FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
05 Mar 2026 11:48 AM IST
| FINNIFTY 30-MAR-2026 27350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 28.29
Theta: -13.21
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Mar | 27057.55 | 444.7 | -99.05 | 17.43 | 23 | 7 | 14 | |||||||||
| 4 Mar | 27020.45 | 543.75 | -150.65 | 21.2 | 7 | 4 | 6 | |||||||||
|
|
||||||||||||||||
| 2 Mar | 27564.10 | 694.4 | -591.9 | 15.49 | 3 | 2 | 2 | |||||||||
| 27 Feb | 27869.75 | 1286.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 28309.85 | 1286.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 1286.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27350 expiring on 30MAR2026
Delta for 27350 CE is 0.48
Historical price for 27350 CE is as follows
On 5 Mar FINNIFTY was trading at 27057.55. The strike last trading price was 444.7, which was -99.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 7 which increased total open position to 14
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 543.75, which was -150.65 lower than the previous day. The implied volatity was 21.2, the open interest changed by 4 which increased total open position to 6
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 694.4, which was -591.9 lower than the previous day. The implied volatity was 15.49, the open interest changed by 2 which increased total open position to 2
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 1286.3, 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 1286.3, 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 1286.3, 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 27350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 28.28
Theta: -5.6
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Mar | 27057.55 | 540.85 | -47.05 | 17.15 | 28 | -18 | 28 |
| 4 Mar | 27020.45 | 587.9 | 241.1 | 17.85 | 19 | -5 | 47 |
| 2 Mar | 27564.10 | 339.6 | 141.1 | 17.04 | 212 | 2 | 54 |
| 27 Feb | 27869.75 | 207 | 76.35 | 15.5 | 79 | 24 | 53 |
| 26 Feb | 28309.85 | 130.65 | -41.4 | 15.87 | 44 | 29 | 29 |
| 25 Feb | 28339.65 | 172.05 | 0 | 3.38 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27350 expiring on 30MAR2026
Delta for 27350 PE is -0.53
Historical price for 27350 PE is as follows
On 5 Mar FINNIFTY was trading at 27057.55. The strike last trading price was 540.85, which was -47.05 lower than the previous day. The implied volatity was 17.15, the open interest changed by -18 which decreased total open position to 28
On 4 Mar FINNIFTY was trading at 27020.45. The strike last trading price was 587.9, which was 241.1 higher than the previous day. The implied volatity was 17.85, the open interest changed by -5 which decreased total open position to 47
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 339.6, which was 141.1 higher than the previous day. The implied volatity was 17.04, the open interest changed by 2 which increased total open position to 54
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 207, which was 76.35 higher than the previous day. The implied volatity was 15.5, the open interest changed by 24 which increased total open position to 53
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 130.65, which was -41.4 lower than the previous day. The implied volatity was 15.87, the open interest changed by 29 which increased total open position to 29
On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 172.05, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
