FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Dec 2025 04:12 PM IST
| FINNIFTY 27-JAN-2026 26500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 27565.50 | 1762.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 27584.55 | 1762.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 27479.85 | 1762.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 27378.60 | 1762.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 27267.10 | 1762.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 27251.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Dec | 27385.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 27603.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 26500 expiring on 27JAN2026
Delta for 26500 CE is -
Historical price for 26500 CE is as follows
On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 1762.15, 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 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 1762.15, 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 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 1762.15, 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 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 1762.15, 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 18 Dec FINNIFTY was trading at 27267.10. The strike last trading price was 1762.15, 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 17 Dec FINNIFTY was trading at 27251.95. 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 16 Dec FINNIFTY was trading at 27385.55. 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 Dec FINNIFTY was trading at 27603.15. 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 27JAN2026 26500 PE | |||||||
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Delta: -0.09
Vega: 13.92
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 27565.50 | 44 | -5.7 | 11.97 | 6 | 0 | 8 |
| 23 Dec | 27584.55 | 49.65 | -12 | 12.51 | 4 | 3 | 7 |
| 22 Dec | 27479.85 | 61.65 | -38.35 | 12.41 | 1 | 0 | 3 |
| 19 Dec | 27378.60 | 100 | -77.55 | 13.38 | 1 | 0 | 2 |
| 18 Dec | 27267.10 | 177.55 | -230.05 | 15.63 | 2 | 0 | 0 |
| 17 Dec | 27251.95 | 407.6 | 0 | 2.78 | 0 | 0 | 0 |
| 16 Dec | 27385.55 | 407.6 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 27603.15 | 407.6 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 26500 expiring on 27JAN2026
Delta for 26500 PE is -0.09
Historical price for 26500 PE is as follows
On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 44, which was -5.7 lower than the previous day. The implied volatity was 11.97, the open interest changed by 0 which decreased total open position to 8
On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 49.65, which was -12 lower than the previous day. The implied volatity was 12.51, the open interest changed by 3 which increased total open position to 7
On 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 61.65, which was -38.35 lower than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 3
On 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 100, which was -77.55 lower than the previous day. The implied volatity was 13.38, the open interest changed by 0 which decreased total open position to 2
On 18 Dec FINNIFTY was trading at 27267.10. The strike last trading price was 177.55, which was -230.05 lower than the previous day. The implied volatity was 15.63, the open interest changed by 0 which decreased total open position to 0
On 17 Dec FINNIFTY was trading at 27251.95. The strike last trading price was 407.6, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 407.6, 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 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 407.6, 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































































































































































































































