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Historical option data for FINNIFTY

29 May 2026 04:10 PM IST
FINNIFTY 30-Jun-2026 (32d) 24500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
29 May 25354.00 0 0 - 0 0 0
9 Apr 25760.50 - - - 0 0 0
8 Apr 26053.05 0 0 (0.00%) - 0 0 0
7 Apr 24685.55 0 0 (0.00%) - 0 0 0
6 Apr 24603.10 0 0 (0.00%) - 0 0 0
2 Apr 24041.55 0 0 (0.00%) - 0 0 0


For Nifty Financial Services - strike price 24500 expiring on 30JUN2026

Delta for 24500 CE is -

Historical price for 24500 CE is as follows

On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 0, 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 9 Apr FINNIFTY was trading at 25760.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 0, 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 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 0, 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 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 0, 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 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 0, 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


FINNIFTY 30-Jun-2026 (32d) 24500 PE
Delta: -0.23
Vega: 0.23
Theta: -4.9
Gamma: 0.0002
Date Close Ltp Change IV Volume OI Chg OI
29 May 25354.00 219.4 -1036.3 (-82.53%) 20.65 10 7 7
9 Apr 25760.50 - - - 0 0 0
8 Apr 26053.05 0 0 (0.00%) 1.51 0 0 0
7 Apr 24685.55 0 0 (0.00%) 1.52 0 0 0
6 Apr 24603.10 0 0 (0.00%) 1.32 0 0 0
2 Apr 24041.55 0 0 (0.00%) 0.16 0 0 0


For Nifty Financial Services - strike price 24500 expiring on 30JUN2026

Delta for 24500 PE is -0.23

Historical price for 24500 PE is as follows

On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 219.4, which was -1036.3 lower than the previous day. The implied volatity was 20.65, the open interest changed by 7 which increased total open position to 7


On 9 Apr FINNIFTY was trading at 25760.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0


On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0