Historical option data for FINNIFTY
23 Jun 2026 12:15 PM IST
| FINNIFTY 30-Jun-2026 (7d) 26300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.14
Theta: -14.19
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 26480.55 | 320 | -86 (-21.18%) | 13.62 | 307 | -17 | 422 | |||||||||
| 22 Jun | 26585.55 | 392 | 32 (8.89%) | 12.9 | 199 | -47 | 439 | |||||||||
| 19 Jun | 26431.15 | 375.7 | -56.3 (-13.03%) | 14.19 | 524 | -5 | 484 | |||||||||
| 18 Jun | 26581.95 | 440 | 77 (21.21%) | 12.02 | 1,502 | -463 | 499 | |||||||||
| 17 Jun | 26404.95 | 342.1 | -67.9 (-16.56%) | 12.71 | 3,075 | 356 | 983 | |||||||||
| 16 Jun | 26442.30 | 410 | 16 (4.06%) | 14.4 | 2,515 | -212 | 624 | |||||||||
| 15 Jun | 26274.80 | 374.45 | 108.45 (40.77%) | 17 | 2,220 | 756 | 836 | |||||||||
| 12 Jun | 25943.35 | 271.8 | 194.8 (252.99%) | 16.96 | 195 | 35 | 81 | |||||||||
| 11 Jun | 25152.00 | 77.9 | -16.1 (-17.13%) | 17.21 | 78 | 27 | 49 | |||||||||
| 10 Jun | 25206.25 | 90.85 | -18.15 (-16.65%) | 17.32 | 160 | 3 | 24 | |||||||||
| 9 Jun | 25152.45 | 107.05 | 20.05 (23.05%) | 18.35 | 27 | -1 | 23 | |||||||||
| 8 Jun | 24805.00 | 82.25 | -58.75 (-41.67%) | 20.24 | 11 | -5 | 25 | |||||||||
| 5 Jun | 25056.80 | 140.85 | 5.85 (4.33%) | 18.99 | 25 | 8 | 30 | |||||||||
| 4 Jun | 25031.25 | 134.6 | -3.4 (-2.46%) | 18.84 | 55 | 10 | 22 | |||||||||
| 3 Jun | 24955.70 | 139.2 | 35.2 (33.85%) | 19.25 | 24 | 8 | 10 | |||||||||
| 2 Jun | 24861.25 | 102.7 | -47.3 (-31.53%) | 18.06 | 18 | -2 | 3 | |||||||||
| 1 Jun | 25008.45 | 149.75 | -91.25 (-37.86%) | 18.95 | 10 | 7 | 7 | |||||||||
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26300 expiring on 30JUN2026
Delta for 26300 CE is 0.65
Historical price for 26300 CE is as follows
On 23 Jun FINNIFTY was trading at 26480.55. The strike last trading price was 320, which was -86 lower than the previous day. The implied volatity was 13.62, the open interest changed by -17 which decreased total open position to 422
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 392, which was 32 higher than the previous day. The implied volatity was 12.9, the open interest changed by -47 which decreased total open position to 439
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 375.7, which was -56.3 lower than the previous day. The implied volatity was 14.19, the open interest changed by -5 which decreased total open position to 484
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 440, which was 77 higher than the previous day. The implied volatity was 12.02, the open interest changed by -463 which decreased total open position to 499
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 342.1, which was -67.9 lower than the previous day. The implied volatity was 12.71, the open interest changed by 356 which increased total open position to 983
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 410, which was 16 higher than the previous day. The implied volatity was 14.4, the open interest changed by -212 which decreased total open position to 624
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 374.45, which was 108.45 higher than the previous day. The implied volatity was 17, the open interest changed by 756 which increased total open position to 836
On 12 Jun FINNIFTY was trading at 25943.35. The strike last trading price was 271.8, which was 194.8 higher than the previous day. The implied volatity was 16.96, the open interest changed by 35 which increased total open position to 81
On 11 Jun FINNIFTY was trading at 25152.00. The strike last trading price was 77.9, which was -16.1 lower than the previous day. The implied volatity was 17.21, the open interest changed by 27 which increased total open position to 49
On 10 Jun FINNIFTY was trading at 25206.25. The strike last trading price was 90.85, which was -18.15 lower than the previous day. The implied volatity was 17.32, the open interest changed by 3 which increased total open position to 24
On 9 Jun FINNIFTY was trading at 25152.45. The strike last trading price was 107.05, which was 20.05 higher than the previous day. The implied volatity was 18.35, the open interest changed by -1 which decreased total open position to 23
On 8 Jun FINNIFTY was trading at 24805.00. The strike last trading price was 82.25, which was -58.75 lower than the previous day. The implied volatity was 20.24, the open interest changed by -5 which decreased total open position to 25
On 5 Jun FINNIFTY was trading at 25056.80. The strike last trading price was 140.85, which was 5.85 higher than the previous day. The implied volatity was 18.99, the open interest changed by 8 which increased total open position to 30
On 4 Jun FINNIFTY was trading at 25031.25. The strike last trading price was 134.6, which was -3.4 lower than the previous day. The implied volatity was 18.84, the open interest changed by 10 which increased total open position to 22
On 3 Jun FINNIFTY was trading at 24955.70. The strike last trading price was 139.2, which was 35.2 higher than the previous day. The implied volatity was 19.25, the open interest changed by 8 which increased total open position to 10
On 2 Jun FINNIFTY was trading at 24861.25. The strike last trading price was 102.7, which was -47.3 lower than the previous day. The implied volatity was 18.06, the open interest changed by -2 which decreased total open position to 3
On 1 Jun FINNIFTY was trading at 25008.45. The strike last trading price was 149.75, which was -91.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 7 which increased total open position to 7
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 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 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
| FINNIFTY 30-Jun-2026 (7d) 26300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.14
Theta: -10.45
Gamma: 0.00071
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 26480.55 | 123.95 | 37.5 (43.38%) | 13.79 | 380 | -36 | 758 |
| 22 Jun | 26585.55 | 87.9 | -91.05 (-50.88%) | 12.87 | 1,020 | 91 | 797 |
| 19 Jun | 26431.15 | 154 | 2.25 (1.48%) | 13.07 | 1,007 | 73 | 713 |
| 18 Jun | 26581.95 | 144 | -116.75 (-44.77%) | 14.61 | 1,244 | 263 | 644 |
| 17 Jun | 26404.95 | 254.55 | -20 (-7.28%) | 16.27 | 1,393 | 127 | 405 |
| 16 Jun | 26442.30 | 279.6 | -92.65 (-24.89%) | 17.8 | 623 | -20 | 275 |
| 15 Jun | 26274.80 | 380 | -2168.25 (-85.09%) | 18.22 | 718 | 299 | 299 |
| 12 Jun | 25943.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 25152.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 25206.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 25152.45 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 24805.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 25056.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 25031.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 24955.70 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 24861.25 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 25008.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 26445.00 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 25760.50 | 0 | 0 (0.00%) | 0.35 | 0 | 0 | 0 |
| 8 Apr | 26053.05 | 0 | 0 (0.00%) | 0.7 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26300 expiring on 30JUN2026
Delta for 26300 PE is -0.35
Historical price for 26300 PE is as follows
On 23 Jun FINNIFTY was trading at 26480.55. The strike last trading price was 123.95, which was 37.5 higher than the previous day. The implied volatity was 13.79, the open interest changed by -36 which decreased total open position to 758
On 22 Jun FINNIFTY was trading at 26585.55. The strike last trading price was 87.9, which was -91.05 lower than the previous day. The implied volatity was 12.87, the open interest changed by 91 which increased total open position to 797
On 19 Jun FINNIFTY was trading at 26431.15. The strike last trading price was 154, which was 2.25 higher than the previous day. The implied volatity was 13.07, the open interest changed by 73 which increased total open position to 713
On 18 Jun FINNIFTY was trading at 26581.95. The strike last trading price was 144, which was -116.75 lower than the previous day. The implied volatity was 14.61, the open interest changed by 263 which increased total open position to 644
On 17 Jun FINNIFTY was trading at 26404.95. The strike last trading price was 254.55, which was -20 lower than the previous day. The implied volatity was 16.27, the open interest changed by 127 which increased total open position to 405
On 16 Jun FINNIFTY was trading at 26442.30. The strike last trading price was 279.6, which was -92.65 lower than the previous day. The implied volatity was 17.8, the open interest changed by -20 which decreased total open position to 275
On 15 Jun FINNIFTY was trading at 26274.80. The strike last trading price was 380, which was -2168.25 lower than the previous day. The implied volatity was 18.22, the open interest changed by 299 which increased total open position to 299
On 12 Jun FINNIFTY was trading at 25943.35. 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 11 Jun FINNIFTY was trading at 25152.00. 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 10 Jun FINNIFTY was trading at 25206.25. 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 Jun FINNIFTY was trading at 25152.45. 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 Jun FINNIFTY was trading at 24805.00. 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 5 Jun FINNIFTY was trading at 25056.80. 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 4 Jun FINNIFTY was trading at 25031.25. 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 3 Jun FINNIFTY was trading at 24955.70. 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 2 Jun FINNIFTY was trading at 24861.25. 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 1 Jun FINNIFTY was trading at 25008.45. 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 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 0.35, the open interest changed by 0 which decreased total open position to 0
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 0.7, the open interest changed by 0 which decreased total open position to 0
