Historical option data for FINNIFTY
03 Jun 2026 11:46 AM IST
| FINNIFTY 30-Jun-2026 (27d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.24
Theta: -10.17
Gamma: 0.00027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 24596.50 | 277.15 | -74.85 (-21.26%) | 20.03 | 10 | -3 | 71 | |||||||||
| 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 0.32
Historical price for 25400 CE is as follows
On 3 Jun FINNIFTY was trading at 24596.50. The strike last trading price was 277.15, which was -74.85 lower than the previous day. The implied volatity was 20.03, the open interest changed by -3 which decreased total open position to 71
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 (27d) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 24596.50 | 682.95 | 682.95 | - | 110 | 0 | 48 |
| 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 -
Historical price for 25400 PE is as follows
On 3 Jun FINNIFTY was trading at 24596.50. The strike last trading price was 682.95, which was 682.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
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
