Historical option data for FINNIFTY
26 May 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (34d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.32
Theta: -9.37
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.54
Historical price for 26000 CE is as follows
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 (34d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.32
Theta: -6.78
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.46
Historical price for 26000 PE is as follows
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
