FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Apr 2026 05:00 PM IST
| FINNIFTY 28-Apr-2026 (4d) 26350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.11
Theta: -27.41
Gamma: 0.00065
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 26141.75 | 155 | -51.44999999999999 | 20.67 | 153 | 15 | 56 | |||||||||
| 23 Apr | 26247.20 | 214.35 | -301.29999999999995 | 20.6 | 235 | 24 | 39 | |||||||||
| 22 Apr | 26625.25 | 515.65 | 0 | - | 0 | 0 | 15 | |||||||||
| 21 Apr | 26850.75 | 515.65 | 0 | 22.62 | 0 | 0 | 15 | |||||||||
| 20 Apr | 26537.10 | 515.65 | -1 | 22.62 | 15 | -5 | 17 | |||||||||
| 17 Apr | 26521.25 | 518 | 80.75 | 21.33 | 124 | 14 | 23 | |||||||||
| 16 Apr | 26343.55 | 425.3 | 410.5 | 21.4 | 21 | 8 | 8 | |||||||||
| 15 Apr | 26445.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 26047.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 26213.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 25685.85 | 0 | 0 | 1.9 | 0 | 0 | 0 | |||||||||
| 8 Apr | 26053.05 | 14.8 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 7 Apr | 24685.55 | 14.8 | 0 | 6 | 0 | 0 | 0 | |||||||||
| 6 Apr | 24603.10 | 14.8 | 0 | 6.91 | 0 | 0 | 0 | |||||||||
| 2 Apr | 24041.55 | 14.8 | 0 | 6.83 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 1 Apr | 23981.80 | 14.8 | 0 | 7 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26350 expiring on 28APR2026
Delta for 26350 CE is 0.38
Historical price for 26350 CE is as follows
On 24 Apr FINNIFTY was trading at 26141.75. The strike last trading price was 155, which was -51.44999999999999 lower than the previous day. The implied volatity was 20.67, the open interest changed by 15 which increased total open position to 56
On 23 Apr FINNIFTY was trading at 26247.20. The strike last trading price was 214.35, which was -301.29999999999995 lower than the previous day. The implied volatity was 20.6, the open interest changed by 24 which increased total open position to 39
On 22 Apr FINNIFTY was trading at 26625.25. The strike last trading price was 515.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Apr FINNIFTY was trading at 26850.75. The strike last trading price was 515.65, which was 0 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 15
On 20 Apr FINNIFTY was trading at 26537.10. The strike last trading price was 515.65, which was -1 lower than the previous day. The implied volatity was 22.62, the open interest changed by -5 which decreased total open position to 17
On 17 Apr FINNIFTY was trading at 26521.25. The strike last trading price was 518, which was 80.75 higher than the previous day. The implied volatity was 21.33, the open interest changed by 14 which increased total open position to 23
On 16 Apr FINNIFTY was trading at 26343.55. The strike last trading price was 425.3, which was 410.5 higher than the previous day. The implied volatity was 21.4, the open interest changed by 8 which increased total open position to 8
On 15 Apr FINNIFTY was trading at 26445.00. 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 Apr FINNIFTY was trading at 26047.50. 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 10 Apr FINNIFTY was trading at 26213.90. 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 25685.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.9, 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 14.8, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 6, the open interest changed by 0 which decreased total open position to 0
On 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
On 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
On 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 28-Apr-2026 (4d) 26350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.11
Theta: -18.1
Gamma: 0.0008
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 26141.75 | 281.4 | -10.800000000000011 | 16.58 | 43 | -8 | 24 |
| 23 Apr | 26247.20 | 277.7 | 117.89999999999998 | 17.89 | 145 | -3 | 32 |
| 22 Apr | 26625.25 | 159.8 | 6.800000000000011 | 21.56 | 5 | 1 | 36 |
| 21 Apr | 26850.75 | 153 | -160.64999999999998 | 23.14 | 24 | 5 | 38 |
| 20 Apr | 26537.10 | 322.35 | 29.850000000000023 | 25.59 | 43 | 5 | 35 |
| 17 Apr | 26521.25 | 301.75 | -100.10000000000002 | 21.79 | 133 | 14 | 32 |
| 16 Apr | 26343.55 | 403.4 | 18.549999999999955 | 21.2 | 48 | 5 | 18 |
| 15 Apr | 26445.00 | 384.9 | -136 | 22.66 | 13 | 3 | 13 |
| 13 Apr | 26047.50 | 511.8 | -9.099999999999966 | 21.95 | 0 | 0 | 10 |
| 10 Apr | 26213.90 | 511.8 | -2184.0499999999997 | 20.31 | 20 | 10 | 10 |
| 9 Apr | 25685.85 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 2695.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 24685.55 | 2695.85 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 24603.10 | 2695.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 24041.55 | 2695.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 23981.80 | 0 | 0 | 0 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26350 expiring on 28APR2026
Delta for 26350 PE is -0.63
Historical price for 26350 PE is as follows
On 24 Apr FINNIFTY was trading at 26141.75. The strike last trading price was 281.4, which was -10.800000000000011 lower than the previous day. The implied volatity was 16.58, the open interest changed by -8 which decreased total open position to 24
On 23 Apr FINNIFTY was trading at 26247.20. The strike last trading price was 277.7, which was 117.89999999999998 higher than the previous day. The implied volatity was 17.89, the open interest changed by -3 which decreased total open position to 32
On 22 Apr FINNIFTY was trading at 26625.25. The strike last trading price was 159.8, which was 6.800000000000011 higher than the previous day. The implied volatity was 21.56, the open interest changed by 1 which increased total open position to 36
On 21 Apr FINNIFTY was trading at 26850.75. The strike last trading price was 153, which was -160.64999999999998 lower than the previous day. The implied volatity was 23.14, the open interest changed by 5 which increased total open position to 38
On 20 Apr FINNIFTY was trading at 26537.10. The strike last trading price was 322.35, which was 29.850000000000023 higher than the previous day. The implied volatity was 25.59, the open interest changed by 5 which increased total open position to 35
On 17 Apr FINNIFTY was trading at 26521.25. The strike last trading price was 301.75, which was -100.10000000000002 lower than the previous day. The implied volatity was 21.79, the open interest changed by 14 which increased total open position to 32
On 16 Apr FINNIFTY was trading at 26343.55. The strike last trading price was 403.4, which was 18.549999999999955 higher than the previous day. The implied volatity was 21.2, the open interest changed by 5 which increased total open position to 18
On 15 Apr FINNIFTY was trading at 26445.00. The strike last trading price was 384.9, which was -136 lower than the previous day. The implied volatity was 22.66, the open interest changed by 3 which increased total open position to 13
On 13 Apr FINNIFTY was trading at 26047.50. The strike last trading price was 511.8, which was -9.099999999999966 lower than the previous day. The implied volatity was 21.95, the open interest changed by 0 which decreased total open position to 10
On 10 Apr FINNIFTY was trading at 26213.90. The strike last trading price was 511.8, which was -2184.0499999999997 lower than the previous day. The implied volatity was 20.31, the open interest changed by 10 which increased total open position to 10
On 9 Apr FINNIFTY was trading at 25685.85. 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 2695.85, 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 7 Apr FINNIFTY was trading at 24685.55. The strike last trading price was 2695.85, 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 6 Apr FINNIFTY was trading at 24603.10. The strike last trading price was 2695.85, 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 2 Apr FINNIFTY was trading at 24041.55. The strike last trading price was 2695.85, 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 1 Apr FINNIFTY was trading at 23981.80. The strike last trading price was 0, 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 0
