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Historical option data for FINNIFTY

15 Jun 2026 04:10 PM IST
FINNIFTY 30-Jun-2026 (15d) 25400 CE
Delta: 0.86
Vega: 0.12
Theta: -7.62
Gamma: 0.00025
Date Close Ltp Change IV Volume OI Chg OI
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 0.86

Historical price for 25400 CE is as follows

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 (15d) 25400 PE
Delta: -0.18
Vega: 0.14
Theta: -6.01
Gamma: 0.00025
Date Close Ltp Change IV Volume OI Chg OI
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 -0.18

Historical price for 25400 PE is as follows

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