FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
27 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 25400 CE | ||||||||||||||||
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Delta: 0.07
Vega: 2.9
Theta: -14.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 24373.20 | 19 | -163.45 | 29.05 | 2,561 | -246 | 439 | |||||||||
| 25 Mar | 25056.35 | 174.45 | 85.9 | 26.4 | 4,086 | -145 | 703 | |||||||||
| 24 Mar | 24482.20 | 100 | 13.6 | 29.25 | 678 | 68 | 848 | |||||||||
| 23 Mar | 23959.20 | 85.3 | -119.05 | 37.17 | 794 | -251 | 790 | |||||||||
| 20 Mar | 24781.15 | 203.05 | -79 | 25.24 | 2,101 | 949 | 1,046 | |||||||||
| 19 Mar | 24951.80 | 291 | -443.9 | 23.49 | 881 | -3 | 78 | |||||||||
| 18 Mar | 25927.35 | 708.45 | 29.4 | 17.38 | 81 | -28 | 81 | |||||||||
| 17 Mar | 25724.65 | 680 | 65.95 | 23.85 | 304 | 15 | 108 | |||||||||
| 16 Mar | 25515.25 | 586.1 | 82.2 | 25.79 | 374 | 35 | 91 | |||||||||
| 13 Mar | 25138.65 | 494.65 | -303.5 | 25.64 | 762 | -78 | 58 | |||||||||
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| 12 Mar | 25663.20 | 816.15 | -1686.8 | 26.49 | 293 | 141 | 141 | |||||||||
| 11 Mar | 25920.80 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 26535.20 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 26039.30 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 26652.45 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 27235.80 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 27020.45 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 27564.10 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 27869.75 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 28295.10 | 2502.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25400 expiring on 30MAR2026
Delta for 25400 CE is 0.07
Historical price for 25400 CE is as follows
On 27 Mar FINNIFTY was trading at 24373.20. The strike last trading price was 19, which was -163.45 lower than the previous day. The implied volatity was 29.05, the open interest changed by -246 which decreased total open position to 439
On 25 Mar FINNIFTY was trading at 25056.35. The strike last trading price was 174.45, which was 85.9 higher than the previous day. The implied volatity was 26.4, the open interest changed by -145 which decreased total open position to 703
On 24 Mar FINNIFTY was trading at 24482.20. The strike last trading price was 100, which was 13.6 higher than the previous day. The implied volatity was 29.25, the open interest changed by 68 which increased total open position to 848
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 85.3, which was -119.05 lower than the previous day. The implied volatity was 37.17, the open interest changed by -251 which decreased total open position to 790
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 203.05, which was -79 lower than the previous day. The implied volatity was 25.24, the open interest changed by 949 which increased total open position to 1046
On 19 Mar FINNIFTY was trading at 24951.80. The strike last trading price was 291, which was -443.9 lower than the previous day. The implied volatity was 23.49, the open interest changed by -3 which decreased total open position to 78
On 18 Mar FINNIFTY was trading at 25927.35. The strike last trading price was 708.45, which was 29.4 higher than the previous day. The implied volatity was 17.38, the open interest changed by -28 which decreased total open position to 81
On 17 Mar FINNIFTY was trading at 25724.65. The strike last trading price was 680, which was 65.95 higher than the previous day. The implied volatity was 23.85, the open interest changed by 15 which increased total open position to 108
On 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 586.1, which was 82.2 higher than the previous day. The implied volatity was 25.79, the open interest changed by 35 which increased total open position to 91
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 494.65, which was -303.5 lower than the previous day. The implied volatity was 25.64, the open interest changed by -78 which decreased total open position to 58
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 816.15, which was -1686.8 lower than the previous day. The implied volatity was 26.49, the open interest changed by 141 which increased total open position to 141
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 2502.95, 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 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 2502.95, 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 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 2502.95, 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 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 2502.95, 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 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 2502.95, 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 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 2502.95, 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 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 2502.95, 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 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 2502.95, 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 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 2502.95, 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 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 2502.95, 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 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 2502.95, 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 30MAR2026 25400 PE | |||||||
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Delta: -0.84
Vega: 5.29
Theta: -31.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 24373.20 | 1061.35 | 543.5 | 42.43 | 55 | 8 | 82 |
| 25 Mar | 25056.35 | 529.45 | -455.55 | 28.95 | 29 | 8 | 73 |
| 24 Mar | 24482.20 | 985 | -558.15 | 37.3 | 2 | 0 | 65 |
| 23 Mar | 23959.20 | 1543.15 | 791.2 | 43.39 | 27 | -17 | 66 |
| 20 Mar | 24781.15 | 743 | 75 | 25.46 | 71 | 10 | 83 |
| 19 Mar | 24951.80 | 607.3 | 405.8 | 26.2 | 498 | -41 | 73 |
| 18 Mar | 25927.35 | 198.7 | -108.55 | 23.48 | 484 | -97 | 115 |
| 17 Mar | 25724.65 | 301.9 | -157.05 | 24.58 | 1,590 | 39 | 213 |
| 16 Mar | 25515.25 | 484.6 | -213.05 | 27.91 | 261 | 9 | 174 |
| 13 Mar | 25138.65 | 697.25 | 254.55 | 28.97 | 1,488 | -371 | 165 |
| 12 Mar | 25663.20 | 437 | 98.75 | 27.19 | 9,082 | 402 | 536 |
| 11 Mar | 25920.80 | 338.25 | 142 | 25.81 | 41 | 23 | 134 |
| 10 Mar | 26535.20 | 186.55 | -244.55 | 26.36 | 75 | 36 | 109 |
| 9 Mar | 26039.30 | 432 | 208.05 | 30.93 | 164 | -2 | 73 |
| 6 Mar | 26652.45 | 223.9 | 118.85 | 27.35 | 49 | 10 | 75 |
| 5 Mar | 27235.80 | 107.55 | -66.35 | 25.2 | 39 | 19 | 63 |
| 4 Mar | 27020.45 | 173 | 117.55 | 27.13 | 96 | 9 | 44 |
| 2 Mar | 27564.10 | 54.45 | 31.5 | 22.22 | 145 | 20 | 36 |
| 27 Feb | 27869.75 | 22.95 | -121.1 | 19.63 | 35 | 16 | 16 |
| 26 Feb | 28309.85 | 144.05 | 0 | 9 | 0 | 0 | 0 |
| 25 Feb | 28339.65 | 144.05 | 0 | 8.99 | 0 | 0 | 0 |
| 24 Feb | 28295.10 | 144.05 | 0 | 8.47 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25400 expiring on 30MAR2026
Delta for 25400 PE is -0.84
Historical price for 25400 PE is as follows
On 27 Mar FINNIFTY was trading at 24373.20. The strike last trading price was 1061.35, which was 543.5 higher than the previous day. The implied volatity was 42.43, the open interest changed by 8 which increased total open position to 82
On 25 Mar FINNIFTY was trading at 25056.35. The strike last trading price was 529.45, which was -455.55 lower than the previous day. The implied volatity was 28.95, the open interest changed by 8 which increased total open position to 73
On 24 Mar FINNIFTY was trading at 24482.20. The strike last trading price was 985, which was -558.15 lower than the previous day. The implied volatity was 37.3, the open interest changed by 0 which decreased total open position to 65
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 1543.15, which was 791.2 higher than the previous day. The implied volatity was 43.39, the open interest changed by -17 which decreased total open position to 66
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 743, which was 75 higher than the previous day. The implied volatity was 25.46, the open interest changed by 10 which increased total open position to 83
On 19 Mar FINNIFTY was trading at 24951.80. The strike last trading price was 607.3, which was 405.8 higher than the previous day. The implied volatity was 26.2, the open interest changed by -41 which decreased total open position to 73
On 18 Mar FINNIFTY was trading at 25927.35. The strike last trading price was 198.7, which was -108.55 lower than the previous day. The implied volatity was 23.48, the open interest changed by -97 which decreased total open position to 115
On 17 Mar FINNIFTY was trading at 25724.65. The strike last trading price was 301.9, which was -157.05 lower than the previous day. The implied volatity was 24.58, the open interest changed by 39 which increased total open position to 213
On 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 484.6, which was -213.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 9 which increased total open position to 174
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 697.25, which was 254.55 higher than the previous day. The implied volatity was 28.97, the open interest changed by -371 which decreased total open position to 165
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 437, which was 98.75 higher than the previous day. The implied volatity was 27.19, the open interest changed by 402 which increased total open position to 536
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 338.25, which was 142 higher than the previous day. The implied volatity was 25.81, the open interest changed by 23 which increased total open position to 134
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 186.55, which was -244.55 lower than the previous day. The implied volatity was 26.36, the open interest changed by 36 which increased total open position to 109
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 432, which was 208.05 higher than the previous day. The implied volatity was 30.93, the open interest changed by -2 which decreased total open position to 73
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 223.9, which was 118.85 higher than the previous day. The implied volatity was 27.35, the open interest changed by 10 which increased total open position to 75
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 107.55, which was -66.35 lower than the previous day. The implied volatity was 25.2, the open interest changed by 19 which increased total open position to 63
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 173, which was 117.55 higher than the previous day. The implied volatity was 27.13, the open interest changed by 9 which increased total open position to 44
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 54.45, which was 31.5 higher than the previous day. The implied volatity was 22.22, the open interest changed by 20 which increased total open position to 36
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 22.95, which was -121.1 lower than the previous day. The implied volatity was 19.63, the open interest changed by 16 which increased total open position to 16
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 144.05, which was 0 lower than the previous day. The implied volatity was 9, the open interest changed by 0 which decreased total open position to 0
On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 144.05, which was 0 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
On 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 144.05, which was 0 lower than the previous day. The implied volatity was 8.47, the open interest changed by 0 which decreased total open position to 0
