FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Sep 2025 04:13 PM IST
| FINNIFTY 30SEP2025 27600 CE | ||||||||||||||||
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Delta: 0.04
Vega: 4.02
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 8.75 | -1 | 11.66 | 187 | 66 | 191 | |||||||||
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| 14 Sept | 0.00 | 12.8 | 3.1 | 11.15 | 59 | 2 | 35 | |||||||||
For Nifty Financial Services - strike price 27600 expiring on 30SEP2025
Delta for 27600 CE is 0.04
Historical price for 27600 CE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 8.75, which was -1 lower than the previous day. The implied volatity was 11.66, the open interest changed by 66 which increased total open position to 191
On 14 Sept FINNIFTY was trading at 0.00. The strike last trading price was 12.8, which was 3.1 higher than the previous day. The implied volatity was 11.15, the open interest changed by 2 which increased total open position to 35
| FINNIFTY 30SEP2025 27600 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 | 1062.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1062.35 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27600 expiring on 30SEP2025
Delta for 27600 PE is -
Historical price for 27600 PE is as follows
On 21 Sept FINNIFTY was trading at 0.00. The strike last trading price was 1062.35, 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 1062.35, 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
