FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
13 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 25000 CE | ||||||||||||||||
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Delta: 0.58
Vega: 21.17
Theta: -20.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 25138.65 | 731.25 | -2117.45 | 27.2 | 228 | 147 | 147 | |||||||||
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| 12 Mar | 25663.20 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 25920.80 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 26535.20 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 26039.30 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 26652.45 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 27235.80 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 27020.45 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 27564.10 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 27869.75 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 28295.10 | 2848.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25000 expiring on 30MAR2026
Delta for 25000 CE is 0.58
Historical price for 25000 CE is as follows
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 731.25, which was -2117.45 lower than the previous day. The implied volatity was 27.2, the open interest changed by 147 which increased total open position to 147
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 2848.7, 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
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 2848.7, 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
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 2848.7, 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
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 2848.7, 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
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 2848.7, 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
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 2848.7, 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
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 2848.7, 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
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 2848.7, 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
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 2848.7, 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
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 2848.7, 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
On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 2848.7, 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
On 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 2848.7, 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 30MAR2026 25000 PE | |||||||
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Delta: -0.42
Vega: 21.24
Theta: -16.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 25138.65 | 532.9 | 207.5 | 30.58 | 2,483 | 429 | 845 |
| 12 Mar | 25663.20 | 321.8 | 43.3 | 28.68 | 450 | -43 | 438 |
| 11 Mar | 25920.80 | 287.8 | 144.85 | 29.53 | 1,008 | 77 | 481 |
| 10 Mar | 26535.20 | 139.05 | -197 | 28.11 | 822 | -56 | 406 |
| 9 Mar | 26039.30 | 340.5 | 178.2 | 32.63 | 1,353 | 371 | 591 |
| 6 Mar | 26652.45 | 151.3 | 71.2 | 27.64 | 1,819 | 45 | 222 |
| 5 Mar | 27235.80 | 81.55 | -52.35 | 26.78 | 645 | 63 | 182 |
| 4 Mar | 27020.45 | 133 | 91.8 | 28.59 | 945 | 17 | 122 |
| 2 Mar | 27564.10 | 41 | 23.4 | 23.74 | 476 | 99 | 102 |
| 27 Feb | 27869.75 | 19.2 | -76.55 | 21.43 | 3 | 2 | 2 |
| 26 Feb | 28309.85 | 95.75 | 0 | 10.05 | 0 | 0 | 0 |
| 25 Feb | 28339.65 | 95.75 | 0 | 10 | 0 | 0 | 0 |
| 24 Feb | 28295.10 | 95.75 | 0 | 9.9 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25000 expiring on 30MAR2026
Delta for 25000 PE is -0.42
Historical price for 25000 PE is as follows
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 532.9, which was 207.5 higher than the previous day. The implied volatity was 30.58, the open interest changed by 429 which increased total open position to 845
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 321.8, which was 43.3 higher than the previous day. The implied volatity was 28.68, the open interest changed by -43 which decreased total open position to 438
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 287.8, which was 144.85 higher than the previous day. The implied volatity was 29.53, the open interest changed by 77 which increased total open position to 481
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 139.05, which was -197 lower than the previous day. The implied volatity was 28.11, the open interest changed by -56 which decreased total open position to 406
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 340.5, which was 178.2 higher than the previous day. The implied volatity was 32.63, the open interest changed by 371 which increased total open position to 591
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 151.3, which was 71.2 higher than the previous day. The implied volatity was 27.64, the open interest changed by 45 which increased total open position to 222
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 81.55, which was -52.35 lower than the previous day. The implied volatity was 26.78, the open interest changed by 63 which increased total open position to 182
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 133, which was 91.8 higher than the previous day. The implied volatity was 28.59, the open interest changed by 17 which increased total open position to 122
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 41, which was 23.4 higher than the previous day. The implied volatity was 23.74, the open interest changed by 99 which increased total open position to 102
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 19.2, which was -76.55 lower than the previous day. The implied volatity was 21.43, 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 95.75, which was 0 lower than the previous day. The implied volatity was 10.05, 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 95.75, which was 0 lower than the previous day. The implied volatity was 10, 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 95.75, which was 0 lower than the previous day. The implied volatity was 9.9, the open interest changed by 0 which decreased total open position to 0
