FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 25700 CE | ||||||||||||||||
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Delta: 0.1
Vega: 5.73
Theta: -16.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 23959.20 | 56.55 | -62.6 | 37.7 | 355 | 124 | 324 | |||||||||
| 20 Mar | 24781.15 | 114.35 | -43.2 | 24.1 | 491 | -27 | 194 | |||||||||
| 19 Mar | 24951.80 | 178.1 | -357.7 | 22.88 | 893 | -55 | 221 | |||||||||
| 18 Mar | 25927.35 | 475.2 | 0.3 | 16.08 | 1,177 | 74 | 277 | |||||||||
| 17 Mar | 25724.65 | 470 | 21.2 | 21.86 | 878 | -103 | 201 | |||||||||
| 16 Mar | 25515.25 | 411.2 | 49.8 | 24.32 | 830 | 138 | 299 | |||||||||
| 13 Mar | 25138.65 | 354.45 | -270 | 24.77 | 385 | 37 | 161 | |||||||||
| 12 Mar | 25663.20 | 622.15 | -147.9 | 25.21 | 495 | 35 | 124 | |||||||||
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| 11 Mar | 25920.80 | 754.4 | -448.4 | 24.53 | 62 | -26 | 89 | |||||||||
| 10 Mar | 26535.20 | 1208.5 | 235.85 | 23.37 | 192 | 0 | 118 | |||||||||
| 9 Mar | 26039.30 | 970 | -684.25 | 28.51 | 1,590 | 142 | 145 | |||||||||
| 6 Mar | 26652.45 | 1634.95 | -619.75 | - | 0 | 0 | 3 | |||||||||
| 5 Mar | 27235.80 | 1634.95 | -619.75 | - | 3 | 3 | 0 | |||||||||
| 4 Mar | 27020.45 | 1634.95 | -619.75 | 22.04 | 3 | 2 | 2 | |||||||||
| 2 Mar | 27564.10 | 2254.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 27869.75 | 2254.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 2254.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 2254.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 28295.10 | 2254.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25700 expiring on 30MAR2026
Delta for 25700 CE is 0.1
Historical price for 25700 CE is as follows
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 56.55, which was -62.6 lower than the previous day. The implied volatity was 37.7, the open interest changed by 124 which increased total open position to 324
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 114.35, which was -43.2 lower than the previous day. The implied volatity was 24.1, the open interest changed by -27 which decreased total open position to 194
On 19 Mar FINNIFTY was trading at 24951.80. The strike last trading price was 178.1, which was -357.7 lower than the previous day. The implied volatity was 22.88, the open interest changed by -55 which decreased total open position to 221
On 18 Mar FINNIFTY was trading at 25927.35. The strike last trading price was 475.2, which was 0.3 higher than the previous day. The implied volatity was 16.08, the open interest changed by 74 which increased total open position to 277
On 17 Mar FINNIFTY was trading at 25724.65. The strike last trading price was 470, which was 21.2 higher than the previous day. The implied volatity was 21.86, the open interest changed by -103 which decreased total open position to 201
On 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 411.2, which was 49.8 higher than the previous day. The implied volatity was 24.32, the open interest changed by 138 which increased total open position to 299
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 354.45, which was -270 lower than the previous day. The implied volatity was 24.77, the open interest changed by 37 which increased total open position to 161
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 622.15, which was -147.9 lower than the previous day. The implied volatity was 25.21, the open interest changed by 35 which increased total open position to 124
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 754.4, which was -448.4 lower than the previous day. The implied volatity was 24.53, the open interest changed by -26 which decreased total open position to 89
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 1208.5, which was 235.85 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 118
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 970, which was -684.25 lower than the previous day. The implied volatity was 28.51, the open interest changed by 142 which increased total open position to 145
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 1634.95, which was -619.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 1634.95, which was -619.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 1634.95, which was -619.75 lower than the previous day. The implied volatity was 22.04, the open interest changed by 2 which increased total open position to 2
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 2254.7, 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 2254.7, 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 2254.7, 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 2254.7, 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 2254.7, 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 25700 PE | |||||||
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Delta: -0.86
Vega: 7.39
Theta: -17.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 23959.20 | 1810.8 | 820.85 | 44.82 | 27 | -14 | 139 |
| 20 Mar | 24781.15 | 997.6 | 129.2 | 27.93 | 35 | -6 | 154 |
| 19 Mar | 24951.80 | 792.6 | 509.95 | 25.58 | 753 | -397 | 160 |
| 18 Mar | 25927.35 | 278.55 | -127.6 | 22.13 | 2,102 | 449 | 557 |
| 17 Mar | 25724.65 | 408.55 | -161.95 | 23.47 | 340 | -15 | 106 |
| 16 Mar | 25515.25 | 620.2 | -222.2 | 27.03 | 117 | -42 | 124 |
| 13 Mar | 25138.65 | 842.4 | 293.5 | 27.75 | 58 | -17 | 166 |
| 12 Mar | 25663.20 | 546.05 | 83.45 | 26.12 | 845 | 15 | 183 |
| 11 Mar | 25920.80 | 471 | 233.1 | 26.57 | 462 | -5 | 174 |
| 10 Mar | 26535.20 | 228.1 | -298.95 | 24.76 | 78 | 8 | 177 |
| 9 Mar | 26039.30 | 517 | 248.3 | 29.69 | 1,710 | 136 | 169 |
| 6 Mar | 26652.45 | 263.25 | 129.55 | 25.69 | 107 | -9 | 33 |
| 5 Mar | 27235.80 | 134.2 | -46 | 24.08 | 46 | 13 | 44 |
| 4 Mar | 27020.45 | 180.2 | 106.6 | 24.45 | 40 | 18 | 32 |
| 2 Mar | 27564.10 | 74 | 42.5 | 21.55 | 109 | -2 | 15 |
| 27 Feb | 27869.75 | 30.45 | -160.9 | 18.72 | 93 | 19 | 19 |
| 26 Feb | 28309.85 | 191.35 | 0 | 7.81 | 0 | 0 | 0 |
| 25 Feb | 28339.65 | 191.35 | 0 | 7.79 | 0 | 0 | 0 |
| 24 Feb | 28295.10 | 191.35 | 0 | 7.7 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25700 expiring on 30MAR2026
Delta for 25700 PE is -0.86
Historical price for 25700 PE is as follows
On 23 Mar FINNIFTY was trading at 23959.20. The strike last trading price was 1810.8, which was 820.85 higher than the previous day. The implied volatity was 44.82, the open interest changed by -14 which decreased total open position to 139
On 20 Mar FINNIFTY was trading at 24781.15. The strike last trading price was 997.6, which was 129.2 higher than the previous day. The implied volatity was 27.93, the open interest changed by -6 which decreased total open position to 154
On 19 Mar FINNIFTY was trading at 24951.80. The strike last trading price was 792.6, which was 509.95 higher than the previous day. The implied volatity was 25.58, the open interest changed by -397 which decreased total open position to 160
On 18 Mar FINNIFTY was trading at 25927.35. The strike last trading price was 278.55, which was -127.6 lower than the previous day. The implied volatity was 22.13, the open interest changed by 449 which increased total open position to 557
On 17 Mar FINNIFTY was trading at 25724.65. The strike last trading price was 408.55, which was -161.95 lower than the previous day. The implied volatity was 23.47, the open interest changed by -15 which decreased total open position to 106
On 16 Mar FINNIFTY was trading at 25515.25. The strike last trading price was 620.2, which was -222.2 lower than the previous day. The implied volatity was 27.03, the open interest changed by -42 which decreased total open position to 124
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 842.4, which was 293.5 higher than the previous day. The implied volatity was 27.75, the open interest changed by -17 which decreased total open position to 166
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 546.05, which was 83.45 higher than the previous day. The implied volatity was 26.12, the open interest changed by 15 which increased total open position to 183
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 471, which was 233.1 higher than the previous day. The implied volatity was 26.57, the open interest changed by -5 which decreased total open position to 174
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 228.1, which was -298.95 lower than the previous day. The implied volatity was 24.76, the open interest changed by 8 which increased total open position to 177
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 517, which was 248.3 higher than the previous day. The implied volatity was 29.69, the open interest changed by 136 which increased total open position to 169
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 263.25, which was 129.55 higher than the previous day. The implied volatity was 25.69, the open interest changed by -9 which decreased total open position to 33
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 134.2, which was -46 lower than the previous day. The implied volatity was 24.08, the open interest changed by 13 which increased total open position to 44
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 180.2, which was 106.6 higher than the previous day. The implied volatity was 24.45, the open interest changed by 18 which increased total open position to 32
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 74, which was 42.5 higher than the previous day. The implied volatity was 21.55, the open interest changed by -2 which decreased total open position to 15
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 30.45, which was -160.9 lower than the previous day. The implied volatity was 18.72, the open interest changed by 19 which increased total open position to 19
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 191.35, which was 0 lower than the previous day. The implied volatity was 7.81, 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 191.35, which was 0 lower than the previous day. The implied volatity was 7.79, 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 191.35, which was 0 lower than the previous day. The implied volatity was 7.7, the open interest changed by 0 which decreased total open position to 0
