[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27058.55 +38.10 (0.14%)
L: 27017.35 H: 27216.35

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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