FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 May 2026 11:50 PM IST
| FINNIFTY 26-May-2026 (11d) 25750 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.18
Theta: -17.82
Gamma: 0.00038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 25472.50 | 318.95 | 45.44999999999999 (16.62%) | 21.86 | 52 | -10 | 15 | |||||||||
| 13 May | 25116.65 | 273.5 | -49.64999999999998 (-15.36%) | 0 | 2 | -1 | 25 | |||||||||
| 12 May | 25137.15 | 323.15 | -123.5 (-27.65%) | 0 | 2 | 1 | 26 | |||||||||
| 11 May | 25655.45 | 443.15 | -335.70000000000005 (-43.10%) | 21.94 | 149 | 26 | 26 | |||||||||
| 8 May | 26011.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 26449.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 May | 26392.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 25716.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 25814.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 25657.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 25913.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25750 expiring on 26MAY2026
Delta for 25750 CE is 0.43
Historical price for 25750 CE is as follows
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 318.95, which was 45.44999999999999 higher than the previous day. The implied volatity was 21.86, the open interest changed by -10 which decreased total open position to 15
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 273.5, which was -49.64999999999998 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 25
On 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 323.15, which was -123.5 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 26
On 11 May FINNIFTY was trading at 25655.45. The strike last trading price was 443.15, which was -335.70000000000005 lower than the previous day. The implied volatity was 21.94, the open interest changed by 26 which increased total open position to 26
On 8 May FINNIFTY was trading at 26011.50. 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 7 May FINNIFTY was trading at 26449.50. 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 6 May FINNIFTY was trading at 26392.75. 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 5 May FINNIFTY was trading at 25716.90. 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 4 May FINNIFTY was trading at 25814.40. 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 30 Apr FINNIFTY was trading at 25657.35. 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 29 Apr FINNIFTY was trading at 25913.95. 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 26-May-2026 (11d) 25750 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 25472.50 | 794.6 | 0 (0.00%) | 0 | 0 | 0 | 17 |
| 13 May | 25116.65 | 794.6 | 322.5 (68.31%) | 0 | 1 | 0 | 18 |
| 12 May | 25137.15 | 480 | 7.899999999999977 (1.67%) | 0 | 0 | 0 | 18 |
| 11 May | 25655.45 | 480 | 216.25 (81.99%) | 0 | 2 | 0 | 18 |
| 8 May | 26011.50 | 263.75 | 82.9 (45.84%) | 20.31 | 20 | -8 | 18 |
| 7 May | 26449.50 | 183.45 | 2.5999999999999943 (1.44%) | 19.25 | 0 | 0 | 26 |
| 6 May | 26392.75 | 183.45 | -300.25 (-62.07%) | 19.25 | 21 | 8 | 26 |
| 5 May | 25716.90 | 471.1 | 75.45000000000005 (19.07%) | 20.28 | 17 | 1 | 18 |
| 4 May | 25814.40 | 395.65 | -159.25 (-28.70%) | 20.36 | 6 | 0 | 18 |
| 30 Apr | 25657.35 | 527.55 | 54.849999999999966 (11.60%) | 20.34 | 45 | 0 | 18 |
| 29 Apr | 25913.95 | 470.65 | -6.400000000000034 (-1.34%) | 20.92 | 18 | 17 | 17 |
For Nifty Financial Services - strike price 25750 expiring on 26MAY2026
Delta for 25750 PE is 0
Historical price for 25750 PE is as follows
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 794.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 17
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 794.6, which was 322.5 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 18
On 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 480, which was 7.899999999999977 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 18
On 11 May FINNIFTY was trading at 25655.45. The strike last trading price was 480, which was 216.25 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 18
On 8 May FINNIFTY was trading at 26011.50. The strike last trading price was 263.75, which was 82.9 higher than the previous day. The implied volatity was 20.31, the open interest changed by -8 which decreased total open position to 18
On 7 May FINNIFTY was trading at 26449.50. The strike last trading price was 183.45, which was 2.5999999999999943 higher than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 26
On 6 May FINNIFTY was trading at 26392.75. The strike last trading price was 183.45, which was -300.25 lower than the previous day. The implied volatity was 19.25, the open interest changed by 8 which increased total open position to 26
On 5 May FINNIFTY was trading at 25716.90. The strike last trading price was 471.1, which was 75.45000000000005 higher than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 18
On 4 May FINNIFTY was trading at 25814.40. The strike last trading price was 395.65, which was -159.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by 0 which decreased total open position to 18
On 30 Apr FINNIFTY was trading at 25657.35. The strike last trading price was 527.55, which was 54.849999999999966 higher than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 18
On 29 Apr FINNIFTY was trading at 25913.95. The strike last trading price was 470.65, which was -6.400000000000034 lower than the previous day. The implied volatity was 20.92, the open interest changed by 17 which increased total open position to 17
