FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
10 Apr 2026 04:10 PM IST
| FINNIFTY 28-Apr-2026 (17d) 25950 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.23
Theta: -15.95
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 10 Apr | 26213.90 | 659.6 | 169.05 | 23.1 | 4 | -1 | 1 | |||||||||
| 9 Apr | 25685.85 | 490.55 | 461.6 | 24.5 | 3 | 2 | 2 | |||||||||
| 8 Apr | 26053.05 | 28.95 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 7 Apr | 24685.55 | 28.95 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
| 6 Apr | 24603.10 | 28.95 | 0 | 4.55 | 0 | 0 | 0 | |||||||||
| 2 Apr | 24041.55 | 28.95 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
| 1 Apr | 23981.80 | 28.95 | 0 | 5.61 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 25950 expiring on 28APR2026
Delta for 25950 CE is 0.58
Historical price for 25950 CE is as follows
On 10 Apr FINNIFTY was trading at 26213.90. The strike last trading price was 659.6, which was 169.05 higher than the previous day. The implied volatity was 23.1, the open interest changed by -1 which decreased total open position to 1
On 9 Apr FINNIFTY was trading at 25685.85. The strike last trading price was 490.55, which was 461.6 higher than the previous day. The implied volatity was 24.5, the open interest changed by 2 which increased total open position to 2
On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 28-Apr-2026 (17d) 25950 PE | |||||||
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Delta: -0.57
Vega: 0.23
Theta: -10.3
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 26213.90 | 634.35 | 634.35 | 21.17 | 0 | 0 | 30 |
| 9 Apr | 25685.85 | 634.35 | 184.45000000000005 | 21.17 | 48 | -28 | 30 |
| 8 Apr | 26053.05 | 449.9 | -1862.35 | 23.83 | 214 | 58 | 58 |
| 7 Apr | 24685.55 | 2312.25 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 24603.10 | 2312.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24041.55 | 2312.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 23981.80 | 0 | 0 | 0 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25950 expiring on 28APR2026
Delta for 25950 PE is -0.57
Historical price for 25950 PE is as follows
On 10 Apr FINNIFTY was trading at 26213.90. The strike last trading price was 634.35, which was 634.35 higher than the previous day. The implied volatity was 21.17, the open interest changed by 0 which decreased total open position to 30
On 9 Apr FINNIFTY was trading at 25685.85. The strike last trading price was 634.35, which was 184.45000000000005 higher than the previous day. The implied volatity was 21.17, the open interest changed by -28 which decreased total open position to 30
On 8 Apr FINNIFTY was trading at 26053.05. The strike last trading price was 449.9, which was -1862.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by 58 which increased total open position to 58
On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 2312.25, 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 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 2312.25, 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 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 2312.25, 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 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 0, 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 0
