Historical option data for FINNIFTY
09 Jun 2026 09:17 AM IST
| FINNIFTY 30-Jun-2026 (21d) 25150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.24
Theta: -13.25
Gamma: 0.0003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jun | 24983.05 | 438.75 | -0.25 (-0.06%) | 21.62 | 7 | 0 | 15 | |||||||||
| 8 Jun | 24805.00 | 438.75 | -80.25 (-15.46%) | 21.62 | 7 | -6 | 14 | |||||||||
| 5 Jun | 25056.80 | 514.05 | -13.95 (-2.64%) | 19.27 | 141 | 9 | 22 | |||||||||
| 4 Jun | 25031.25 | 540.65 | 181.65 (50.60%) | 20.1 | 15 | 10 | 14 | |||||||||
| 3 Jun | 24955.70 | 358.7 | -109.3 (-23.35%) | 19.38 | 1 | 0 | 4 | |||||||||
| 2 Jun | 24861.25 | 468.3 | -775.7 (-62.36%) | 19.23 | 8 | 4 | 4 | |||||||||
| 1 Jun | 25008.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25150 expiring on 30JUN2026
Delta for 25150 CE is 0.45
Historical price for 25150 CE is as follows
On 9 Jun FINNIFTY was trading at 24983.05. The strike last trading price was 438.75, which was -0.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 15
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 438.75, which was -80.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by -6 which decreased total open position to 14
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 514.05, which was -13.95 lower than the previous day. The implied volatity was 19.27, the open interest changed by 9 which increased total open position to 22
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 540.65, which was 181.65 higher than the previous day. The implied volatity was 20.1, the open interest changed by 10 which increased total open position to 14
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 358.7, which was -109.3 lower than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 4
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 468.3, which was -775.7 lower than the previous day. The implied volatity was 19.23, the open interest changed by 4 which increased total open position to 4
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
| FINNIFTY 30-Jun-2026 (21d) 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.24
Theta: -8.92
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jun | 24983.05 | 649.2 | 649.2 (34.09%) | 20.81 | 12 | 0 | 17 |
| 8 Jun | 24805.00 | 649.2 | 165.05 (34.09%) | 20.81 | 12 | -4 | 20 |
| 5 Jun | 25056.80 | 486.2 | -34.6 (-6.64%) | 18.73 | 167 | 10 | 22 |
| 4 Jun | 25031.25 | 520.8 | -33.8 (-6.09%) | 19.27 | 18 | 10 | 12 |
| 3 Jun | 24955.70 | 554.6 | 554.6 (0.00%) | - | 32 | 0 | 2 |
| 2 Jun | 24861.25 | 554.6 | 0 (0.00%) | 19.47 | 32 | 0 | 2 |
| 1 Jun | 25008.45 | 566.95 | 249.15 (78.40%) | 19.47 | 32 | 3 | 3 |
For Nifty Financial Services - strike price 25150 expiring on 30JUN2026
Delta for 25150 PE is -0.57
Historical price for 25150 PE is as follows
On 9 Jun FINNIFTY was trading at 24983.05. The strike last trading price was 649.2, which was 649.2 higher than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 17
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 649.2, which was 165.05 higher than the previous day. The implied volatity was 20.81, the open interest changed by -4 which decreased total open position to 20
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 486.2, which was -34.6 lower than the previous day. The implied volatity was 18.73, the open interest changed by 10 which increased total open position to 22
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 520.8, which was -33.8 lower than the previous day. The implied volatity was 19.27, the open interest changed by 10 which increased total open position to 12
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 554.6, which was 554.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 554.6, which was 0 lower than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 2
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 566.95, which was 249.15 higher than the previous day. The implied volatity was 19.47, the open interest changed by 3 which increased total open position to 3
