Related Pages for FINNIFTY
[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
25138.65 -524.55 (-2.04%)
L: 25094.9 H: 25505.1

Back to Option Chain

Historical option data for FINNIFTY

13 Mar 2026 04:12 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
FINNIFTY 30-MAR-2026 24700 CE
Delta: 0.66
Vega: 19.94
Theta: -20.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 25138.65 931.65 -613.85 28.24 14 13 19
12 Mar 25663.20 1528.7 -1588.65 - 0 0 6
11 Mar 25920.80 1528.7 -1588.65 29.06 6 1 1
10 Mar 26535.20 3117.35 0 - 0 0 0
9 Mar 26039.30 3117.35 0 - 0 0 0
6 Mar 26652.45 3117.35 0 - 0 0 0
5 Mar 27235.80 3117.35 0 - 0 0 0
4 Mar 27020.45 3117.35 0 - 0 0 0
2 Mar 27564.10 3117.35 0 - 0 0 0
27 Feb 27869.75 3117.35 0 - 0 0 0
26 Feb 28309.85 3117.35 0 - 0 0 0
25 Feb 28339.65 3117.35 0 - 0 0 0
24 Feb 28295.10 3117.35 0 - 0 0 0

For Nifty Financial Services - strike price 24700 expiring on 30MAR2026

Delta for 24700 CE is 0.66

Historical price for 24700 CE is as follows

On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 931.65, which was -613.85 lower than the previous day. The implied volatity was 28.24, the open interest changed by 13 which increased total open position to 19


On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 1528.7, which was -1588.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 1528.7, which was -1588.65 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 1


On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 3117.35, 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 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 3117.35, 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 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 3117.35, 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 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 3117.35, 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 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 3117.35, 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 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 3117.35, 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 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 3117.35, 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 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 3117.35, 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 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 3117.35, 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 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 3117.35, 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


FINNIFTY 30MAR2026 24700 PE
Delta: -0.35
Vega: 20.21
Theta: -16.09
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 25138.65 425 158.9 31.38 154 13 253
12 Mar 25663.20 254.3 29.55 29.68 309 91 240
11 Mar 25920.80 228.4 114.85 30.5 91 -9 148
10 Mar 26535.20 108.15 -178.2 29.11 125 33 157
9 Mar 26039.30 288.05 156.2 34.06 363 13 124
6 Mar 26652.45 129 64.9 29.21 188 47 112
5 Mar 27235.80 67.05 -25.85 28 118 24 65
4 Mar 27020.45 92.9 62.45 28.36 61 29 41
2 Mar 27564.10 30.45 15.95 24.43 25 11 13
27 Feb 27869.75 14.5 -54.3 22.26 4 2 2
26 Feb 28309.85 68.8 0 10.84 0 0 0
25 Feb 28339.65 68.8 0 10.76 0 0 0
24 Feb 28295.10 68.8 0 10.57 0 0 0

For Nifty Financial Services - strike price 24700 expiring on 30MAR2026

Delta for 24700 PE is -0.35

Historical price for 24700 PE is as follows

On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 425, which was 158.9 higher than the previous day. The implied volatity was 31.38, the open interest changed by 13 which increased total open position to 253


On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 254.3, which was 29.55 higher than the previous day. The implied volatity was 29.68, the open interest changed by 91 which increased total open position to 240


On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 228.4, which was 114.85 higher than the previous day. The implied volatity was 30.5, the open interest changed by -9 which decreased total open position to 148


On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 108.15, which was -178.2 lower than the previous day. The implied volatity was 29.11, the open interest changed by 33 which increased total open position to 157


On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 288.05, which was 156.2 higher than the previous day. The implied volatity was 34.06, the open interest changed by 13 which increased total open position to 124


On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 129, which was 64.9 higher than the previous day. The implied volatity was 29.21, the open interest changed by 47 which increased total open position to 112


On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 67.05, which was -25.85 lower than the previous day. The implied volatity was 28, the open interest changed by 24 which increased total open position to 65


On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 92.9, which was 62.45 higher than the previous day. The implied volatity was 28.36, the open interest changed by 29 which increased total open position to 41


On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 30.45, which was 15.95 higher than the previous day. The implied volatity was 24.43, the open interest changed by 11 which increased total open position to 13


On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 14.5, which was -54.3 lower than the previous day. The implied volatity was 22.26, the open interest changed by 2 which increased total open position to 2


On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 0


On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was 10.76, the open interest changed by 0 which decreased total open position to 0


On 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was 10.57, the open interest changed by 0 which decreased total open position to 0