FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 27250 CE | ||||||||||||||||
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Delta: 0.13
Vega: 12.09
Theta: -8.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 25663.20 | 78.45 | -48.3 | 21.48 | 112 | 15 | 93 | |||||||||
| 11 Mar | 25920.80 | 111.9 | -172.2 | 20.78 | 345 | 19 | 81 | |||||||||
| 10 Mar | 26535.20 | 284.1 | 58.1 | 20.24 | 45 | 5 | 62 | |||||||||
| 9 Mar | 26039.30 | 220.25 | -119.45 | 23.97 | 3 | 1 | 58 | |||||||||
| 6 Mar | 26652.45 | 337.95 | -229.7 | 18.79 | 213 | 40 | 57 | |||||||||
| 5 Mar | 27235.80 | 519.65 | 67.3 | 15.58 | 135 | 17 | 18 | |||||||||
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| 4 Mar | 27020.45 | 452.35 | -261.4 | 16.41 | 1 | 0 | 2 | |||||||||
| 2 Mar | 27564.10 | 713.75 | -650.95 | 13.86 | 3 | 1 | 1 | |||||||||
| 27 Feb | 27869.75 | 1364.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 1364.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 1364.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27250 expiring on 30MAR2026
Delta for 27250 CE is 0.13
Historical price for 27250 CE is as follows
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 78.45, which was -48.3 lower than the previous day. The implied volatity was 21.48, the open interest changed by 15 which increased total open position to 93
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 111.9, which was -172.2 lower than the previous day. The implied volatity was 20.78, the open interest changed by 19 which increased total open position to 81
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 284.1, which was 58.1 higher than the previous day. The implied volatity was 20.24, the open interest changed by 5 which increased total open position to 62
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 220.25, which was -119.45 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 58
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 337.95, which was -229.7 lower than the previous day. The implied volatity was 18.79, the open interest changed by 40 which increased total open position to 57
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 519.65, which was 67.3 higher than the previous day. The implied volatity was 15.58, the open interest changed by 17 which increased total open position to 18
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 452.35, which was -261.4 lower than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 2
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 713.75, which was -650.95 lower than the previous day. The implied volatity was 13.86, the open interest changed by 1 which increased total open position to 1
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 1364.7, 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 1364.7, 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 1364.7, 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 30MAR2026 27250 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 25663.20 | 1282.95 | -357.85 | - | 0 | 0 | 89 |
| 11 Mar | 25920.80 | 1282.95 | -357.85 | 17.87 | 14 | 3 | 90 |
| 10 Mar | 26535.20 | 1640.8 | 889.35 | - | 2 | 0 | 87 |
| 9 Mar | 26039.30 | 1640.8 | 889.35 | 40.32 | 2 | 0 | 87 |
| 6 Mar | 26652.45 | 751.45 | 297.35 | 19.01 | 59 | -7 | 87 |
| 5 Mar | 27235.80 | 456.2 | -161.3 | 18.6 | 126 | -21 | 93 |
| 4 Mar | 27020.45 | 617.5 | 308.4 | 20.74 | 44 | -14 | 118 |
| 2 Mar | 27564.10 | 297.6 | 120.85 | 16.86 | 553 | 83 | 135 |
| 27 Feb | 27869.75 | 186.85 | 53.4 | 15.8 | 99 | 37 | 54 |
| 26 Feb | 28309.85 | 133.45 | -17.6 | 16.86 | 20 | 9 | 9 |
| 25 Feb | 28339.65 | 151.05 | 0 | 3.65 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27250 expiring on 30MAR2026
Delta for 27250 PE is -
Historical price for 27250 PE is as follows
On 12 Mar FINNIFTY was trading at 25663.20. The strike last trading price was 1282.95, which was -357.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 11 Mar FINNIFTY was trading at 25920.80. The strike last trading price was 1282.95, which was -357.85 lower than the previous day. The implied volatity was 17.87, the open interest changed by 3 which increased total open position to 90
On 10 Mar FINNIFTY was trading at 26535.20. The strike last trading price was 1640.8, which was 889.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 9 Mar FINNIFTY was trading at 26039.30. The strike last trading price was 1640.8, which was 889.35 higher than the previous day. The implied volatity was 40.32, the open interest changed by 0 which decreased total open position to 87
On 6 Mar FINNIFTY was trading at 26652.45. The strike last trading price was 751.45, which was 297.35 higher than the previous day. The implied volatity was 19.01, the open interest changed by -7 which decreased total open position to 87
On 5 Mar FINNIFTY was trading at 27235.80. The strike last trading price was 456.2, which was -161.3 lower than the previous day. The implied volatity was 18.6, the open interest changed by -21 which decreased total open position to 93
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 617.5, which was 308.4 higher than the previous day. The implied volatity was 20.74, the open interest changed by -14 which decreased total open position to 118
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 297.6, which was 120.85 higher than the previous day. The implied volatity was 16.86, the open interest changed by 83 which increased total open position to 135
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 186.85, which was 53.4 higher than the previous day. The implied volatity was 15.8, the open interest changed by 37 which increased total open position to 54
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 133.45, which was -17.6 lower than the previous day. The implied volatity was 16.86, the open interest changed by 9 which increased total open position to 9
On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 151.05, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
