Historical option data for FINNIFTY
12 Jun 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (17d) 25500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.2
Theta: -11.28
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 25943.35 | 720 | 440 (157.14%) | 17.94 | 1,742 | -248 | 432 | |||||||||
| 11 Jun | 25152.00 | 282 | -31 (-9.90%) | 16.99 | 1,385 | -112 | 684 | |||||||||
| 10 Jun | 25206.25 | 315.7 | -28.3 (-8.23%) | 17.35 | 3,596 | 188 | 801 | |||||||||
| 9 Jun | 25152.45 | 350 | 94 (36.72%) | 18.82 | 603 | -57 | 593 | |||||||||
| 8 Jun | 24805.00 | 258.65 | -101.35 (-28.15%) | 21.16 | 302 | 7 | 621 | |||||||||
| 5 Jun | 25056.80 | 360 | -9 (-2.44%) | 19.42 | 3,906 | 417 | 646 | |||||||||
| 4 Jun | 25031.25 | 375.15 | 29.15 (8.42%) | 19.65 | 494 | -30 | 231 | |||||||||
| 3 Jun | 24955.70 | 354.35 | 47.35 (15.42%) | 19.54 | 352 | 69 | 260 | |||||||||
| 2 Jun | 24861.25 | 309 | -76 (-19.74%) | 18.58 | 363 | 13 | 197 | |||||||||
| 1 Jun | 25008.45 | 365.55 | -239.45 (-39.58%) | 18.69 | 412 | 68 | 179 | |||||||||
| 29 May | 25354.00 | 616.75 | -243.25 (-28.28%) | 19.56 | 298 | 106 | 110 | |||||||||
| 27 May | 25752.20 | 860 | 0 (0.00%) | 16.79 | 2 | 0 | 4 | |||||||||
| 26 May | 25932.25 | 860 | -109 (-11.25%) | 16.79 | 2 | 0 | 5 | |||||||||
| 25 May | 26102.15 | 755 | 0 (0.00%) | 18.73 | 4 | 1 | 5 | |||||||||
| 22 May | 25531.50 | 755 | 351 (86.88%) | 19.31 | 4 | 3 | 3 | |||||||||
| 21 May | 25237.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 25343.85 | 0 | -404 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 25472.50 | 0 | -404 (-100.00%) | - | 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 25500 expiring on 30JUN2026
Delta for 25500 CE is 0.7
Historical price for 25500 CE is as follows
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 720, which was 440 higher than the previous day. The implied volatity was 17.94, the open interest changed by -248 which decreased total open position to 432
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 282, which was -31 lower than the previous day. The implied volatity was 16.99, the open interest changed by -112 which decreased total open position to 684
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 315.7, which was -28.3 lower than the previous day. The implied volatity was 17.35, the open interest changed by 188 which increased total open position to 801
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 350, which was 94 higher than the previous day. The implied volatity was 18.82, the open interest changed by -57 which decreased total open position to 593
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 258.65, which was -101.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by 7 which increased total open position to 621
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 360, which was -9 lower than the previous day. The implied volatity was 19.42, the open interest changed by 417 which increased total open position to 646
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 375.15, which was 29.15 higher than the previous day. The implied volatity was 19.65, the open interest changed by -30 which decreased total open position to 231
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 354.35, which was 47.35 higher than the previous day. The implied volatity was 19.54, the open interest changed by 69 which increased total open position to 260
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 309, which was -76 lower than the previous day. The implied volatity was 18.58, the open interest changed by 13 which increased total open position to 197
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 365.55, which was -239.45 lower than the previous day. The implied volatity was 18.69, the open interest changed by 68 which increased total open position to 179
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 616.75, which was -243.25 lower than the previous day. The implied volatity was 19.56, the open interest changed by 106 which increased total open position to 110
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 860, which was 0 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 4
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 860, which was -109 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 5
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 755, which was 0 lower than the previous day. The implied volatity was 18.73, the open interest changed by 1 which increased total open position to 5
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 755, which was 351 higher than the previous day. The implied volatity was 19.31, the open interest changed by 3 which increased total open position to 3
On 21 May FINNIFTY was trading at 25237.20. 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 May FINNIFTY was trading at 25343.85. The strike last trading price was 0, which was -404 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 0, which was -404 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 (17d) 25500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.2
Theta: -7.56
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 25943.35 | 207.15 | -392.5 (-65.45%) | 18.12 | 1,491 | 193 | 424 |
| 11 Jun | 25152.00 | 578.35 | -28.25 (-4.66%) | 18.7 | 100 | -12 | 232 |
| 10 Jun | 25206.25 | 578.15 | -23.35 (-3.88%) | 19.29 | 396 | 32 | 252 |
| 9 Jun | 25152.45 | 590.05 | -273.95 (-31.71%) | 18.77 | 31 | 5 | 218 |
| 8 Jun | 24805.00 | 864 | 190.6 (28.30%) | 20.5 | 17 | 0 | 213 |
| 5 Jun | 25056.80 | 666.3 | -30.3 (-4.35%) | 18.04 | 393 | 79 | 212 |
| 4 Jun | 25031.25 | 673.7 | -49.45 (-6.84%) | 17.86 | 111 | 10 | 133 |
| 3 Jun | 24955.70 | 718.35 | -67.35 (-8.57%) | 17.51 | 29 | 0 | 124 |
| 2 Jun | 24861.25 | 763.7 | 17.7 (2.37%) | 16.56 | 75 | -11 | 125 |
| 1 Jun | 25008.45 | 746.6 | 226.8 (43.63%) | 18.88 | 282 | 62 | 136 |
| 29 May | 25354.00 | 500.5 | 111.8 (28.76%) | 17.94 | 387 | 60 | 73 |
| 27 May | 25752.20 | 385.5 | 35.5 (10.14%) | 18.02 | 84 | 11 | 13 |
| 26 May | 25932.25 | 350 | -158.1 (-31.12%) | 18.35 | 1 | 1 | 2 |
| 25 May | 26102.15 | 508.1 | 508.1 (0.00%) | - | 1 | 0 | 1 |
| 22 May | 25531.50 | 508.1 | 0 (0.00%) | 13.45 | 1 | 0 | 1 |
| 21 May | 25237.20 | 508.1 | -1417.2 (-73.61%) | 13.45 | 1 | 1 | 1 |
| 15 May | 25343.85 | 0 | -1925.3 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 25472.50 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 1.87 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 1.86 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25500 expiring on 30JUN2026
Delta for 25500 PE is -0.3
Historical price for 25500 PE is as follows
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 207.15, which was -392.5 lower than the previous day. The implied volatity was 18.12, the open interest changed by 193 which increased total open position to 424
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 578.35, which was -28.25 lower than the previous day. The implied volatity was 18.7, the open interest changed by -12 which decreased total open position to 232
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 578.15, which was -23.35 lower than the previous day. The implied volatity was 19.29, the open interest changed by 32 which increased total open position to 252
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 590.05, which was -273.95 lower than the previous day. The implied volatity was 18.77, the open interest changed by 5 which increased total open position to 218
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 864, which was 190.6 higher than the previous day. The implied volatity was 20.5, the open interest changed by 0 which decreased total open position to 213
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 666.3, which was -30.3 lower than the previous day. The implied volatity was 18.04, the open interest changed by 79 which increased total open position to 212
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 673.7, which was -49.45 lower than the previous day. The implied volatity was 17.86, the open interest changed by 10 which increased total open position to 133
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 718.35, which was -67.35 lower than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 124
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 763.7, which was 17.7 higher than the previous day. The implied volatity was 16.56, the open interest changed by -11 which decreased total open position to 125
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 746.6, which was 226.8 higher than the previous day. The implied volatity was 18.88, the open interest changed by 62 which increased total open position to 136
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 500.5, which was 111.8 higher than the previous day. The implied volatity was 17.94, the open interest changed by 60 which increased total open position to 73
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 385.5, which was 35.5 higher than the previous day. The implied volatity was 18.02, the open interest changed by 11 which increased total open position to 13
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 350, which was -158.1 lower than the previous day. The implied volatity was 18.35, the open interest changed by 1 which increased total open position to 2
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 508.1, which was 508.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 508.1, which was 0 lower than the previous day. The implied volatity was 13.45, the open interest changed by 0 which decreased total open position to 1
On 21 May FINNIFTY was trading at 25237.20. The strike last trading price was 508.1, which was -1417.2 lower than the previous day. The implied volatity was 13.45, the open interest changed by 1 which increased total open position to 1
On 15 May FINNIFTY was trading at 25343.85. The strike last trading price was 0, which was -1925.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May FINNIFTY was trading at 25472.50. 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 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 1.87, 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 1.86, the open interest changed by 0 which decreased total open position to 0
