FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 26850 CE | ||||||||||||||||
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Delta: 0.28
Vega: 19.81
Theta: -13.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 25920.80 | 218.15 | -212.5 | 22.07 | 98 | 35 | 72 | |||||||||
| 10 Mar | 26535.20 | 425.95 | 50.95 | 19.75 | 67 | -34 | 37 | |||||||||
| 9 Mar | 26039.30 | 375 | -161.45 | 25.91 | 60 | 25 | 71 | |||||||||
| 6 Mar | 26652.45 | 526.75 | -274 | 19.5 | 218 | 42 | 47 | |||||||||
| 5 Mar | 27235.80 | 800.75 | -896.45 | 17.05 | 7 | 6 | 6 | |||||||||
| 4 Mar | 27020.45 | 1697.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Mar | 27564.10 | 1697.2 | 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 26850 expiring on 30MAR2026
Delta for 26850 CE is 0.28
Historical price for 26850 CE is as follows
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 218.15, which was -212.5 lower than the previous day. The implied volatity was 22.07, the open interest changed by 35 which increased total open position to 72
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 425.95, which was 50.95 higher than the previous day. The implied volatity was 19.75, the open interest changed by -34 which decreased total open position to 37
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 375, which was -161.45 lower than the previous day. The implied volatity was 25.91, the open interest changed by 25 which increased total open position to 71
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 526.75, which was -274 lower than the previous day. The implied volatity was 19.5, the open interest changed by 42 which increased total open position to 47
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 800.75, which was -896.45 lower than the previous day. The implied volatity was 17.05, the open interest changed by 6 which increased total open position to 6
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 1697.2, 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 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 1697.2, 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 26850 PE | |||||||
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Delta: -0.74
Vega: 19.08
Theta: -4.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 25920.80 | 994.55 | 394.8 | 20.14 | 5 | -1 | 40 |
| 10 Mar | 26535.20 | 599.75 | 0.25 | 21.26 | 3 | -2 | 41 |
| 9 Mar | 26039.30 | 590.15 | 255.9 | - | 0 | 0 | 43 |
| 6 Mar | 26652.45 | 590.15 | 255.9 | 21.46 | 345 | 27 | 44 |
| 5 Mar | 27235.80 | 334.25 | -144.85 | 20.11 | 12 | 3 | 17 |
| 4 Mar | 27020.45 | 458.55 | 199.55 | 21.72 | 22 | 9 | 15 |
| 2 Mar | 27564.10 | 259 | 172.95 | 20.25 | 8 | 7 | 7 |
| 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 26850 expiring on 30MAR2026
Delta for 26850 PE is -0.74
Historical price for 26850 PE is as follows
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 994.55, which was 394.8 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 40
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 599.75, which was 0.25 higher than the previous day. The implied volatity was 21.26, the open interest changed by -2 which decreased total open position to 41
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 590.15, which was 255.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 590.15, which was 255.9 higher than the previous day. The implied volatity was 21.46, the open interest changed by 27 which increased total open position to 44
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 334.25, which was -144.85 lower than the previous day. The implied volatity was 20.11, the open interest changed by 3 which increased total open position to 17
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 458.55, which was 199.55 higher than the previous day. The implied volatity was 21.72, the open interest changed by 9 which increased total open position to 15
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 259, which was 172.95 higher than the previous day. The implied volatity was 20.25, the open interest changed by 7 which increased total open position to 7
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
