Historical option data for FINNIFTY
04 Jun 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (25d) 25000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.26
Theta: -11.58
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 25031.25 | 614 | 29 (4.96%) | 19.98 | 6,893 | 727 | 1,166 | |||||||||
| 3 Jun | 24955.70 | 576.85 | 46.85 (8.84%) | 19.73 | 954 | 47 | 442 | |||||||||
| 2 Jun | 24861.25 | 542.7 | -75.3 (-12.18%) | 19.53 | 1,973 | 360 | 396 | |||||||||
| 1 Jun | 25008.45 | 613.05 | -306.95 (-33.36%) | 19.59 | 43 | 34 | 35 | |||||||||
| 29 May | 25354.00 | 920 | -426 (-31.65%) | 19.95 | 1 | 0 | 0 | |||||||||
| 27 May | 25752.20 | 0 | 0 (8.08%) | 20.14 | 0 | 0 | 0 | |||||||||
| 26 May | 25932.25 | 1345.55 | 100.55 (8.08%) | 20.14 | 1 | -1 | 0 | |||||||||
| 25 May | 26102.15 | 1245.45 | 0.45 (0.04%) | 19.07 | 1 | 0 | 0 | |||||||||
| 22 May | 25531.50 | 1245.45 | 295.45 (31.10%) | 24.98 | 1 | -1 | 0 | |||||||||
| 21 May | 25237.20 | 950 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 25294.60 | 950 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 25283.40 | 950 | 0 (0.00%) | 19.38 | 0 | 0 | 1 | |||||||||
| 18 May | 25349.75 | 950 | 408 (75.28%) | 19.38 | 1 | 1 | 1 | |||||||||
| 15 May | 25343.85 | 0 | -542 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25472.50 | 0 | -542 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 25116.65 | 0 | -542 (-100.00%) | 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 | |||||||||
For Nifty Financial Services - strike price 25000 expiring on 30JUN2026
Delta for 25000 CE is 0.56
Historical price for 25000 CE is as follows
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 614, which was 29 higher than the previous day. The implied volatity was 19.98, the open interest changed by 727 which increased total open position to 1166
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 576.85, which was 46.85 higher than the previous day. The implied volatity was 19.73, the open interest changed by 47 which increased total open position to 442
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 542.7, which was -75.3 lower than the previous day. The implied volatity was 19.53, the open interest changed by 360 which increased total open position to 396
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 613.05, which was -306.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by 34 which increased total open position to 35
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 920, which was -426 lower than the previous day. The implied volatity was 19.95, 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 20.14, the open interest changed by 0 which decreased total open position to 0
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 1345.55, which was 100.55 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 0
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 1245.45, which was 0.45 higher than the previous day. The implied volatity was 19.07, the open interest changed by 0 which decreased total open position to 0
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 1245.45, which was 295.45 higher than the previous day. The implied volatity was 24.98, the open interest changed by -1 which decreased total open position to 0
On 21 May FINNIFTY was trading at 25237.20. The strike last trading price was 950, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May FINNIFTY was trading at 25294.60. The strike last trading price was 950, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May FINNIFTY was trading at 25283.40. The strike last trading price was 950, which was 0 lower than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 1
On 18 May FINNIFTY was trading at 25349.75. The strike last trading price was 950, which was 408 higher than the previous day. The implied volatity was 19.38, the open interest changed by 1 which increased total open position to 1
On 15 May FINNIFTY was trading at 25343.85. The strike last trading price was 0, which was -542 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 0, which was -542 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 0, which was -542 lower than the previous day. The implied volatity was 0, 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
| FINNIFTY 30-Jun-2026 (25d) 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.26
Theta: -6.97
Gamma: 0.00032
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 25031.25 | 420 | -55 (-11.58%) | 18.31 | 1,722 | 287 | 699 |
| 3 Jun | 24955.70 | 470.35 | -28.45 (-5.70%) | 18.62 | 698 | -2 | 413 |
| 2 Jun | 24861.25 | 483.3 | -1.55 (-0.32%) | 17.61 | 1,537 | 280 | 428 |
| 1 Jun | 25008.45 | 483.2 | 162.4 (50.62%) | 19.26 | 429 | 38 | 149 |
| 29 May | 25354.00 | 337.1 | 98.45 (41.25%) | 19.15 | 158 | 21 | 113 |
| 27 May | 25752.20 | 232 | 17.55 (8.18%) | 18.49 | 327 | 58 | 92 |
| 26 May | 25932.25 | 200 | 20.95 (11.70%) | 18.95 | 47 | 18 | 34 |
| 25 May | 26102.15 | 170 | -225 (-56.96%) | 18.85 | 23 | 12 | 15 |
| 22 May | 25531.50 | 395 | -1177.75 (-74.88%) | 20.99 | 6 | 3 | 3 |
| 21 May | 25237.20 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 25294.60 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 25283.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 25349.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 25343.85 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 25472.50 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 25116.65 | 0 | -1572.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 9 Apr | 25760.50 | - | - | - | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 0.54 | 0 | 0 | 0 |
| 7 Apr | 24685.55 | 0 | 0 (0.00%) | 0.55 | 0 | 0 | 0 |
| 6 Apr | 24603.10 | 0 | 0 (0.00%) | 0.34 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25000 expiring on 30JUN2026
Delta for 25000 PE is -0.44
Historical price for 25000 PE is as follows
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 420, which was -55 lower than the previous day. The implied volatity was 18.31, the open interest changed by 287 which increased total open position to 699
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 470.35, which was -28.45 lower than the previous day. The implied volatity was 18.62, the open interest changed by -2 which decreased total open position to 413
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 483.3, which was -1.55 lower than the previous day. The implied volatity was 17.61, the open interest changed by 280 which increased total open position to 428
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 483.2, which was 162.4 higher than the previous day. The implied volatity was 19.26, the open interest changed by 38 which increased total open position to 149
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 337.1, which was 98.45 higher than the previous day. The implied volatity was 19.15, the open interest changed by 21 which increased total open position to 113
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 232, which was 17.55 higher than the previous day. The implied volatity was 18.49, the open interest changed by 58 which increased total open position to 92
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 200, which was 20.95 higher than the previous day. The implied volatity was 18.95, the open interest changed by 18 which increased total open position to 34
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 170, which was -225 lower than the previous day. The implied volatity was 18.85, the open interest changed by 12 which increased total open position to 15
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 395, which was -1177.75 lower than the previous day. The implied volatity was 20.99, the open interest changed by 3 which increased total open position to 3
On 21 May FINNIFTY was trading at 25237.20. 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
On 20 May FINNIFTY was trading at 25294.60. 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 19 May FINNIFTY was trading at 25283.40. 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 18 May FINNIFTY was trading at 25349.75. 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 15 May FINNIFTY was trading at 25343.85. 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 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 0, which was -1572.75 lower than the previous day. The implied volatity was 0, 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 0.54, 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 0.55, 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 0.34, the open interest changed by 0 which decreased total open position to 0
