[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27565.5 -19.05 (-0.07%)
L: 27529.7 H: 27722.7

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Historical option data for FINNIFTY

24 Dec 2025 04:12 PM IST
FINNIFTY 27-JAN-2026 26500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.09
Vega: 13.92
Theta: -1.74
Gamma: 0.00
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