15 lower than the previous day. The implied volatity was 8.91, the open interest changed by 161 which increased total open position to 1634
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 54.75, which was 17.85 higher than the previous day. The implied volatity was 9.46, the open interest changed by 226 which increased total open position to 1582
| FINNIFTY 30SEP2025 27000 PE | |||||||
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Delta: -0.80
Vega: 13.06
Theta: 0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 411 | 102.55 | 9.34 | 84 | -14 | 49 |
| 14 Sept | 0.00 | 610 | -328.15 | 12.09 | 23 | 19 | 17 |
For Nifty Financial Services - strike price 27000 expiring on 30SEP2025
Delta for 27000 PE is -0.80
Historical price for 27000 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 411, which was 102.55 higher than the previous day. The implied volatity was 9.34, the open interest changed by -14 which decreased total open position to 49
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 610, which was -328.15 lower than the previous day. The implied volatity was 12.09, the open interest changed by 19 which increased total open position to 17
