FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 May 2025 11:06 AM IST
| FINNIFTY 29MAY2025 26300 CE | ||||||||||
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Delta: 0.61
Vega: 22.01
Theta: -14.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 26404.00 | 472.7 | 300.2 | 15.31 | 1,739 | 66 | 774 | |||
| 9 May | 25502.10 | 178.2 | -132.4 | 17.12 | 663 | -32 | 708 | |||
| 8 May | 25980.65 | 303 | -82.5 | 17.21 | 1,396 | 43 | 745 | |||
| 7 May | 26165.65 | 393.35 | 79.5 | 14.66 | 1,116 | -29 | 709 | |||
| 6 May | 25969.00 | 299.05 | -138.5 | 15.09 | 805 | -44 | 744 | |||
| 5 May | 26164.90 | 452 | -2.45 | 16.33 | 1,724 | 61 | 795 | |||
| 2 May | 26151.75 | 443.05 | -30.85 | 15.44 | 2,628 | 258 | 738 | |||
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| 30 Apr | 26113.55 | 445.05 | -49.35 | 15.79 | 824 | 5 | 480 | |||
| 29 Apr | 26193.85 | 469.75 | -94.55 | 14.51 | 1,486 | 120 | 473 | |||
| 28 Apr | 26291.65 | 537 | 95.6 | 14.16 | 2,808 | 199 | 347 | |||
| 25 Apr | 26036.10 | 403.05 | -256.05 | 13.97 | 731 | 142 | 151 | |||
| 24 Apr | 26305.65 | 759.75 | 372.75 | 19.71 | 10 | 6 | 7 | |||
| 23 Apr | 26446.20 | 387 | 0 | 0.00 | 0 | 0 | 0 | |||
| 22 Apr | 26624.80 | 387 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Apr | 26435.10 | 387 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Apr | 26071.60 | 387 | 0 | 0.00 | 0 | 1 | 0 | |||
| 16 Apr | 25492.10 | 387 | 230.45 | 17.23 | 1 | 0 | 0 | |||
| 11 Apr | 24555.55 | 156.55 | 0 | 3.51 | 0 | 0 | 0 | |||
| 9 Apr | 24132.65 | 156.55 | 0 | 4.43 | 0 | 0 | 0 | |||
| 8 Apr | 24301.50 | 156.55 | 0 | 4.41 | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 26300 expiring on 29MAY2025
Delta for 26300 CE is 0.61
Historical price for 26300 CE is as follows
On 12 May FINNIFTY was trading at 26404.00. The strike last trading price was 472.7, which was 300.2 higher than the previous day. The implied volatity was 15.31, the open interest changed by 66 which increased total open position to 774
On 9 May FINNIFTY was trading at 25502.10. The strike last trading price was 178.2, which was -132.4 lower than the previous day. The implied volatity was 17.12, the open interest changed by -32 which decreased total open position to 708
On 8 May FINNIFTY was trading at 25980.65. The strike last trading price was 303, which was -82.5 lower than the previous day. The implied volatity was 17.21, the open interest changed by 43 which increased total open position to 745
On 7 May FINNIFTY was trading at 26165.65. The strike last trading price was 393.35, which was 79.5 higher than the previous day. The implied volatity was 14.66, the open interest changed by -29 which decreased total open position to 709
On 6 May FINNIFTY was trading at 25969.00. The strike last trading price was 299.05, which was -138.5 lower than the previous day. The implied volatity was 15.09, the open interest changed by -44 which decreased total open position to 744
On 5 May FINNIFTY was trading at 26164.90. The strike last trading price was 452, which was -2.45 lower than the previous day. The implied volatity was 16.33, the open interest changed by 61 which increased total open position to 795
On 2 May FINNIFTY was trading at 26151.75. The strike last trading price was 443.05, which was -30.85 lower than the previous day. The implied volatity was 15.44, the open interest changed by 258 which increased total open position to 738
On 30 Apr FINNIFTY was trading at 26113.55. The strike last trading price was 445.05, which was -49.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 5 which increased total open position to 480
On 29 Apr FINNIFTY was trading at 26193.85. The strike last trading price was 469.75, which was -94.55 lower than the previous day. The implied volatity was 14.51, the open interest changed by 120 which increased total open position to 473
On 28 Apr FINNIFTY was trading at 26291.65. The strike last trading price was 537, which was 95.6 higher than the previous day. The implied volatity was 14.16, the open interest changed by 199 which increased total open position to 347
On 25 Apr FINNIFTY was trading at 26036.10. The strike last trading price was 403.05, which was -256.05 lower than the previous day. The implied volatity was 13.97, the open interest changed by 142 which increased total open position to 151
On 24 Apr FINNIFTY was trading at 26305.65. The strike last trading price was 759.75, which was 372.75 higher than the previous day. The implied volatity was 19.71, the open interest changed by 6 which increased total open position to 7
On 23 Apr FINNIFTY was trading at 26446.20. The strike last trading price was 387, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Apr FINNIFTY was trading at 26624.80. The strike last trading price was 387, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Apr FINNIFTY was trading at 26435.10. The strike last trading price was 387, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Apr FINNIFTY was trading at 26071.60. The strike last trading price was 387, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Apr FINNIFTY was trading at 25492.10. The strike last trading price was 387, which was 230.45 higher than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 0
On 11 Apr FINNIFTY was trading at 24555.55. The strike last trading price was 156.55, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr FINNIFTY was trading at 24132.65. The strike last trading price was 156.55, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 8 Apr FINNIFTY was trading at 24301.50. The strike last trading price was 156.55, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 29MAY2025 26300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 22.20
Theta: -8.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 26404.00 | 304.2 | -594.4 | 17.88 | 1,140 | 292 | 742 |
| 9 May | 25502.10 | 884.2 | 225.15 | 21.56 | 254 | -92 | 450 |
| 8 May | 25980.65 | 759.95 | 268.95 | 24.38 | 938 | -51 | 542 |
| 7 May | 26165.65 | 486.95 | -129.75 | 19.68 | 379 | 15 | 594 |
| 6 May | 25969.00 | 637.95 | 139.1 | 20.28 | 332 | -76 | 582 |
| 5 May | 26164.90 | 497.75 | -56.95 | 19.18 | 1,004 | 73 | 663 |
| 2 May | 26151.75 | 558.55 | -16.65 | 19.92 | 1,473 | 98 | 594 |
| 30 Apr | 26113.55 | 585 | 43.95 | 19.34 | 555 | 6 | 494 |
| 29 Apr | 26193.85 | 549 | 91.45 | 19.55 | 2,459 | -2 | 491 |
| 28 Apr | 26291.65 | 464 | -176.7 | 18.40 | 2,417 | 399 | 490 |
| 25 Apr | 26036.10 | 680 | 137 | 20.16 | 1,054 | 35 | 92 |
| 24 Apr | 26305.65 | 550 | 67.3 | 20.41 | 98 | 55 | 57 |
| 23 Apr | 26446.20 | 482.7 | -117.3 | 19.97 | 1 | 0 | 1 |
| 22 Apr | 26624.80 | 600 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Apr | 26435.10 | 600 | -2216.95 | 23.19 | 1 | 0 | 0 |
| 17 Apr | 26071.60 | 0 | 0 | 0.22 | 0 | 0 | 0 |
| 16 Apr | 25492.10 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 24555.55 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 24132.65 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 24301.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26300 expiring on 29MAY2025
Delta for 26300 PE is -0.41
Historical price for 26300 PE is as follows
On 12 May FINNIFTY was trading at 26404.00. The strike last trading price was 304.2, which was -594.4 lower than the previous day. The implied volatity was 17.88, the open interest changed by 292 which increased total open position to 742
On 9 May FINNIFTY was trading at 25502.10. The strike last trading price was 884.2, which was 225.15 higher than the previous day. The implied volatity was 21.56, the open interest changed by -92 which decreased total open position to 450
On 8 May FINNIFTY was trading at 25980.65. The strike last trading price was 759.95, which was 268.95 higher than the previous day. The implied volatity was 24.38, the open interest changed by -51 which decreased total open position to 542
On 7 May FINNIFTY was trading at 26165.65. The strike last trading price was 486.95, which was -129.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by 15 which increased total open position to 594
On 6 May FINNIFTY was trading at 25969.00. The strike last trading price was 637.95, which was 139.1 higher than the previous day. The implied volatity was 20.28, the open interest changed by -76 which decreased total open position to 582
On 5 May FINNIFTY was trading at 26164.90. The strike last trading price was 497.75, which was -56.95 lower than the previous day. The implied volatity was 19.18, the open interest changed by 73 which increased total open position to 663
On 2 May FINNIFTY was trading at 26151.75. The strike last trading price was 558.55, which was -16.65 lower than the previous day. The implied volatity was 19.92, the open interest changed by 98 which increased total open position to 594
On 30 Apr FINNIFTY was trading at 26113.55. The strike last trading price was 585, which was 43.95 higher than the previous day. The implied volatity was 19.34, the open interest changed by 6 which increased total open position to 494
On 29 Apr FINNIFTY was trading at 26193.85. The strike last trading price was 549, which was 91.45 higher than the previous day. The implied volatity was 19.55, the open interest changed by -2 which decreased total open position to 491
On 28 Apr FINNIFTY was trading at 26291.65. The strike last trading price was 464, which was -176.7 lower than the previous day. The implied volatity was 18.40, the open interest changed by 399 which increased total open position to 490
On 25 Apr FINNIFTY was trading at 26036.10. The strike last trading price was 680, which was 137 higher than the previous day. The implied volatity was 20.16, the open interest changed by 35 which increased total open position to 92
On 24 Apr FINNIFTY was trading at 26305.65. The strike last trading price was 550, which was 67.3 higher than the previous day. The implied volatity was 20.41, the open interest changed by 55 which increased total open position to 57
On 23 Apr FINNIFTY was trading at 26446.20. The strike last trading price was 482.7, which was -117.3 lower than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 1
On 22 Apr FINNIFTY was trading at 26624.80. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Apr FINNIFTY was trading at 26435.10. The strike last trading price was 600, which was -2216.95 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 0
On 17 Apr FINNIFTY was trading at 26071.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 16 Apr FINNIFTY was trading at 25492.10. 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 11 Apr FINNIFTY was trading at 24555.55. 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 9 Apr FINNIFTY was trading at 24132.65. 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 8 Apr FINNIFTY was trading at 24301.50. 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
