FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 27500 CE | ||||||||||||||||
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Delta: 0.04
Vega: 4.18
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 8.45 | -5.2 | 10.62 | 1,294 | 58 | 1,444 | |||||||||
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| 14 Sept | 0.00 | 13.05 | 2.1 | 10.32 | 1,507 | 204 | 1,147 | |||||||||
For Nifty Financial Services - strike price 27500 expiring on 30SEP2025
Delta for 27500 CE is 0.04
Historical price for 27500 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 8.45, which was -5.2 lower than the previous day. The implied volatity was 10.62, the open interest changed by 58 which increased total open position to 1444
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 13.05, which was 2.1 higher than the previous day. The implied volatity was 10.32, the open interest changed by 204 which increased total open position to 1147
| FINNIFTY 30SEP2025 27500 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 | 1013.25 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1013.25 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27500 expiring on 30SEP2025
Delta for 27500 PE is -
Historical price for 27500 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1013.25, 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 1013.25, 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
