Historical option data for FINNIFTY
01 Jun 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (29d) 24950 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 25008.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 25354.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 25752.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 24950 expiring on 30JUN2026
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 1 Jun FINNIFTY was trading at 25008.45. 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 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 27 May FINNIFTY was trading at 25752.20. 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 (29d) 24950 PE | |||||||
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Delta: -0.44
Vega: 0.28
Theta: -6.94
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 25008.45 | 466.45 | 229.95 (97.23%) | 19.28 | 25 | 14 | 18 |
| 29 May | 25354.00 | 236.5 | 0 (0.00%) | - | 4 | 0 | 4 |
| 27 May | 25752.20 | 236.5 | -25.65 (-9.78%) | 19.22 | 4 | 2 | 2 |
For Nifty Financial Services - strike price 24950 expiring on 30JUN2026
Delta for 24950 PE is -0.44
Historical price for 24950 PE is as follows
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 466.45, which was 229.95 higher than the previous day. The implied volatity was 19.28, the open interest changed by 14 which increased total open position to 18
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 236.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 236.5, which was -25.65 lower than the previous day. The implied volatity was 19.22, the open interest changed by 2 which increased total open position to 2
