Historical option data for FINNIFTY
25 Jun 2026 10:21 AM IST
| FINNIFTY 30-Jun-2026 (5d) 26400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.06
Theta: -4.36
Gamma: 0.00043
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 26909.50 | 530 | 111 (26.49%) | 13.37 | 20 | -1 | 413 | |||||||||
| 24 Jun | 26736.00 | 414.65 | 231.65 (126.58%) | 13.22 | 1,552 | -255 | 412 | |||||||||
| 23 Jun | 26329.30 | 166.7 | -175.3 (-51.26%) | 13.63 | 957 | 236 | 667 | |||||||||
| 22 Jun | 26585.55 | 329.7 | 27.7 (9.17%) | 13.24 | 306 | -6 | 434 | |||||||||
| 19 Jun | 26431.15 | 310.25 | -58.75 (-15.92%) | 13.67 | 689 | 72 | 441 | |||||||||
| 18 Jun | 26581.95 | 371.6 | 62.6 (20.26%) | 11.94 | 667 | -106 | 367 | |||||||||
| 17 Jun | 26404.95 | 300 | -54 (-15.25%) | 13.52 | 1,481 | 217 | 473 | |||||||||
| 16 Jun | 26442.30 | 344.85 | 0.85 (0.25%) | 14.07 | 682 | 79 | 258 | |||||||||
| 15 Jun | 26274.80 | 329.9 | 101.9 (44.69%) | 17.29 | 935 | 120 | 179 | |||||||||
| 12 Jun | 25943.35 | 245.05 | 183.05 (295.24%) | 17.36 | 220 | 20 | 59 | |||||||||
| 11 Jun | 25152.00 | 62 | -16 (-20.51%) | 17.16 | 71 | 17 | 39 | |||||||||
| 10 Jun | 25206.25 | 77.3 | -17.7 (-18.63%) | 17.22 | 79 | 11 | 19 | |||||||||
| 9 Jun | 25152.45 | 91 | 19 (26.39%) | 18.34 | 19 | -1 | 7 | |||||||||
| 8 Jun | 24805.00 | 71.95 | -40.05 (-35.76%) | 20.28 | 5 | 0 | 8 | |||||||||
| 5 Jun | 25056.80 | 112.45 | -112.55 (-50.02%) | 18.9 | 19 | 8 | 8 | |||||||||
| 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 26400 expiring on 30JUN2026
Delta for 26400 CE is 0.89
Historical price for 26400 CE is as follows
On 25 Jun FINNIFTY was trading at 26909.50. The strike last trading price was 530, which was 111 higher than the previous day. The implied volatity was 13.37, the open interest changed by -1 which decreased total open position to 413
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 414.65, which was 231.65 higher than the previous day. The implied volatity was 13.22, the open interest changed by -255 which decreased total open position to 412
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 166.7, which was -175.3 lower than the previous day. The implied volatity was 13.63, the open interest changed by 236 which increased total open position to 667
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 329.7, which was 27.7 higher than the previous day. The implied volatity was 13.24, the open interest changed by -6 which decreased total open position to 434
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 310.25, which was -58.75 lower than the previous day. The implied volatity was 13.67, the open interest changed by 72 which increased total open position to 441
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 371.6, which was 62.6 higher than the previous day. The implied volatity was 11.94, the open interest changed by -106 which decreased total open position to 367
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 300, which was -54 lower than the previous day. The implied volatity was 13.52, the open interest changed by 217 which increased total open position to 473
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 344.85, which was 0.85 higher than the previous day. The implied volatity was 14.07, the open interest changed by 79 which increased total open position to 258
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 329.9, which was 101.9 higher than the previous day. The implied volatity was 17.29, the open interest changed by 120 which increased total open position to 179
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 245.05, which was 183.05 higher than the previous day. The implied volatity was 17.36, the open interest changed by 20 which increased total open position to 59
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 62, which was -16 lower than the previous day. The implied volatity was 17.16, the open interest changed by 17 which increased total open position to 39
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 77.3, which was -17.7 lower than the previous day. The implied volatity was 17.22, the open interest changed by 11 which increased total open position to 19
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 91, which was 19 higher than the previous day. The implied volatity was 18.34, the open interest changed by -1 which decreased total open position to 7
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 71.95, which was -40.05 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 8
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 112.45, which was -112.55 lower than the previous day. The implied volatity was 18.9, 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 -, 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 (5d) 26400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.06
Theta: -4.41
Gamma: 0.00041
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 26909.50 | 24 | -44.95 (-65.19%) | 13.63 | 906 | -15 | 627 |
| 24 Jun | 26736.00 | 65.75 | -160.15 (-70.89%) | 13.91 | 2,539 | 136 | 643 |
| 23 Jun | 26329.30 | 265 | 150.45 (131.34%) | 15.07 | 1,956 | -47 | 508 |
| 22 Jun | 26585.55 | 119.8 | -91.4 (-43.28%) | 12.86 | 926 | 76 | 559 |
| 19 Jun | 26431.15 | 199 | 8.95 (4.71%) | 13.36 | 1,294 | -15 | 487 |
| 18 Jun | 26581.95 | 186.2 | -119.25 (-39.04%) | 14.98 | 1,220 | 197 | 500 |
| 17 Jun | 26404.95 | 299.2 | -18.6 (-5.85%) | 16.34 | 1,133 | 107 | 303 |
| 16 Jun | 26442.30 | 310 | -110.05 (-26.20%) | 17.09 | 503 | 110 | 211 |
| 15 Jun | 26274.80 | 420.5 | -229.55 (-35.31%) | 17.47 | 706 | 100 | 101 |
| 12 Jun | 25943.35 | 650.05 | -1980.6 (-75.29%) | 18.54 | 1 | 0 | 0 |
| 11 Jun | 25152.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 25206.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 25152.45 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 24805.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 25056.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 0.23 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 0.5 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26400 expiring on 30JUN2026
Delta for 26400 PE is -0.11
Historical price for 26400 PE is as follows
On 25 Jun FINNIFTY was trading at 26909.50. The strike last trading price was 24, which was -44.95 lower than the previous day. The implied volatity was 13.63, the open interest changed by -15 which decreased total open position to 627
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 65.75, which was -160.15 lower than the previous day. The implied volatity was 13.91, the open interest changed by 136 which increased total open position to 643
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 265, which was 150.45 higher than the previous day. The implied volatity was 15.07, the open interest changed by -47 which decreased total open position to 508
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 119.8, which was -91.4 lower than the previous day. The implied volatity was 12.86, the open interest changed by 76 which increased total open position to 559
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 199, which was 8.95 higher than the previous day. The implied volatity was 13.36, the open interest changed by -15 which decreased total open position to 487
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 186.2, which was -119.25 lower than the previous day. The implied volatity was 14.98, the open interest changed by 197 which increased total open position to 500
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 299.2, which was -18.6 lower than the previous day. The implied volatity was 16.34, the open interest changed by 107 which increased total open position to 303
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 310, which was -110.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by 110 which increased total open position to 211
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 420.5, which was -229.55 lower than the previous day. The implied volatity was 17.47, the open interest changed by 100 which increased total open position to 101
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 650.05, which was -1980.6 lower than the previous day. The implied volatity was 18.54, the open interest changed by 0 which decreased total open position to 0
On 11 Jun FINNIFTY was trading at 25152.00. 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 10 Jun FINNIFTY was trading at 25206.25. 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 Jun FINNIFTY was trading at 25152.45. 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 Jun FINNIFTY was trading at 24805.00. 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 5 Jun FINNIFTY was trading at 25056.80. 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 0.23, 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 0.5, the open interest changed by 0 which decreased total open position to 0
