FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 26550 CE | ||||||||||||||||
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Delta: 0.3
Vega: 19.69
Theta: -14.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 25663.20 | 238.3 | -77.05 | 23.01 | 84 | 3 | 54 | |||||||||
| 11 Mar | 25920.80 | 315.35 | -282.35 | 22.43 | 334 | 4 | 52 | |||||||||
| 10 Mar | 26535.20 | 590.8 | 111.8 | 20.45 | 205 | 3 | 52 | |||||||||
| 9 Mar | 26039.30 | 479 | -224.75 | 25.71 | 75 | 39 | 49 | |||||||||
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| 6 Mar | 26652.45 | 695.95 | -386.35 | 19.9 | 17 | -2 | 12 | |||||||||
| 5 Mar | 27235.80 | 1077.55 | 67.2 | 19.92 | 17 | 3 | 8 | |||||||||
| 4 Mar | 27020.45 | 1010.35 | -952.75 | 22.17 | 10 | 5 | 5 | |||||||||
| 2 Mar | 27564.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 27869.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26550 expiring on 30MAR2026
Delta for 26550 CE is 0.3
Historical price for 26550 CE is as follows
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 238.3, which was -77.05 lower than the previous day. The implied volatity was 23.01, the open interest changed by 3 which increased total open position to 54
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 315.35, which was -282.35 lower than the previous day. The implied volatity was 22.43, the open interest changed by 4 which increased total open position to 52
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 590.8, which was 111.8 higher than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 52
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 479, which was -224.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by 39 which increased total open position to 49
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 695.95, which was -386.35 lower than the previous day. The implied volatity was 19.9, the open interest changed by -2 which decreased total open position to 12
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 1077.55, which was 67.2 higher than the previous day. The implied volatity was 19.92, the open interest changed by 3 which increased total open position to 8
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 1010.35, which was -952.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 5 which increased total open position to 5
On 2 Mar FINNIFTY was trading at 27564.10. 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 27 Feb FINNIFTY was trading at 27869.75. 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 Feb FINNIFTY was trading at 28309.85. 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 25 Feb FINNIFTY was trading at 28339.65. 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
| FINNIFTY 30MAR2026 26550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 25663.20 | 765.65 | 300.35 | - | 0 | 0 | 29 |
| 11 Mar | 25920.80 | 765.65 | 300.35 | 19.45 | 88 | -3 | 28 |
| 10 Mar | 26535.20 | 453.15 | -441.65 | 21.43 | 304 | -32 | 37 |
| 9 Mar | 26039.30 | 877.5 | 399.2 | 27.11 | 288 | -120 | 69 |
| 6 Mar | 26652.45 | 477 | 202.1 | 22.49 | 148 | 65 | 189 |
| 5 Mar | 27235.80 | 274.9 | -99.3 | 21.65 | 30 | -3 | 124 |
| 4 Mar | 27020.45 | 375.4 | 321.6 | 22.91 | 188 | 127 | 127 |
| 2 Mar | 27564.10 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 27869.75 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 28309.85 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 28339.65 | 0 | 0 | 0 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26550 expiring on 30MAR2026
Delta for 26550 PE is -
Historical price for 26550 PE is as follows
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 765.65, which was 300.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 765.65, which was 300.35 higher than the previous day. The implied volatity was 19.45, the open interest changed by -3 which decreased total open position to 28
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 453.15, which was -441.65 lower than the previous day. The implied volatity was 21.43, the open interest changed by -32 which decreased total open position to 37
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 877.5, which was 399.2 higher than the previous day. The implied volatity was 27.11, the open interest changed by -120 which decreased total open position to 69
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 477, which was 202.1 higher than the previous day. The implied volatity was 22.49, the open interest changed by 65 which increased total open position to 189
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 274.9, which was -99.3 lower than the previous day. The implied volatity was 21.65, the open interest changed by -3 which decreased total open position to 124
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 375.4, which was 321.6 higher than the previous day. The implied volatity was 22.91, the open interest changed by 127 which increased total open position to 127
On 2 Mar FINNIFTY was trading at 27564.10. 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 27 Feb FINNIFTY was trading at 27869.75. 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 Feb FINNIFTY was trading at 28309.85. 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 25 Feb FINNIFTY was trading at 28339.65. 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
