Historical option data for FINNIFTY
25 May 2026 04:10 PM IST
| FINNIFTY 26-May-2026 (1d) 25950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.06
Theta: -66.77
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 26102.15 | 299.25 | 234.25 (360.38%) | 30.09 | 6,773 | 31 | 89 | |||||||||
| 22 May | 25531.50 | 79.6 | 42.6 (115.14%) | 19.09 | 452 | 43 | 56 | |||||||||
| 21 May | 25237.20 | 37.6 | -36.4 (-49.19%) | 19.43 | 53 | -6 | 11 | |||||||||
| 20 May | 25294.60 | 74.75 | -9.25 (-11.01%) | 21.09 | 35 | -19 | 17 | |||||||||
| 19 May | 25283.40 | 83.25 | -66.75 (-44.50%) | 20.66 | 108 | 10 | 37 | |||||||||
| 18 May | 25349.75 | 155.35 | -77.65 (-33.33%) | 23.39 | 35 | 19 | 29 | |||||||||
| 15 May | 25343.85 | 233.2 | -32.05 (-12.08%) | 20.95 | 7 | 0 | 10 | |||||||||
| 14 May | 25472.50 | 265.25 | 81.55 (44.39%) | 21.84 | 22 | -7 | 10 | |||||||||
| 13 May | 25116.65 | 183.7 | -6.1 (-3.21%) | 0 | 7 | -2 | 17 | |||||||||
| 12 May | 25137.15 | 189.8 | -171.25 (-47.43%) | 0 | 2 | 0 | 21 | |||||||||
| 11 May | 25655.45 | 361 | -487.85 (-57.47%) | 0 | 16 | 7 | 21 | |||||||||
| 8 May | 26011.50 | 848.85 | 0 (0.00%) | 19.66 | 0 | 0 | 14 | |||||||||
| 7 May | 26449.50 | 848.85 | 29.95 (3.66%) | 19.66 | 8 | -1 | 16 | |||||||||
| 6 May | 26392.75 | 854.6 | 449.6 (111.01%) | 22.24 | 69 | 6 | 17 | |||||||||
| 5 May | 25716.90 | 405 | -91.2 (-18.38%) | 20.9 | 2 | 0 | 11 | |||||||||
| 4 May | 25814.40 | 496.2 | 73.3 (17.33%) | 21 | 46 | 1 | 11 | |||||||||
| 30 Apr | 25657.35 | 422.9 | -174.35 (-29.19%) | 20.83 | 1 | 0 | 10 | |||||||||
| 29 Apr | 25913.95 | 600.8 | -70.55 (-10.51%) | 20.31 | 119 | 11 | 11 | |||||||||
For Nifty Financial Services - strike price 25950 expiring on 26MAY2026
Delta for 25950 CE is 0.66
Historical price for 25950 CE is as follows
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 299.25, which was 234.25 higher than the previous day. The implied volatity was 30.09, the open interest changed by 31 which increased total open position to 89
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 79.6, which was 42.6 higher than the previous day. The implied volatity was 19.09, the open interest changed by 43 which increased total open position to 56
On 21 May FINNIFTY was trading at 25237.20. The strike last trading price was 37.6, which was -36.4 lower than the previous day. The implied volatity was 19.43, the open interest changed by -6 which decreased total open position to 11
On 20 May FINNIFTY was trading at 25294.60. The strike last trading price was 74.75, which was -9.25 lower than the previous day. The implied volatity was 21.09, the open interest changed by -19 which decreased total open position to 17
On 19 May FINNIFTY was trading at 25283.40. The strike last trading price was 83.25, which was -66.75 lower than the previous day. The implied volatity was 20.66, the open interest changed by 10 which increased total open position to 37
On 18 May FINNIFTY was trading at 25349.75. The strike last trading price was 155.35, which was -77.65 lower than the previous day. The implied volatity was 23.39, the open interest changed by 19 which increased total open position to 29
On 15 May FINNIFTY was trading at 25343.85. The strike last trading price was 233.2, which was -32.05 lower than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 10
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 265.25, which was 81.55 higher than the previous day. The implied volatity was 21.84, the open interest changed by -7 which decreased total open position to 10
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 183.7, which was -6.1 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 17
On 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 189.8, which was -171.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 21
On 11 May FINNIFTY was trading at 25655.45. The strike last trading price was 361, which was -487.85 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 21
On 8 May FINNIFTY was trading at 26011.50. The strike last trading price was 848.85, which was 0 lower than the previous day. The implied volatity was 19.66, the open interest changed by 0 which decreased total open position to 14
On 7 May FINNIFTY was trading at 26449.50. The strike last trading price was 848.85, which was 29.95 higher than the previous day. The implied volatity was 19.66, the open interest changed by -1 which decreased total open position to 16
On 6 May FINNIFTY was trading at 26392.75. The strike last trading price was 854.6, which was 449.6 higher than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 17
On 5 May FINNIFTY was trading at 25716.90. The strike last trading price was 405, which was -91.2 lower than the previous day. The implied volatity was 20.9, the open interest changed by 0 which decreased total open position to 11
On 4 May FINNIFTY was trading at 25814.40. The strike last trading price was 496.2, which was 73.3 higher than the previous day. The implied volatity was 21, the open interest changed by 1 which increased total open position to 11
On 30 Apr FINNIFTY was trading at 25657.35. The strike last trading price was 422.9, which was -174.35 lower than the previous day. The implied volatity was 20.83, the open interest changed by 0 which decreased total open position to 10
On 29 Apr FINNIFTY was trading at 25913.95. The strike last trading price was 600.8, which was -70.55 lower than the previous day. The implied volatity was 20.31, the open interest changed by 11 which increased total open position to 11
| FINNIFTY 26-May-2026 (1d) 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.05
Theta: -27.07
Gamma: 0.00116
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 26102.15 | 35.2 | -366.8 (-91.24%) | 16.54 | 7,952 | 483 | 502 |
| 22 May | 25531.50 | 402 | -478.15 (-54.33%) | 10.84 | 3 | 0 | 19 |
| 21 May | 25237.20 | 880.15 | 880.15 (-3.07%) | 16.31 | 1 | 0 | 19 |
| 20 May | 25294.60 | 880.15 | -27.85 (-3.07%) | 16.31 | 1 | 0 | 19 |
| 19 May | 25283.40 | 908 | 908 (145.44%) | 30.82 | 0 | 0 | 19 |
| 18 May | 25349.75 | 908 | 538.05 (145.44%) | 30.82 | 2 | -1 | 19 |
| 15 May | 25343.85 | 369.95 | 0 (0.00%) | - | 0 | 0 | 20 |
| 14 May | 25472.50 | 369.95 | 0 (0.00%) | 0 | 0 | 0 | 20 |
| 13 May | 25116.65 | 369.95 | 0 (0.00%) | 0 | 0 | 0 | 20 |
| 12 May | 25137.15 | 369.95 | 0 (0.00%) | 0 | 0 | 0 | 20 |
| 11 May | 25655.45 | 369.95 | 0 (0.00%) | 0 | 0 | 0 | 20 |
| 8 May | 26011.50 | 369.95 | 134.95 (57.43%) | 19.71 | 27 | -2 | 22 |
| 7 May | 26449.50 | 235 | -17.15 (-6.80%) | 19.41 | 9 | 0 | 23 |
| 6 May | 26392.75 | 245.6 | -297.7 (-54.79%) | 18.44 | 82 | 19 | 23 |
| 5 May | 25716.90 | 547.3 | 547.3 (-3.75%) | 20.57 | 0 | 0 | 4 |
| 4 May | 25814.40 | 547.3 | -21.35 (-3.75%) | 20.57 | 19 | 4 | 4 |
| 30 Apr | 25657.35 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 25913.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25950 expiring on 26MAY2026
Delta for 25950 PE is -0.23
Historical price for 25950 PE is as follows
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 35.2, which was -366.8 lower than the previous day. The implied volatity was 16.54, the open interest changed by 483 which increased total open position to 502
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 402, which was -478.15 lower than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 19
On 21 May FINNIFTY was trading at 25237.20. The strike last trading price was 880.15, which was 880.15 higher than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 19
On 20 May FINNIFTY was trading at 25294.60. The strike last trading price was 880.15, which was -27.85 lower than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 19
On 19 May FINNIFTY was trading at 25283.40. The strike last trading price was 908, which was 908 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 19
On 18 May FINNIFTY was trading at 25349.75. The strike last trading price was 908, which was 538.05 higher than the previous day. The implied volatity was 30.82, the open interest changed by -1 which decreased total open position to 19
On 15 May FINNIFTY was trading at 25343.85. The strike last trading price was 369.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 369.95, 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 20
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 369.95, 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 20
On 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 369.95, 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 20
On 11 May FINNIFTY was trading at 25655.45. The strike last trading price was 369.95, 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 20
On 8 May FINNIFTY was trading at 26011.50. The strike last trading price was 369.95, which was 134.95 higher than the previous day. The implied volatity was 19.71, the open interest changed by -2 which decreased total open position to 22
On 7 May FINNIFTY was trading at 26449.50. The strike last trading price was 235, which was -17.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 0 which decreased total open position to 23
On 6 May FINNIFTY was trading at 26392.75. The strike last trading price was 245.6, which was -297.7 lower than the previous day. The implied volatity was 18.44, the open interest changed by 19 which increased total open position to 23
On 5 May FINNIFTY was trading at 25716.90. The strike last trading price was 547.3, which was 547.3 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 4
On 4 May FINNIFTY was trading at 25814.40. The strike last trading price was 547.3, which was -21.35 lower than the previous day. The implied volatity was 20.57, the open interest changed by 4 which increased total open position to 4
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
