Historical option data for FINNIFTY
18 Jun 2026 09:32 AM IST
| FINNIFTY 30-Jun-2026 (12d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 0.14
Theta: -8.58
Gamma: 0.00045
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 26444.90 | 582.6 | 20.6 (3.67%) | 13.14 | 7 | 3 | 893 | |||||||||
| 17 Jun | 26404.95 | 550 | -58 (-9.54%) | 13.24 | 115 | -19 | 893 | |||||||||
| 16 Jun | 26442.30 | 610 | 42 (7.39%) | 14.42 | 127 | -18 | 910 | |||||||||
| 15 Jun | 26274.80 | 537.35 | 138.35 (34.67%) | 16.95 | 751 | -267 | 932 | |||||||||
| 12 Jun | 25943.35 | 430 | 302 (235.94%) | 18.18 | 2,519 | 242 | 1,188 | |||||||||
| 11 Jun | 25152.00 | 135 | -19 (-12.34%) | 17.21 | 319 | 13 | 947 | |||||||||
| 10 Jun | 25206.25 | 154.65 | -20.35 (-11.63%) | 17.42 | 926 | -103 | 932 | |||||||||
| 9 Jun | 25152.45 | 178 | 47 (35.88%) | 18.56 | 399 | 82 | 1,036 | |||||||||
| 8 Jun | 24805.00 | 128 | -68 (-34.69%) | 20.4 | 516 | -58 | 954 | |||||||||
| 5 Jun | 25056.80 | 192.85 | -8.15 (-4.05%) | 18.86 | 2,187 | 50 | 1,014 | |||||||||
| 4 Jun | 25031.25 | 205.95 | 11.95 (6.16%) | 19.24 | 787 | 52 | 966 | |||||||||
| 3 Jun | 24955.70 | 191.95 | 32.95 (20.72%) | 19.11 | 1,288 | 79 | 914 | |||||||||
| 2 Jun | 24861.25 | 155 | -58 (-27.23%) | 17.85 | 1,232 | 470 | 835 | |||||||||
| 1 Jun | 25008.45 | 203.9 | -169.1 (-45.34%) | 18.45 | 284 | -11 | 363 | |||||||||
| 29 May | 25354.00 | 382.6 | -118.4 (-23.63%) | 18.45 | 407 | -5 | 373 | |||||||||
| 27 May | 25752.20 | 491 | -128 (-20.68%) | 17.01 | 1,024 | 305 | 381 | |||||||||
| 26 May | 25932.25 | 606 | -141 (-18.88%) | 17.23 | 234 | 55 | 76 | |||||||||
| 25 May | 26102.15 | 819.95 | 525.95 (178.89%) | 20.54 | 50 | 19 | 20 | |||||||||
| 22 May | 25531.50 | 294.1 | 0.1 (0.03%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 25237.20 | 294.1 | 0.1 (0.03%) | 15.1 | 1 | 0 | 1 | |||||||||
| 20 May | 25294.60 | 294.1 | 0.1 (0.03%) | 15.1 | 1 | 1 | 1 | |||||||||
| 14 May | 25472.50 | 0 | -294 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 25116.65 | 0 | -294 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 25137.15 | 0 | -294 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 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 26000 expiring on 30JUN2026
Delta for 26000 CE is 0.79
Historical price for 26000 CE is as follows
On 18 Jun FINNIFTY was trading at 26444.90. The strike last trading price was 582.6, which was 20.6 higher than the previous day. The implied volatity was 13.14, the open interest changed by 3 which increased total open position to 893
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 550, which was -58 lower than the previous day. The implied volatity was 13.24, the open interest changed by -19 which decreased total open position to 893
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 610, which was 42 higher than the previous day. The implied volatity was 14.42, the open interest changed by -18 which decreased total open position to 910
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 537.35, which was 138.35 higher than the previous day. The implied volatity was 16.95, the open interest changed by -267 which decreased total open position to 932
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 430, which was 302 higher than the previous day. The implied volatity was 18.18, the open interest changed by 242 which increased total open position to 1188
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 135, which was -19 lower than the previous day. The implied volatity was 17.21, the open interest changed by 13 which increased total open position to 947
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 154.65, which was -20.35 lower than the previous day. The implied volatity was 17.42, the open interest changed by -103 which decreased total open position to 932
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 178, which was 47 higher than the previous day. The implied volatity was 18.56, the open interest changed by 82 which increased total open position to 1036
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 128, which was -68 lower than the previous day. The implied volatity was 20.4, the open interest changed by -58 which decreased total open position to 954
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 192.85, which was -8.15 lower than the previous day. The implied volatity was 18.86, the open interest changed by 50 which increased total open position to 1014
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 205.95, which was 11.95 higher than the previous day. The implied volatity was 19.24, the open interest changed by 52 which increased total open position to 966
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 191.95, which was 32.95 higher than the previous day. The implied volatity was 19.11, the open interest changed by 79 which increased total open position to 914
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 155, which was -58 lower than the previous day. The implied volatity was 17.85, the open interest changed by 470 which increased total open position to 835
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 203.9, which was -169.1 lower than the previous day. The implied volatity was 18.45, the open interest changed by -11 which decreased total open position to 363
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 382.6, which was -118.4 lower than the previous day. The implied volatity was 18.45, the open interest changed by -5 which decreased total open position to 373
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 491, which was -128 lower than the previous day. The implied volatity was 17.01, the open interest changed by 305 which increased total open position to 381
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 606, which was -141 lower than the previous day. The implied volatity was 17.23, the open interest changed by 55 which increased total open position to 76
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 819.95, which was 525.95 higher than the previous day. The implied volatity was 20.54, the open interest changed by 19 which increased total open position to 20
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 294.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May FINNIFTY was trading at 25237.20. The strike last trading price was 294.1, which was 0.1 higher than the previous day. The implied volatity was 15.1, the open interest changed by 0 which decreased total open position to 1
On 20 May FINNIFTY was trading at 25294.60. The strike last trading price was 294.1, which was 0.1 higher than the previous day. The implied volatity was 15.1, the open interest changed by 1 which increased total open position to 1
On 14 May FINNIFTY was trading at 25472.50. The strike last trading price was 0, which was -294 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May FINNIFTY was trading at 25116.65. The strike last trading price was 0, which was -294 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 0, which was -294 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.16
Theta: -7.92
Gamma: 0.0004
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 26444.90 | 132.1 | -26.8 (-16.87%) | 16.51 | 65 | 15 | 719 |
| 17 Jun | 26404.95 | 160.6 | -12.45 (-7.19%) | 16.99 | 1,613 | 84 | 704 |
| 16 Jun | 26442.30 | 166.5 | -82.25 (-33.07%) | 17.48 | 633 | 80 | 622 |
| 15 Jun | 26274.80 | 261.35 | -172.95 (-39.82%) | 18.7 | 1,567 | 203 | 559 |
| 12 Jun | 25943.35 | 420 | -533.95 (-55.97%) | 18.38 | 356 | 126 | 356 |
| 11 Jun | 25152.00 | 937.15 | 119.15 (14.57%) | 19.67 | 21 | -2 | 230 |
| 10 Jun | 25206.25 | 818 | -118.35 (-12.64%) | 20.33 | 34 | -13 | 232 |
| 9 Jun | 25152.45 | 936.35 | -199.1 (-17.53%) | 20.08 | 21 | -11 | 245 |
| 8 Jun | 24805.00 | 1135.45 | 103.4 (10.02%) | 19.2 | 8 | -1 | 256 |
| 5 Jun | 25056.80 | 1032.05 | -1.55 (-0.15%) | 18.02 | 33 | -13 | 259 |
| 4 Jun | 25031.25 | 1033.6 | -23.9 (-2.26%) | 17.92 | 17 | -6 | 273 |
| 3 Jun | 24955.70 | 1085.9 | -16.6 (-1.51%) | 17.14 | 32 | -5 | 280 |
| 2 Jun | 24861.25 | 1080.9 | 8.65 (0.81%) | 13.27 | 66 | 3 | 284 |
| 1 Jun | 25008.45 | 1072.25 | 295.35 (38.02%) | 17.96 | 14 | -3 | 282 |
| 29 May | 25354.00 | 781.05 | 185.8 (31.21%) | 16.53 | 199 | -28 | 285 |
| 27 May | 25752.20 | 571.35 | -7.8 (-1.35%) | 16.58 | 763 | 251 | 319 |
| 26 May | 25932.25 | 597 | 152 (34.16%) | 20.09 | 165 | 61 | 69 |
| 25 May | 26102.15 | 445 | -1861.55 (-80.71%) | 17.51 | 10 | 7 | 7 |
| 22 May | 25531.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 25237.20 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 25294.60 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 25472.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 25116.65 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 25137.15 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 0.96 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 1.23 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26000 expiring on 30JUN2026
Delta for 26000 PE is -0.26
Historical price for 26000 PE is as follows
On 18 Jun FINNIFTY was trading at 26444.90. The strike last trading price was 132.1, which was -26.8 lower than the previous day. The implied volatity was 16.51, the open interest changed by 15 which increased total open position to 719
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 160.6, which was -12.45 lower than the previous day. The implied volatity was 16.99, the open interest changed by 84 which increased total open position to 704
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 166.5, which was -82.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by 80 which increased total open position to 622
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 261.35, which was -172.95 lower than the previous day. The implied volatity was 18.7, the open interest changed by 203 which increased total open position to 559
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 420, which was -533.95 lower than the previous day. The implied volatity was 18.38, the open interest changed by 126 which increased total open position to 356
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 937.15, which was 119.15 higher than the previous day. The implied volatity was 19.67, the open interest changed by -2 which decreased total open position to 230
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 818, which was -118.35 lower than the previous day. The implied volatity was 20.33, the open interest changed by -13 which decreased total open position to 232
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 936.35, which was -199.1 lower than the previous day. The implied volatity was 20.08, the open interest changed by -11 which decreased total open position to 245
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 1135.45, which was 103.4 higher than the previous day. The implied volatity was 19.2, the open interest changed by -1 which decreased total open position to 256
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 1032.05, which was -1.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by -13 which decreased total open position to 259
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 1033.6, which was -23.9 lower than the previous day. The implied volatity was 17.92, the open interest changed by -6 which decreased total open position to 273
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 1085.9, which was -16.6 lower than the previous day. The implied volatity was 17.14, the open interest changed by -5 which decreased total open position to 280
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 1080.9, which was 8.65 higher than the previous day. The implied volatity was 13.27, the open interest changed by 3 which increased total open position to 284
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 1072.25, which was 295.35 higher than the previous day. The implied volatity was 17.96, the open interest changed by -3 which decreased total open position to 282
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 781.05, which was 185.8 higher than the previous day. The implied volatity was 16.53, the open interest changed by -28 which decreased total open position to 285
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 571.35, which was -7.8 lower than the previous day. The implied volatity was 16.58, the open interest changed by 251 which increased total open position to 319
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 597, which was 152 higher than the previous day. The implied volatity was 20.09, the open interest changed by 61 which increased total open position to 69
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 445, which was -1861.55 lower than the previous day. The implied volatity was 17.51, the open interest changed by 7 which increased total open position to 7
On 22 May FINNIFTY was trading at 25531.50. 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 21 May FINNIFTY was trading at 25237.20. 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 20 May FINNIFTY was trading at 25294.60. 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 14 May FINNIFTY was trading at 25472.50. 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 13 May FINNIFTY was trading at 25116.65. 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 12 May FINNIFTY was trading at 25137.15. 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 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 0.96, 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 1.23, the open interest changed by 0 which decreased total open position to 0
