Historical option data for FINNIFTY
25 Jun 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (3d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.03
Theta: 0.16
Gamma: 0.00013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 26770.55 | 1049 | 0 (0.00%) | 16.71 | 1 | 0 | 77 | |||||||||
| 24 Jun | 26736.00 | 1049 | 103 (10.89%) | 16.71 | 1 | 0 | 78 | |||||||||
| 23 Jun | 26329.30 | 941.7 | -78.3 (-7.68%) | 16.09 | 2 | -1 | 79 | |||||||||
| 22 Jun | 26585.55 | 1020 | 0 (0.00%) | - | 1 | 0 | 80 | |||||||||
| 19 Jun | 26431.15 | 1020 | 0 (0.00%) | - | 1 | 0 | 80 | |||||||||
| 18 Jun | 26581.95 | 1020 | 0 (0.00%) | - | 1 | 0 | 80 | |||||||||
| 17 Jun | 26404.95 | 1020 | 0 (0.00%) | 13.07 | 1 | 0 | 80 | |||||||||
| 16 Jun | 26442.30 | 1020 | 0 (0.00%) | 13.07 | 1 | -1 | 80 | |||||||||
| 15 Jun | 26274.80 | 1007.35 | 252.35 (33.42%) | 16.94 | 7 | -2 | 82 | |||||||||
| 12 Jun | 25943.35 | 800 | 470 (142.42%) | 18.46 | 247 | -6 | 85 | |||||||||
| 11 Jun | 25152.00 | 328.45 | -33.55 (-9.27%) | 17.39 | 94 | 11 | 92 | |||||||||
| 10 Jun | 25206.25 | 361.25 | 78.25 (27.65%) | 17.58 | 290 | 2 | 87 | |||||||||
| 9 Jun | 25152.45 | 282.6 | -0.4 (-0.14%) | 20.48 | 56 | 0 | 85 | |||||||||
| 8 Jun | 24805.00 | 280.2 | -122.8 (-30.47%) | 20.48 | 56 | 5 | 86 | |||||||||
| 5 Jun | 25056.80 | 394.05 | -17.95 (-4.36%) | 19.01 | 215 | 6 | 80 | |||||||||
| 4 Jun | 25031.25 | 419 | 28 (7.16%) | 19.77 | 78 | -1 | 78 | |||||||||
| 3 Jun | 24955.70 | 383.2 | 31.2 (8.86%) | 19.39 | 83 | 8 | 82 | |||||||||
| 2 Jun | 24861.25 | 337.55 | -85.45 (-20.20%) | 18.45 | 38 | 6 | 75 | |||||||||
| 1 Jun | 25008.45 | 414.9 | -245.1 (-37.14%) | 19.27 | 187 | 42 | 70 | |||||||||
| 29 May | 25354.00 | 668.2 | 240.2 (56.12%) | 19.68 | 63 | 28 | 28 | |||||||||
| 27 May | 25752.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25400 expiring on 30JUN2026
Delta for 25400 CE is 0.97
Historical price for 25400 CE is as follows
On 25 Jun FINNIFTY was trading at 26770.55. The strike last trading price was 1049, which was 0 lower than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 77
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 1049, which was 103 higher than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 78
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 941.7, which was -78.3 lower than the previous day. The implied volatity was 16.09, the open interest changed by -1 which decreased total open position to 79
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 1020, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 1020, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 1020, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 1020, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 80
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 1020, which was 0 lower than the previous day. The implied volatity was 13.07, the open interest changed by -1 which decreased total open position to 80
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 1007.35, which was 252.35 higher than the previous day. The implied volatity was 16.94, the open interest changed by -2 which decreased total open position to 82
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 800, which was 470 higher than the previous day. The implied volatity was 18.46, the open interest changed by -6 which decreased total open position to 85
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 328.45, which was -33.55 lower than the previous day. The implied volatity was 17.39, the open interest changed by 11 which increased total open position to 92
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 361.25, which was 78.25 higher than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 87
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 282.6, which was -0.4 lower than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 85
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 280.2, which was -122.8 lower than the previous day. The implied volatity was 20.48, the open interest changed by 5 which increased total open position to 86
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 394.05, which was -17.95 lower than the previous day. The implied volatity was 19.01, the open interest changed by 6 which increased total open position to 80
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 419, which was 28 higher than the previous day. The implied volatity was 19.77, the open interest changed by -1 which decreased total open position to 78
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 383.2, which was 31.2 higher than the previous day. The implied volatity was 19.39, the open interest changed by 8 which increased total open position to 82
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 337.55, which was -85.45 lower than the previous day. The implied volatity was 18.45, the open interest changed by 6 which increased total open position to 75
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 414.9, which was -245.1 lower than the previous day. The implied volatity was 19.27, the open interest changed by 42 which increased total open position to 70
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 668.2, which was 240.2 higher than the previous day. The implied volatity was 19.68, the open interest changed by 28 which increased total open position to 28
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 -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr FINNIFTY was trading at 26445.00. 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 9 Apr FINNIFTY was trading at 25760.50. 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 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
| FINNIFTY 30-Jun-2026 (3d) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: 1.46
Gamma: 0.00005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 26770.55 | 3.3 | -3.65 (-52.52%) | 20.41 | 87 | -15 | 129 |
| 24 Jun | 26736.00 | 6.85 | -6.35 (-48.11%) | 20.23 | 172 | 4 | 144 |
| 23 Jun | 26329.30 | 14.9 | 4.05 (37.33%) | 16.06 | 333 | 21 | 146 |
| 22 Jun | 26585.55 | 11.75 | -7.7 (-39.59%) | 17.77 | 143 | 19 | 127 |
| 19 Jun | 26431.15 | 18.75 | -2.95 (-13.59%) | 15.34 | 33 | 5 | 108 |
| 18 Jun | 26581.95 | 22.2 | -27.75 (-55.56%) | 17.02 | 45 | -1 | 111 |
| 17 Jun | 26404.95 | 50.05 | -10.45 (-17.27%) | 17.86 | 148 | 4 | 112 |
| 16 Jun | 26442.30 | 59.1 | -39.45 (-40.03%) | 18.6 | 100 | 3 | 109 |
| 15 Jun | 26274.80 | 101.45 | -98.2 (-49.19%) | 19.25 | 204 | 19 | 106 |
| 12 Jun | 25943.35 | 190.7 | -349.05 (-64.67%) | 18.89 | 340 | 36 | 88 |
| 11 Jun | 25152.00 | 535.9 | -4.5 (-0.83%) | 19.5 | 53 | 7 | 53 |
| 10 Jun | 25206.25 | 519 | -15 (-2.81%) | 19.28 | 224 | 9 | 46 |
| 9 Jun | 25152.45 | 528.1 | -107.4 (-16.90%) | 18.43 | 3 | 0 | 39 |
| 8 Jun | 24805.00 | 635.5 | 635.5 | - | 78 | 0 | 39 |
| 5 Jun | 25056.80 | 645.95 | 41.05 (6.79%) | 18.42 | 78 | -8 | 38 |
| 4 Jun | 25031.25 | 604.9 | -63.85 (-9.55%) | 18.62 | 7 | -4 | 46 |
| 3 Jun | 24955.70 | 668.75 | -14.2 (-2.08%) | 17.75 | 2 | 1 | 49 |
| 2 Jun | 24861.25 | 682.95 | 682.95 (42.04%) | 18.67 | 110 | 0 | 48 |
| 1 Jun | 25008.45 | 681 | 201.55 (42.04%) | 18.67 | 110 | 10 | 47 |
| 29 May | 25354.00 | 465.2 | 113.9 (32.42%) | 17.38 | 103 | 38 | 39 |
| 27 May | 25752.20 | 351.3 | -1500.1 (-81.03%) | 18.2 | 6 | 1 | 1 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 2.06 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 2.06 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25400 expiring on 30JUN2026
Delta for 25400 PE is -0.01
Historical price for 25400 PE is as follows
On 25 Jun FINNIFTY was trading at 26770.55. The strike last trading price was 3.3, which was -3.65 lower than the previous day. The implied volatity was 20.41, the open interest changed by -15 which decreased total open position to 129
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 6.85, which was -6.35 lower than the previous day. The implied volatity was 20.23, the open interest changed by 4 which increased total open position to 144
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 14.9, which was 4.05 higher than the previous day. The implied volatity was 16.06, the open interest changed by 21 which increased total open position to 146
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 11.75, which was -7.7 lower than the previous day. The implied volatity was 17.77, the open interest changed by 19 which increased total open position to 127
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 18.75, which was -2.95 lower than the previous day. The implied volatity was 15.34, the open interest changed by 5 which increased total open position to 108
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 22.2, which was -27.75 lower than the previous day. The implied volatity was 17.02, the open interest changed by -1 which decreased total open position to 111
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 50.05, which was -10.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by 4 which increased total open position to 112
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 59.1, which was -39.45 lower than the previous day. The implied volatity was 18.6, the open interest changed by 3 which increased total open position to 109
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 101.45, which was -98.2 lower than the previous day. The implied volatity was 19.25, the open interest changed by 19 which increased total open position to 106
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 190.7, which was -349.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by 36 which increased total open position to 88
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 535.9, which was -4.5 lower than the previous day. The implied volatity was 19.5, the open interest changed by 7 which increased total open position to 53
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 519, which was -15 lower than the previous day. The implied volatity was 19.28, the open interest changed by 9 which increased total open position to 46
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 528.1, which was -107.4 lower than the previous day. The implied volatity was 18.43, the open interest changed by 0 which decreased total open position to 39
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 635.5, which was 635.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 645.95, which was 41.05 higher than the previous day. The implied volatity was 18.42, the open interest changed by -8 which decreased total open position to 38
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 604.9, which was -63.85 lower than the previous day. The implied volatity was 18.62, the open interest changed by -4 which decreased total open position to 46
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 668.75, which was -14.2 lower than the previous day. The implied volatity was 17.75, the open interest changed by 1 which increased total open position to 49
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 682.95, which was 682.95 higher than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 48
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 681, which was 201.55 higher than the previous day. The implied volatity was 18.67, the open interest changed by 10 which increased total open position to 47
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 465.2, which was 113.9 higher than the previous day. The implied volatity was 17.38, the open interest changed by 38 which increased total open position to 39
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 351.3, which was -1500.1 lower than the previous day. The implied volatity was 18.2, the open interest changed by 1 which increased total open position to 1
On 15 Apr FINNIFTY was trading at 26445.00. 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 9 Apr FINNIFTY was trading at 25760.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.06, 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 2.06, the open interest changed by 0 which decreased total open position to 0
