FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 May 2025 04:12 PM IST
| FINNIFTY 29MAY2025 26650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 22.82
Theta: -14.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 26497.60 | 360.05 | 260.1 | 16.29 | 270 | 14 | 61 | |||
| 9 May | 25502.10 | 103.8 | -100.25 | 17.33 | 146 | 14 | 47 | |||
| 8 May | 25980.65 | 204.05 | 20.8 | 18.04 | 57 | 9 | 32 | |||
| 7 May | 26165.65 | 183.25 | -113.95 | 12.23 | 10 | 0 | 23 | |||
| 6 May | 25969.00 | 297.2 | 0 | 0.00 | 0 | -3 | 0 | |||
| 5 May | 26164.90 | 297.2 | -2.3 | 16.26 | 28 | -4 | 22 | |||
| 2 May | 26151.75 | 296.6 | -23.1 | 15.59 | 54 | 7 | 24 | |||
| 30 Apr | 26113.55 | 319.7 | -6.5 | 16.52 | 27 | -2 | 17 | |||
| 29 Apr | 26193.85 | 323.55 | -65.65 | 14.90 | 20 | 6 | 19 | |||
| 28 Apr | 26291.65 | 389.2 | 65.1 | 15.02 | 52 | 4 | 11 | |||
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| 25 Apr | 26036.10 | 324.1 | -256.7 | 15.99 | 37 | 8 | 8 | |||
For Nifty Financial Services - strike price 26650 expiring on 29MAY2025
Delta for 26650 CE is 0.50
Historical price for 26650 CE is as follows
On 12 May FINNIFTY was trading at 26497.60. The strike last trading price was 360.05, which was 260.1 higher than the previous day. The implied volatity was 16.29, the open interest changed by 14 which increased total open position to 61
On 9 May FINNIFTY was trading at 25502.10. The strike last trading price was 103.8, which was -100.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by 14 which increased total open position to 47
On 8 May FINNIFTY was trading at 25980.65. The strike last trading price was 204.05, which was 20.8 higher than the previous day. The implied volatity was 18.04, the open interest changed by 9 which increased total open position to 32
On 7 May FINNIFTY was trading at 26165.65. The strike last trading price was 183.25, which was -113.95 lower than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 23
On 6 May FINNIFTY was trading at 25969.00. The strike last trading price was 297.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 May FINNIFTY was trading at 26164.90. The strike last trading price was 297.2, which was -2.3 lower than the previous day. The implied volatity was 16.26, the open interest changed by -4 which decreased total open position to 22
On 2 May FINNIFTY was trading at 26151.75. The strike last trading price was 296.6, which was -23.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by 7 which increased total open position to 24
On 30 Apr FINNIFTY was trading at 26113.55. The strike last trading price was 319.7, which was -6.5 lower than the previous day. The implied volatity was 16.52, the open interest changed by -2 which decreased total open position to 17
On 29 Apr FINNIFTY was trading at 26193.85. The strike last trading price was 323.55, which was -65.65 lower than the previous day. The implied volatity was 14.90, the open interest changed by 6 which increased total open position to 19
On 28 Apr FINNIFTY was trading at 26291.65. The strike last trading price was 389.2, which was 65.1 higher than the previous day. The implied volatity was 15.02, the open interest changed by 4 which increased total open position to 11
On 25 Apr FINNIFTY was trading at 26036.10. The strike last trading price was 324.1, which was -256.7 lower than the previous day. The implied volatity was 15.99, the open interest changed by 8 which increased total open position to 8
| FINNIFTY 29MAY2025 26650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 22.82
Theta: -7.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 26497.60 | 393.75 | -813.4 | 16.72 | 94 | 33 | 46 |
| 9 May | 25502.10 | 1207.15 | 517.35 | 25.06 | 16 | 0 | 13 |
| 8 May | 25980.65 | 689.8 | 5.15 | 10.33 | 13 | 0 | 14 |
| 7 May | 26165.65 | 680.45 | -18.25 | 19.72 | 14 | 3 | 14 |
| 6 May | 25969.00 | 699.45 | 0.75 | 0.00 | 0 | -5 | 0 |
| 5 May | 26164.90 | 699.45 | -31.55 | 19.53 | 26 | -2 | 14 |
| 2 May | 26151.75 | 731 | -85.15 | 19.17 | 23 | 4 | 15 |
| 30 Apr | 26113.55 | 816.15 | -76.25 | 20.52 | 3 | 2 | 12 |
| 29 Apr | 26193.85 | 892.4 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Apr | 26291.65 | 892.4 | 0 | 0.00 | 0 | 10 | 0 |
| 25 Apr | 26036.10 | 892.4 | 139.45 | 20.58 | 38 | 10 | 10 |
For Nifty Financial Services - strike price 26650 expiring on 29MAY2025
Delta for 26650 PE is -0.50
Historical price for 26650 PE is as follows
On 12 May FINNIFTY was trading at 26497.60. The strike last trading price was 393.75, which was -813.4 lower than the previous day. The implied volatity was 16.72, the open interest changed by 33 which increased total open position to 46
On 9 May FINNIFTY was trading at 25502.10. The strike last trading price was 1207.15, which was 517.35 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 13
On 8 May FINNIFTY was trading at 25980.65. The strike last trading price was 689.8, which was 5.15 higher than the previous day. The implied volatity was 10.33, the open interest changed by 0 which decreased total open position to 14
On 7 May FINNIFTY was trading at 26165.65. The strike last trading price was 680.45, which was -18.25 lower than the previous day. The implied volatity was 19.72, the open interest changed by 3 which increased total open position to 14
On 6 May FINNIFTY was trading at 25969.00. The strike last trading price was 699.45, which was 0.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 5 May FINNIFTY was trading at 26164.90. The strike last trading price was 699.45, which was -31.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by -2 which decreased total open position to 14
On 2 May FINNIFTY was trading at 26151.75. The strike last trading price was 731, which was -85.15 lower than the previous day. The implied volatity was 19.17, the open interest changed by 4 which increased total open position to 15
On 30 Apr FINNIFTY was trading at 26113.55. The strike last trading price was 816.15, which was -76.25 lower than the previous day. The implied volatity was 20.52, the open interest changed by 2 which increased total open position to 12
On 29 Apr FINNIFTY was trading at 26193.85. The strike last trading price was 892.4, 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 28 Apr FINNIFTY was trading at 26291.65. The strike last trading price was 892.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 25 Apr FINNIFTY was trading at 26036.10. The strike last trading price was 892.4, which was 139.45 higher than the previous day. The implied volatity was 20.58, the open interest changed by 10 which increased total open position to 10
