Historical option data for FINNIFTY
29 May 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (31d) 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0.29
Theta: -10.54
Gamma: 0.00025
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 25354.00 | 418.95 | -131.05 (-23.83%) | 20.11 | 144 | -5 | 151 | |||||||||
| 27 May | 25752.20 | 550.5 | 236.5 (75.32%) | 17.32 | 470 | 157 | 157 | |||||||||
| 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 25900 expiring on 30JUN2026
Delta for 25900 CE is 0.4
Historical price for 25900 CE is as follows
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 418.95, which was -131.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by -5 which decreased total open position to 151
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 550.5, which was 236.5 higher than the previous day. The implied volatity was 17.32, the open interest changed by 157 which increased total open position to 157
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 (31d) 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0.29
Theta: -5.04
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 25354.00 | 688.1 | 133.2 (24.00%) | 16.42 | 110 | -14 | 130 |
| 27 May | 25752.20 | 549.1 | -1678.85 (-75.35%) | 17.56 | 429 | 147 | 147 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 1.1 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 1.42 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25900 expiring on 30JUN2026
Delta for 25900 PE is -0.6
Historical price for 25900 PE is as follows
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 688.1, which was 133.2 higher than the previous day. The implied volatity was 16.42, the open interest changed by -14 which decreased total open position to 130
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 549.1, which was -1678.85 lower than the previous day. The implied volatity was 17.56, the open interest changed by 147 which increased total open position to 147
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 1.1, 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 1.42, the open interest changed by 0 which decreased total open position to 0
