FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 27200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 8.16
Theta: -4.21
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 20.65 | -18.6 | 9.39 | 613 | -19 | 456 | |||||||||
| 14 Sept | 0.00 | 28.5 | 7.75 | 9.55 | 314 | 52 | 273 | |||||||||
For Nifty Financial Services - strike price 27200 expiring on 30SEP2025
Delta for 27200 CE is 0.10
Historical price for 27200 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 20.65, which was -18.6 lower than the previous day. The implied volatity was 9.39, the open interest changed by -19 which decreased total open position to 456
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 28.5, which was 7.75 higher than the previous day. The implied volatity was 9.55, the open interest changed by 52 which increased total open position to 273
| FINNIFTY 30SEP2025 27200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 578 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27200 expiring on 30SEP2025
Delta for 27200 PE is 0.00
Historical price for 27200 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 578, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
