Historical option data for FINNIFTY
25 Jun 2026 01:48 PM IST
| FINNIFTY 30-Jun-2026 (5d) 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.9
Vega: 0.06
Theta: -7.27
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 May | 26449.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 26011.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 25137.15 | 0 | -210 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 25116.65 | 0 | -210 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 14 May | 25472.50 | 0 | -210 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 22 May | 25531.50 | 300 | 90 (42.86%) | 18.05 | 1 | 1 | 1 | |||||||||
| 25 May | 26102.15 | 420 | 120 (40.00%) | 15.8 | 11 | 7 | 8 | |||||||||
| 26 May | 25932.25 | 344.8 | -100.2 (-22.52%) | 16.12 | 18 | 7 | 15 | |||||||||
| 27 May | 25752.20 | 288.15 | -58.85 (-16.96%) | 16.79 | 221 | 7 | 22 | |||||||||
| 29 May | 25354.00 | 205 | -85 (-29.31%) | 18.75 | 52 | 16 | 37 | |||||||||
| 1 Jun | 25008.45 | 109.6 | -100.4 (-47.81%) | 18.68 | 97 | 23 | 59 | |||||||||
| 2 Jun | 24861.25 | 79.35 | -30.65 (-27.86%) | 18.18 | 221 | 79 | 139 | |||||||||
| 3 Jun | 24955.70 | 100.1 | 21.1 (26.71%) | 19.1 | 262 | 50 | 190 | |||||||||
| 4 Jun | 25031.25 | 102.95 | -0.05 (-0.05%) | 18.91 | 293 | -33 | 157 | |||||||||
| 5 Jun | 25056.80 | 97 | -5 (-4.90%) | 18.78 | 736 | 91 | 247 | |||||||||
| 8 Jun | 24805.00 | 62.75 | -35.25 (-35.97%) | 20.44 | 261 | 111 | 360 | |||||||||
| 9 Jun | 25152.45 | 81 | 17 (26.56%) | 18.45 | 654 | 275 | 635 | |||||||||
| 10 Jun | 25206.25 | 66.3 | -13.7 (-17.13%) | 17.38 | 847 | -332 | 302 | |||||||||
| 11 Jun | 25152.00 | 57.15 | -12.85 (-18.36%) | 17.55 | 481 | 25 | 323 | |||||||||
| 12 Jun | 25943.35 | 212.75 | 157.75 (286.82%) | 17.51 | 789 | -53 | 267 | |||||||||
| 15 Jun | 26274.80 | 270 | 74 (37.76%) | 16.5 | 2,457 | 282 | 541 | |||||||||
| 16 Jun | 26442.30 | 301 | 4 (1.35%) | 14.4 | 514 | -15 | 503 | |||||||||
| 17 Jun | 26404.95 | 250 | -54 (-17.76%) | 13.44 | 2,411 | 310 | 813 | |||||||||
| 18 Jun | 26581.95 | 305.6 | 46.6 (17.99%) | 11.69 | 2,326 | -276 | 537 | |||||||||
| 19 Jun | 26431.15 | 241.4 | -63.6 (-20.85%) | 12.73 | 1,575 | 157 | 693 | |||||||||
| 22 Jun | 26585.55 | 250.55 | 2.55 (1.03%) | 12.24 | 1,129 | -43 | 643 | |||||||||
| 23 Jun | 26329.30 | 131.2 | -138.8 (-51.41%) | 14.09 | 2,815 | 249 | 885 | |||||||||
| 24 Jun | 26736.00 | 336.05 | 197.05 (141.76%) | 13.08 | 6,300 | -31 | 852 | |||||||||
| 25 Jun | 26959.25 | 505.1 | 163.1 (47.69%) | 11.93 | 353 | -97 | 755 | |||||||||
For Nifty Financial Services - strike price 26500 expiring on 30JUN2026
Delta for 26500 CE is 0.9
Historical price for 26500 CE is as follows
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
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 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 7 May FINNIFTY was trading at 26449.50. 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 May FINNIFTY was trading at 26011.50. 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 12 May FINNIFTY was trading at 25137.15. The strike last trading price was 0, which was -210 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 -210 lower than the previous day. The implied volatity was 0, 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 -210 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 22 May FINNIFTY was trading at 25531.50. The strike last trading price was 300, which was 90 higher than the previous day. The implied volatity was 18.05, the open interest changed by 1 which increased total open position to 1
On 25 May FINNIFTY was trading at 26102.15. The strike last trading price was 420, which was 120 higher than the previous day. The implied volatity was 15.8, the open interest changed by 7 which increased total open position to 8
On 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 344.8, which was -100.2 lower than the previous day. The implied volatity was 16.12, the open interest changed by 7 which increased total open position to 15
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 288.15, which was -58.85 lower than the previous day. The implied volatity was 16.79, the open interest changed by 7 which increased total open position to 22
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 205, which was -85 lower than the previous day. The implied volatity was 18.75, the open interest changed by 16 which increased total open position to 37
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 109.6, which was -100.4 lower than the previous day. The implied volatity was 18.68, the open interest changed by 23 which increased total open position to 59
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 79.35, which was -30.65 lower than the previous day. The implied volatity was 18.18, the open interest changed by 79 which increased total open position to 139
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 100.1, which was 21.1 higher than the previous day. The implied volatity was 19.1, the open interest changed by 50 which increased total open position to 190
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 102.95, which was -0.05 lower than the previous day. The implied volatity was 18.91, the open interest changed by -33 which decreased total open position to 157
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 97, which was -5 lower than the previous day. The implied volatity was 18.78, the open interest changed by 91 which increased total open position to 247
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 62.75, which was -35.25 lower than the previous day. The implied volatity was 20.44, the open interest changed by 111 which increased total open position to 360
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 81, which was 17 higher than the previous day. The implied volatity was 18.45, the open interest changed by 275 which increased total open position to 635
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 66.3, which was -13.7 lower than the previous day. The implied volatity was 17.38, the open interest changed by -332 which decreased total open position to 302
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 57.15, which was -12.85 lower than the previous day. The implied volatity was 17.55, the open interest changed by 25 which increased total open position to 323
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 212.75, which was 157.75 higher than the previous day. The implied volatity was 17.51, the open interest changed by -53 which decreased total open position to 267
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 270, which was 74 higher than the previous day. The implied volatity was 16.5, the open interest changed by 282 which increased total open position to 541
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 301, which was 4 higher than the previous day. The implied volatity was 14.4, the open interest changed by -15 which decreased total open position to 503
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 250, which was -54 lower than the previous day. The implied volatity was 13.44, the open interest changed by 310 which increased total open position to 813
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 305.6, which was 46.6 higher than the previous day. The implied volatity was 11.69, the open interest changed by -276 which decreased total open position to 537
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 241.4, which was -63.6 lower than the previous day. The implied volatity was 12.73, the open interest changed by 157 which increased total open position to 693
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 250.55, which was 2.55 higher than the previous day. The implied volatity was 12.24, the open interest changed by -43 which decreased total open position to 643
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 131.2, which was -138.8 lower than the previous day. The implied volatity was 14.09, the open interest changed by 249 which increased total open position to 885
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 336.05, which was 197.05 higher than the previous day. The implied volatity was 13.08, the open interest changed by -31 which decreased total open position to 852
On 25 Jun FINNIFTY was trading at 26959.25. The strike last trading price was 505.1, which was 163.1 higher than the previous day. The implied volatity was 11.93, the open interest changed by -97 which decreased total open position to 755
| FINNIFTY 30-Jun-2026 (5d) 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.07
Theta: -6.23
Gamma: 0.0005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 0.32 | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 7 May | 26449.50 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 26011.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 25137.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 25116.65 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 25472.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 25531.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 26102.15 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 25932.25 | 725 | -1989 (-73.29%) | 15.72 | 1 | 1 | 1 |
| 27 May | 25752.20 | 725 | 725 (-73.29%) | 15.72 | 1 | 0 | 1 |
| 29 May | 25354.00 | 725 | 725 | - | 1 | 0 | 1 |
| 1 Jun | 25008.45 | 725 | 725 | - | 1 | 0 | 1 |
| 2 Jun | 24861.25 | 725 | 725 | - | 1 | 0 | 1 |
| 3 Jun | 24955.70 | 725 | 725 | - | 1 | 0 | 1 |
| 4 Jun | 25031.25 | 725 | 725 | - | 1 | 0 | 1 |
| 5 Jun | 25056.80 | 725 | 725 | - | 1 | 0 | 1 |
| 8 Jun | 24805.00 | 725 | 725 | - | 1 | 0 | 1 |
| 9 Jun | 25152.45 | 725 | 725 | - | 1 | 0 | 1 |
| 10 Jun | 25206.25 | 1535.7 | 1535.7 | - | 1 | 0 | 1 |
| 11 Jun | 25152.00 | 1535.7 | 1535.7 | - | 1 | 0 | 1 |
| 12 Jun | 25943.35 | 1535.7 | 1535.7 | - | 1 | 0 | 1 |
| 15 Jun | 26274.80 | 467.6 | -1068.1 (-69.55%) | 17.01 | 683 | 229 | 230 |
| 16 Jun | 26442.30 | 370 | -105.9 (-22.25%) | 17.7 | 258 | 13 | 240 |
| 17 Jun | 26404.95 | 360.05 | -11.3 (-3.04%) | 16.73 | 1,113 | 46 | 286 |
| 18 Jun | 26581.95 | 215 | -140.65 (-39.55%) | 14.32 | 1,270 | 42 | 324 |
| 19 Jun | 26431.15 | 248.2 | 21.95 (9.70%) | 13.59 | 1,280 | 33 | 354 |
| 22 Jun | 26585.55 | 153.75 | -101.25 (-39.71%) | 12.54 | 1,899 | 276 | 631 |
| 23 Jun | 26329.30 | 316 | 167.65 (113.01%) | 14.21 | 3,798 | -150 | 479 |
| 24 Jun | 26736.00 | 83 | -199.35 (-70.60%) | 13.26 | 4,405 | 542 | 1,014 |
| 25 Jun | 26959.25 | 32.65 | -58.45 (-64.16%) | 13.71 | 2,695 | 97 | 1,088 |
For Nifty Financial Services - strike price 26500 expiring on 30JUN2026
Delta for 26500 PE is -0.14
Historical price for 26500 PE is as follows
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 0.32, 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 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 7 May FINNIFTY was trading at 26449.50. 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 May FINNIFTY was trading at 26011.50. 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 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 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 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 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 25 May FINNIFTY was trading at 26102.15. 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 26 May FINNIFTY was trading at 25932.25. The strike last trading price was 725, which was -1989 lower than the previous day. The implied volatity was 15.72, the open interest changed by 1 which increased total open position to 1
On 27 May FINNIFTY was trading at 25752.20. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 1
On 29 May FINNIFTY was trading at 25354.00. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 725, which was 725 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 1535.7, which was 1535.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 1535.7, which was 1535.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 1535.7, which was 1535.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 467.6, which was -1068.1 lower than the previous day. The implied volatity was 17.01, the open interest changed by 229 which increased total open position to 230
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 370, which was -105.9 lower than the previous day. The implied volatity was 17.7, the open interest changed by 13 which increased total open position to 240
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 360.05, which was -11.3 lower than the previous day. The implied volatity was 16.73, the open interest changed by 46 which increased total open position to 286
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 215, which was -140.65 lower than the previous day. The implied volatity was 14.32, the open interest changed by 42 which increased total open position to 324
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 248.2, which was 21.95 higher than the previous day. The implied volatity was 13.59, the open interest changed by 33 which increased total open position to 354
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 153.75, which was -101.25 lower than the previous day. The implied volatity was 12.54, the open interest changed by 276 which increased total open position to 631
On 23 Jun FINNIFTY was trading at 26329.30. The strike last trading price was 316, which was 167.65 higher than the previous day. The implied volatity was 14.21, the open interest changed by -150 which decreased total open position to 479
On 24 Jun FINNIFTY was trading at 26736.00. The strike last trading price was 83, which was -199.35 lower than the previous day. The implied volatity was 13.26, the open interest changed by 542 which increased total open position to 1014
On 25 Jun FINNIFTY was trading at 26959.25. The strike last trading price was 32.65, which was -58.45 lower than the previous day. The implied volatity was 13.71, the open interest changed by 97 which increased total open position to 1088
