FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
13 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 26950 CE | ||||||||||||||||
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Delta: 0.1
Vega: 9.58
Theta: -7.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 25138.65 | 58.1 | -68.5 | 22.87 | 116 | 12 | 96 | |||||||||
| 12 Mar | 25663.20 | 127.3 | -65.95 | 21.83 | 175 | -80 | 85 | |||||||||
| 11 Mar | 25920.80 | 177.7 | -203.3 | 21.24 | 173 | 113 | 165 | |||||||||
| 10 Mar | 26535.20 | 373.2 | 44.25 | 19.35 | 84 | 2 | 53 | |||||||||
| 9 Mar | 26039.30 | 328.95 | -149 | 25.28 | 53 | 0 | 51 | |||||||||
| 6 Mar | 26652.45 | 469.05 | -216.85 | 19.1 | 195 | 32 | 52 | |||||||||
| 5 Mar | 27235.80 | 685.9 | -64.1 | 15.12 | 30 | 6 | 20 | |||||||||
| 4 Mar | 27020.45 | 750 | -861.45 | 21.41 | 67 | 14 | 14 | |||||||||
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| 2 Mar | 27564.10 | 1611.45 | 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 26950 expiring on 30MAR2026
Delta for 26950 CE is 0.1
Historical price for 26950 CE is as follows
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 58.1, which was -68.5 lower than the previous day. The implied volatity was 22.87, the open interest changed by 12 which increased total open position to 96
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 127.3, which was -65.95 lower than the previous day. The implied volatity was 21.83, the open interest changed by -80 which decreased total open position to 85
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 177.7, which was -203.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by 113 which increased total open position to 165
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 373.2, which was 44.25 higher than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 53
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 328.95, which was -149 lower than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 51
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 469.05, which was -216.85 lower than the previous day. The implied volatity was 19.1, the open interest changed by 32 which increased total open position to 52
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 685.9, which was -64.1 lower than the previous day. The implied volatity was 15.12, the open interest changed by 6 which increased total open position to 20
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 750, which was -861.45 lower than the previous day. The implied volatity was 21.41, the open interest changed by 14 which increased total open position to 14
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 1611.45, 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 26950 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 25138.65 | 988.2 | 299.35 | - | 0 | 0 | 35 |
| 12 Mar | 25663.20 | 988.2 | 299.35 | - | 0 | 0 | 35 |
| 11 Mar | 25920.80 | 988.2 | 299.35 | 15.1 | 6 | -1 | 36 |
| 10 Mar | 26535.20 | 688.85 | 46.55 | 22.59 | 3 | 0 | 37 |
| 9 Mar | 26039.30 | 637.05 | 281.1 | - | 0 | 0 | 37 |
| 6 Mar | 26652.45 | 637.05 | 281.1 | 21.25 | 254 | 5 | 40 |
| 5 Mar | 27235.80 | 356.05 | -137.5 | 19.54 | 129 | 18 | 33 |
| 4 Mar | 27020.45 | 491.9 | 392.2 | 21.38 | 91 | 15 | 15 |
| 2 Mar | 27564.10 | 99.7 | 0 | 2.49 | 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 26950 expiring on 30MAR2026
Delta for 26950 PE is -
Historical price for 26950 PE is as follows
On 13 Mar FINNIFTY was trading at 25138.65. The strike last trading price was 988.2, which was 299.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 988.2, which was 299.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 988.2, which was 299.35 higher than the previous day. The implied volatity was 15.1, the open interest changed by -1 which decreased total open position to 36
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 688.85, which was 46.55 higher than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 37
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 637.05, which was 281.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 637.05, which was 281.1 higher than the previous day. The implied volatity was 21.25, the open interest changed by 5 which increased total open position to 40
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 356.05, which was -137.5 lower than the previous day. The implied volatity was 19.54, the open interest changed by 18 which increased total open position to 33
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 491.9, which was 392.2 higher than the previous day. The implied volatity was 21.38, the open interest changed by 15 which increased total open position to 15
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.49, 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
