Historical option data for FINNIFTY
18 Jun 2026 01:38 PM IST
| FINNIFTY 30-Jun-2026 (12d) 25800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.05
Theta: -2.18
Gamma: 0.00022
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 26526.95 | 740 | 35 (4.96%) | 9.13 | 1 | -1 | 135 | |||||||||
| 17 Jun | 26404.95 | 700 | -54 (-7.16%) | 12.76 | 3 | -2 | 136 | |||||||||
| 16 Jun | 26442.30 | 752.15 | 58.15 (8.38%) | 13.21 | 6 | -1 | 140 | |||||||||
| 15 Jun | 26274.80 | 694.05 | 192.05 (38.26%) | 18.1 | 24 | -13 | 141 | |||||||||
| 12 Jun | 25943.35 | 522.15 | 343.15 (191.70%) | 17.62 | 824 | 42 | 160 | |||||||||
| 11 Jun | 25152.00 | 186.55 | -22.45 (-10.74%) | 17.37 | 39 | -10 | 118 | |||||||||
| 10 Jun | 25206.25 | 202.05 | -33.95 (-14.39%) | 17.06 | 135 | -6 | 129 | |||||||||
| 9 Jun | 25152.45 | 235.6 | 56.6 (31.62%) | 18.63 | 40 | 2 | 137 | |||||||||
| 8 Jun | 24805.00 | 180 | -66 (-26.83%) | 20.39 | 39 | -1 | 134 | |||||||||
| 5 Jun | 25056.80 | 249 | -7 (-2.73%) | 18.83 | 296 | -38 | 136 | |||||||||
| 4 Jun | 25031.25 | 263 | 11 (4.37%) | 19.11 | 254 | 23 | 171 | |||||||||
| 3 Jun | 24955.70 | 251.45 | 42.45 (20.31%) | 19.45 | 71 | -1 | 148 | |||||||||
| 2 Jun | 24861.25 | 212.05 | -61.95 (-22.61%) | 18.23 | 80 | -22 | 149 | |||||||||
| 1 Jun | 25008.45 | 267 | -192 (-41.83%) | 18.96 | 70 | 30 | 172 | |||||||||
| 29 May | 25354.00 | 465 | -137 (-22.76%) | 19.27 | 312 | 9 | 144 | |||||||||
| 27 May | 25752.20 | 588.6 | 254.6 (76.23%) | 16.96 | 266 | 145 | 145 | |||||||||
| 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 25800 expiring on 30JUN2026
Delta for 25800 CE is 0.95
Historical price for 25800 CE is as follows
On 18 Jun FINNIFTY was trading at 26526.95. The strike last trading price was 740, which was 35 higher than the previous day. The implied volatity was 9.13, the open interest changed by -1 which decreased total open position to 135
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 700, which was -54 lower than the previous day. The implied volatity was 12.76, the open interest changed by -2 which decreased total open position to 136
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 752.15, which was 58.15 higher than the previous day. The implied volatity was 13.21, the open interest changed by -1 which decreased total open position to 140
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 694.05, which was 192.05 higher than the previous day. The implied volatity was 18.1, the open interest changed by -13 which decreased total open position to 141
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 522.15, which was 343.15 higher than the previous day. The implied volatity was 17.62, the open interest changed by 42 which increased total open position to 160
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 186.55, which was -22.45 lower than the previous day. The implied volatity was 17.37, the open interest changed by -10 which decreased total open position to 118
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 202.05, which was -33.95 lower than the previous day. The implied volatity was 17.06, the open interest changed by -6 which decreased total open position to 129
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 235.6, which was 56.6 higher than the previous day. The implied volatity was 18.63, the open interest changed by 2 which increased total open position to 137
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 180, which was -66 lower than the previous day. The implied volatity was 20.39, the open interest changed by -1 which decreased total open position to 134
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 249, which was -7 lower than the previous day. The implied volatity was 18.83, the open interest changed by -38 which decreased total open position to 136
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 263, which was 11 higher than the previous day. The implied volatity was 19.11, the open interest changed by 23 which increased total open position to 171
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 251.45, which was 42.45 higher than the previous day. The implied volatity was 19.45, the open interest changed by -1 which decreased total open position to 148
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 212.05, which was -61.95 lower than the previous day. The implied volatity was 18.23, the open interest changed by -22 which decreased total open position to 149
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 267, which was -192 lower than the previous day. The implied volatity was 18.96, the open interest changed by 30 which increased total open position to 172
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 465, which was -137 lower than the previous day. The implied volatity was 19.27, the open interest changed by 9 which increased total open position to 144
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 588.6, which was 254.6 higher than the previous day. The implied volatity was 16.96, the open interest changed by 145 which increased total open position to 145
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 (12d) 25800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.12
Theta: -4.82
Gamma: 0.00031
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 26526.95 | 67.5 | -40.25 (-37.35%) | 16.06 | 183 | 51 | 284 |
| 17 Jun | 26404.95 | 106 | -16 (-13.11%) | 16.92 | 267 | 44 | 233 |
| 16 Jun | 26442.30 | 116 | -66.95 (-36.59%) | 17.61 | 107 | 32 | 188 |
| 15 Jun | 26274.80 | 185 | -153.85 (-45.40%) | 18.31 | 165 | 20 | 152 |
| 12 Jun | 25943.35 | 331.6 | -467.95 (-58.53%) | 18.63 | 244 | 53 | 131 |
| 11 Jun | 25152.00 | 799.55 | 799.55 | - | 11 | 0 | 78 |
| 10 Jun | 25206.25 | 799.55 | 799.55 (-21.71%) | 19.44 | 11 | 0 | 78 |
| 9 Jun | 25152.45 | 799.55 | -221.7 (-21.71%) | 19.44 | 11 | -1 | 78 |
| 8 Jun | 24805.00 | 1021.25 | 207.3 (25.47%) | 19.42 | 10 | -2 | 78 |
| 5 Jun | 25056.80 | 813.95 | -64.2 (-7.31%) | 18.31 | 20 | -6 | 80 |
| 4 Jun | 25031.25 | 878.15 | -113.35 (-11.43%) | 18.2 | 8 | -4 | 86 |
| 3 Jun | 24955.70 | 991.5 | 332.05 (50.35%) | 16.91 | 9 | -1 | 91 |
| 2 Jun | 24861.25 | 659.45 | 659.45 | - | 261 | 0 | 92 |
| 1 Jun | 25008.45 | 659.45 | 659.45 (35.64%) | 15.61 | 261 | 0 | 92 |
| 29 May | 25354.00 | 681.65 | 179.1 (35.64%) | 15.61 | 261 | -11 | 94 |
| 27 May | 25752.20 | 487.7 | -1662.75 (-77.32%) | 17.14 | 350 | 105 | 105 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 1.29 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 1.61 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25800 expiring on 30JUN2026
Delta for 25800 PE is -0.16
Historical price for 25800 PE is as follows
On 18 Jun FINNIFTY was trading at 26526.95. The strike last trading price was 67.5, which was -40.25 lower than the previous day. The implied volatity was 16.06, the open interest changed by 51 which increased total open position to 284
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 106, which was -16 lower than the previous day. The implied volatity was 16.92, the open interest changed by 44 which increased total open position to 233
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 116, which was -66.95 lower than the previous day. The implied volatity was 17.61, the open interest changed by 32 which increased total open position to 188
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 185, which was -153.85 lower than the previous day. The implied volatity was 18.31, the open interest changed by 20 which increased total open position to 152
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 331.6, which was -467.95 lower than the previous day. The implied volatity was 18.63, the open interest changed by 53 which increased total open position to 131
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 799.55, which was 799.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 799.55, which was 799.55 higher than the previous day. The implied volatity was 19.44, the open interest changed by 0 which decreased total open position to 78
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 799.55, which was -221.7 lower than the previous day. The implied volatity was 19.44, the open interest changed by -1 which decreased total open position to 78
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 1021.25, which was 207.3 higher than the previous day. The implied volatity was 19.42, the open interest changed by -2 which decreased total open position to 78
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 813.95, which was -64.2 lower than the previous day. The implied volatity was 18.31, the open interest changed by -6 which decreased total open position to 80
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 878.15, which was -113.35 lower than the previous day. The implied volatity was 18.2, the open interest changed by -4 which decreased total open position to 86
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 991.5, which was 332.05 higher than the previous day. The implied volatity was 16.91, the open interest changed by -1 which decreased total open position to 91
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 659.45, which was 659.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 659.45, which was 659.45 higher than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 92
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 681.65, which was 179.1 higher than the previous day. The implied volatity was 15.61, the open interest changed by -11 which decreased total open position to 94
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 487.7, which was -1662.75 lower than the previous day. The implied volatity was 17.14, the open interest changed by 105 which increased total open position to 105
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 1.29, 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 1.61, the open interest changed by 0 which decreased total open position to 0
