FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 27100 CE | ||||||||||||||||
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Delta: 0.14
Vega: 10.33
Theta: -5.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 30.35 | -26.85 | 9.18 | 725 | -51 | 384 | |||||||||
| 14 Sept | 0.00 | 33.1 | 5.45 | 8.97 | 205 | -2 | 298 | |||||||||
For Nifty Financial Services - strike price 27100 expiring on 30SEP2025
Delta for 27100 CE is 0.14
Historical price for 27100 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 30.35, which was -26.85 lower than the previous day. The implied volatity was 9.18, the open interest changed by -51 which decreased total open position to 384
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 33.1, which was 5.45 higher than the previous day. The implied volatity was 8.97, the open interest changed by -2 which decreased total open position to 298
| FINNIFTY 30SEP2025 27100 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 | 830.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 830.35 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27100 expiring on 30SEP2025
Delta for 27100 PE is -
Historical price for 27100 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 830.35, 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 830.35, 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
