Historical option data for FINNIFTY
05 Jun 2026 11:59 AM IST
| FINNIFTY 30-Jun-2026 (25d) 25200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.26
Theta: -11.71
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 25192.75 | 568.2 | 70.2 (14.10%) | 19.67 | 542 | 66 | 120 | |||||||||
| 4 Jun | 25031.25 | 505.45 | 26.45 (5.52%) | 19.78 | 195 | 14 | 56 | |||||||||
| 3 Jun | 24955.70 | 475 | 45 (10.47%) | 19.67 | 109 | 10 | 43 | |||||||||
| 2 Jun | 24861.25 | 423.15 | -80.85 (-16.04%) | 18.8 | 51 | 2 | 33 | |||||||||
| 1 Jun | 25008.45 | 499.9 | 16.9 (3.50%) | 18.98 | 330 | 31 | 31 | |||||||||
| 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 | |||||||||
For Nifty Financial Services - strike price 25200 expiring on 30JUN2026
Delta for 25200 CE is 0.54
Historical price for 25200 CE is as follows
On 5 Jun FINNIFTY was trading at 25192.75. The strike last trading price was 568.2, which was 70.2 higher than the previous day. The implied volatity was 19.67, the open interest changed by 66 which increased total open position to 120
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 505.45, which was 26.45 higher than the previous day. The implied volatity was 19.78, the open interest changed by 14 which increased total open position to 56
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 475, which was 45 higher than the previous day. The implied volatity was 19.67, the open interest changed by 10 which increased total open position to 43
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 423.15, which was -80.85 lower than the previous day. The implied volatity was 18.8, the open interest changed by 2 which increased total open position to 33
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 499.9, which was 16.9 higher than the previous day. The implied volatity was 18.98, the open interest changed by 31 which increased total open position to 31
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
| FINNIFTY 30-Jun-2026 (25d) 25200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.26
Theta: -7.47
Gamma: 0.00032
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 25192.75 | 437.55 | -103.3 (-19.10%) | 18.83 | 484 | 56 | 94 |
| 4 Jun | 25031.25 | 515.05 | -58.35 (-10.18%) | 18.17 | 176 | 7 | 39 |
| 3 Jun | 24955.70 | 562.95 | -32.35 (-5.43%) | 18.23 | 60 | 11 | 32 |
| 2 Jun | 24861.25 | 589.6 | 3.5 (0.60%) | 17.16 | 16 | 3 | 21 |
| 1 Jun | 25008.45 | 579.6 | -1129.85 (-66.09%) | 19.08 | 73 | 20 | 20 |
| 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%) | 0.15 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25200 expiring on 30JUN2026
Delta for 25200 PE is -0.45
Historical price for 25200 PE is as follows
On 5 Jun FINNIFTY was trading at 25192.75. The strike last trading price was 437.55, which was -103.3 lower than the previous day. The implied volatity was 18.83, the open interest changed by 56 which increased total open position to 94
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 515.05, which was -58.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 7 which increased total open position to 39
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 562.95, which was -32.35 lower than the previous day. The implied volatity was 18.23, the open interest changed by 11 which increased total open position to 32
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 589.6, which was 3.5 higher than the previous day. The implied volatity was 17.16, the open interest changed by 3 which increased total open position to 21
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 579.6, which was -1129.85 lower than the previous day. The implied volatity was 19.08, the open interest changed by 20 which increased total open position to 20
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 0.15, the open interest changed by 0 which decreased total open position to 0
