Historical option data for FINNIFTY
10 Jun 2026 04:10 PM IST
| FINNIFTY 30-Jun-2026 (19d) 26050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.18
Theta: -8.89
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 25206.25 | 137.6 | -3.4 (-2.41%) | 17.22 | 2 | 0 | 6 | |||||||||
| 9 Jun | 25152.45 | 141.3 | 7.3 (5.45%) | 18.66 | 15 | -4 | 6 | |||||||||
| 8 Jun | 24805.00 | 134.2 | -62.8 (-31.88%) | 20.33 | 6 | 3 | 8 | |||||||||
| 5 Jun | 25056.80 | 196.9 | -0.1 (-0.05%) | 19.2 | 6 | 0 | 5 | |||||||||
| 4 Jun | 25031.25 | 196.9 | 52.9 (36.74%) | 19.2 | 6 | -5 | 5 | |||||||||
| 3 Jun | 24955.70 | 144.3 | -9.7 (-6.30%) | 19.06 | 22 | -2 | 11 | |||||||||
| 2 Jun | 24861.25 | 154.65 | -367.35 (-70.37%) | 18.31 | 21 | 6 | 11 | |||||||||
| 1 Jun | 25008.45 | 521.65 | -0.35 (-0.07%) | - | 10 | 0 | 5 | |||||||||
| 29 May | 25354.00 | 521.65 | -0.35 (-0.07%) | - | 10 | 0 | 5 | |||||||||
| 27 May | 25752.20 | 521.65 | -189.35 (-26.63%) | 18.66 | 10 | 5 | 5 | |||||||||
For Nifty Financial Services - strike price 26050 expiring on 30JUN2026
Delta for 26050 CE is 0.23
Historical price for 26050 CE is as follows
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 137.6, which was -3.4 lower than the previous day. The implied volatity was 17.22, the open interest changed by 0 which decreased total open position to 6
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 141.3, which was 7.3 higher than the previous day. The implied volatity was 18.66, the open interest changed by -4 which decreased total open position to 6
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 134.2, which was -62.8 lower than the previous day. The implied volatity was 20.33, the open interest changed by 3 which increased total open position to 8
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 196.9, which was -0.1 lower than the previous day. The implied volatity was 19.2, the open interest changed by 0 which decreased total open position to 5
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 196.9, which was 52.9 higher than the previous day. The implied volatity was 19.2, the open interest changed by -5 which decreased total open position to 5
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 144.3, which was -9.7 lower than the previous day. The implied volatity was 19.06, the open interest changed by -2 which decreased total open position to 11
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 154.65, which was -367.35 lower than the previous day. The implied volatity was 18.31, the open interest changed by 6 which increased total open position to 11
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 521.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 521.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 521.65, which was -189.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by 5 which increased total open position to 5
| FINNIFTY 30-Jun-2026 (19d) 26050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.19
Theta: -6.37
Gamma: 0.00026
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 25206.25 | 1027.4 | 1027.4 (25.25%) | 19.94 | 2 | 0 | 3 |
| 9 Jun | 25152.45 | 1027.4 | 207.15 (25.25%) | 19.94 | 2 | 0 | 3 |
| 8 Jun | 24805.00 | 820.25 | 820.25 | - | 5 | 0 | 3 |
| 5 Jun | 25056.80 | 820.25 | 820.25 | - | 5 | 0 | 3 |
| 4 Jun | 25031.25 | 820.25 | 820.25 | - | 5 | 0 | 3 |
| 3 Jun | 24955.70 | 820.25 | 820.25 | - | 5 | 0 | 3 |
| 2 Jun | 24861.25 | 820.25 | 820.25 | - | 5 | 0 | 3 |
| 1 Jun | 25008.45 | 820.25 | 820.25 (40.01%) | 16.22 | 5 | 0 | 3 |
| 29 May | 25354.00 | 820.25 | 234.4 (40.01%) | 16.22 | 5 | -1 | 3 |
| 27 May | 25752.20 | 585.85 | -94 (-13.83%) | 16.18 | 8 | 3 | 3 |
For Nifty Financial Services - strike price 26050 expiring on 30JUN2026
Delta for 26050 PE is -0.75
Historical price for 26050 PE is as follows
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 1027.4, which was 1027.4 higher than the previous day. The implied volatity was 19.94, the open interest changed by 0 which decreased total open position to 3
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 1027.4, which was 207.15 higher than the previous day. The implied volatity was 19.94, the open interest changed by 0 which decreased total open position to 3
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 820.25, which was 820.25 higher than the previous day. The implied volatity was 16.22, the open interest changed by 0 which decreased total open position to 3
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 820.25, which was 234.4 higher than the previous day. The implied volatity was 16.22, the open interest changed by -1 which decreased total open position to 3
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 585.85, which was -94 lower than the previous day. The implied volatity was 16.18, the open interest changed by 3 which increased total open position to 3
