FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
09 Apr 2026 09:33 AM IST
| FINNIFTY 28-Apr-2026 (19d) 25000 CE | ||||||||||||||||
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Delta: 0.74
Vega: 19.14
Theta: -18.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 25857.85 | 1250.4 | -93.55 | 27.38 | 4 | -2 | 71 | |||||||||
| 8 Apr | 26053.05 | 1350 | 770.95 | 22.31 | 31 | -6 | 74 | |||||||||
| 7 Apr | 24685.55 | 562.05 | -38.05 | 27.53 | 201 | 15 | 81 | |||||||||
| 6 Apr | 24603.10 | 590 | 156.95 | 29.75 | 479 | 42 | 66 | |||||||||
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| 2 Apr | 24041.55 | 469.95 | -2093.75 | 30.71 | 139 | 54 | 54 | |||||||||
| 1 Apr | 23981.80 | 2563.7 | 0 | 2.95 | 0 | 0 | 0 | |||||||||
| 30 Mar | 23521.80 | 2563.7 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
| 27 Mar | 24373.20 | 2563.7 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 25 Mar | 25056.35 | 2563.7 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 24 Mar | 24482.20 | 2563.7 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 23 Mar | 23959.20 | 2563.7 | 0 | 2.49 | 0 | 0 | 0 | |||||||||
| 20 Mar | 24781.15 | 2563.7 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 19 Mar | 24951.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 25927.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 25724.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 25515.25 | 2563.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25000 expiring on 28APR2026
Delta for 25000 CE is 0.74
Historical price for 25000 CE is as follows
On 9 Apr FINNIFTY was trading at 25857.85. The strike last trading price was 1250.4, which was -93.55 lower than the previous day. The implied volatity was 27.38, the open interest changed by -2 which decreased total open position to 71
On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 1350, which was 770.95 higher than the previous day. The implied volatity was 22.31, the open interest changed by -6 which decreased total open position to 74
On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 562.05, which was -38.05 lower than the previous day. The implied volatity was 27.53, the open interest changed by 15 which increased total open position to 81
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 590, which was 156.95 higher than the previous day. The implied volatity was 29.75, the open interest changed by 42 which increased total open position to 66
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 469.95, which was -2093.75 lower than the previous day. The implied volatity was 30.71, the open interest changed by 54 which increased total open position to 54
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 27 Mar FINNIFTY was trading at 24373.20. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 25 Mar FINNIFTY was trading at 25056.35. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 24 Mar FINNIFTY was trading at 24482.20. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 2563.7, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 19 Mar FINNIFTY was trading at 24951.80. 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 18 Mar FINNIFTY was trading at 25927.35. 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 17 Mar FINNIFTY was trading at 25724.65. 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 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 2563.7, 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 28-Apr-2026 (19d) 25000 PE | |||||||
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Delta: -0.25
Vega: 18.9
Theta: -11.18
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 25857.85 | 243.2 | 43.75 | 26.52 | 25 | 2 | 184 |
| 8 Apr | 26053.05 | 197.3 | -617.6 | 26.39 | 105 | 26 | 180 |
| 7 Apr | 24685.55 | 820.4 | -32.65 | 30.48 | 89 | 27 | 155 |
| 6 Apr | 24603.10 | 862.2 | -389.95 | 29.56 | 66 | 10 | 127 |
| 2 Apr | 24041.55 | 1260 | 10.75 | 31.39 | 5 | -2 | 117 |
| 1 Apr | 23981.80 | 1254.6 | -232.1 | 29.7 | 150 | 89 | 119 |
| 30 Mar | 23521.80 | 1480.05 | 481.05 | 26.06 | 21 | 16 | 29 |
| 27 Mar | 24373.20 | 999 | 302.4 | 26.84 | 16 | 4 | 10 |
| 25 Mar | 25056.35 | 690 | -317.5 | 27.05 | 13 | 4 | 6 |
| 24 Mar | 24482.20 | 1007.5 | 192.5 | 28.6 | 2 | 0 | 1 |
| 23 Mar | 23959.20 | 815 | 101 | - | 0 | 0 | 1 |
| 20 Mar | 24781.15 | 815 | 101 | 26.13 | 1 | 0 | 1 |
| 19 Mar | 24951.80 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 25927.35 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 25724.65 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 25515.25 | 122.85 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25000 expiring on 28APR2026
Delta for 25000 PE is -0.25
Historical price for 25000 PE is as follows
On 9 Apr FINNIFTY was trading at 25857.85. The strike last trading price was 243.2, which was 43.75 higher than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 184
On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 197.3, which was -617.6 lower than the previous day. The implied volatity was 26.39, the open interest changed by 26 which increased total open position to 180
On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 820.4, which was -32.65 lower than the previous day. The implied volatity was 30.48, the open interest changed by 27 which increased total open position to 155
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 862.2, which was -389.95 lower than the previous day. The implied volatity was 29.56, the open interest changed by 10 which increased total open position to 127
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 1260, which was 10.75 higher than the previous day. The implied volatity was 31.39, the open interest changed by -2 which decreased total open position to 117
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 1254.6, which was -232.1 lower than the previous day. The implied volatity was 29.7, the open interest changed by 89 which increased total open position to 119
On 30 Mar FINNIFTY was trading at 23521.80. The strike last trading price was 1480.05, which was 481.05 higher than the previous day. The implied volatity was 26.06, the open interest changed by 16 which increased total open position to 29
On 27 Mar FINNIFTY was trading at 24373.20. The strike last trading price was 999, which was 302.4 higher than the previous day. The implied volatity was 26.84, the open interest changed by 4 which increased total open position to 10
On 25 Mar FINNIFTY was trading at 25056.35. The strike last trading price was 690, which was -317.5 lower than the previous day. The implied volatity was 27.05, the open interest changed by 4 which increased total open position to 6
On 24 Mar FINNIFTY was trading at 24482.20. The strike last trading price was 1007.5, which was 192.5 higher than the previous day. The implied volatity was 28.6, the open interest changed by 0 which decreased total open position to 1
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 815, which was 101 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 815, which was 101 higher than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 1
On 19 Mar FINNIFTY was trading at 24951.80. 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 18 Mar FINNIFTY was trading at 25927.35. 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 17 Mar FINNIFTY was trading at 25724.65. 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 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 122.85, 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
