FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
13 Feb 2026 04:12 PM IST
| FINNIFTY 24-FEB-2026 27350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 7.54
Theta: -11.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Feb | 28126.35 | 889.8 | 44.6 | 13.17 | 10 | 0 | 77 | |||||||||
| 12 Feb | 28385.20 | 845.2 | 238.05 | - | 0 | 0 | 77 | |||||||||
| 11 Feb | 28276.95 | 845.2 | 238.05 | - | 0 | 0 | 77 | |||||||||
| 10 Feb | 28186.25 | 845.2 | 238.05 | - | 0 | 0 | 77 | |||||||||
| 9 Feb | 28154.05 | 845.2 | 238.05 | 6.13 | 10 | -2 | 83 | |||||||||
| 6 Feb | 27807.10 | 607.15 | -69.4 | - | 0 | 0 | 85 | |||||||||
| 5 Feb | 27689.35 | 607.15 | -69.4 | 11.68 | 2 | 0 | 83 | |||||||||
| 4 Feb | 27802.55 | 676.55 | 56.25 | 12.4 | 5 | 1 | 84 | |||||||||
| 3 Feb | 27674.05 | 609.2 | 401.55 | 12.66 | 188 | -64 | 83 | |||||||||
| 2 Feb | 26799.00 | 204.65 | -15.4 | 13.65 | 218 | 8 | 151 | |||||||||
| 1 Feb | 26699.10 | 205.55 | -277.75 | 15.09 | 674 | 103 | 150 | |||||||||
| 30 Jan | 27330.85 | 473.2 | -101.35 | 13.77 | 485 | 37 | 48 | |||||||||
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| 29 Jan | 27509.60 | 578.65 | 90.5 | 12.39 | 128 | -1 | 12 | |||||||||
| 28 Jan | 27335.20 | 496.3 | 92.05 | 13.69 | 37 | 16 | 16 | |||||||||
For Nifty Financial Services - strike price 27350 expiring on 24FEB2026
Delta for 27350 CE is 0.92
Historical price for 27350 CE is as follows
On 13 Feb FINNIFTY was trading at 28126.35. The strike last trading price was 889.8, which was 44.6 higher than the previous day. The implied volatity was 13.17, the open interest changed by 0 which decreased total open position to 77
On 12 Feb FINNIFTY was trading at 28385.20. The strike last trading price was 845.2, which was 238.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 11 Feb FINNIFTY was trading at 28276.95. The strike last trading price was 845.2, which was 238.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 10 Feb FINNIFTY was trading at 28186.25. The strike last trading price was 845.2, which was 238.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 9 Feb FINNIFTY was trading at 28154.05. The strike last trading price was 845.2, which was 238.05 higher than the previous day. The implied volatity was 6.13, the open interest changed by -2 which decreased total open position to 83
On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 607.15, which was -69.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85
On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 607.15, which was -69.4 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 83
On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 676.55, which was 56.25 higher than the previous day. The implied volatity was 12.4, the open interest changed by 1 which increased total open position to 84
On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 609.2, which was 401.55 higher than the previous day. The implied volatity was 12.66, the open interest changed by -64 which decreased total open position to 83
On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 204.65, which was -15.4 lower than the previous day. The implied volatity was 13.65, the open interest changed by 8 which increased total open position to 151
On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 205.55, which was -277.75 lower than the previous day. The implied volatity was 15.09, the open interest changed by 103 which increased total open position to 150
On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 473.2, which was -101.35 lower than the previous day. The implied volatity was 13.77, the open interest changed by 37 which increased total open position to 48
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 578.65, which was 90.5 higher than the previous day. The implied volatity was 12.39, the open interest changed by -1 which decreased total open position to 12
On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 496.3, which was 92.05 higher than the previous day. The implied volatity was 13.69, the open interest changed by 16 which increased total open position to 16
| FINNIFTY 24FEB2026 27350 PE | |||||||
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Delta: -0.14
Vega: 10.61
Theta: -6.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Feb | 28126.35 | 55.85 | 19.95 | 16.53 | 74 | 25 | 78 |
| 12 Feb | 28385.20 | 38.5 | -4.3 | 16.99 | 71 | -7 | 51 |
| 11 Feb | 28276.95 | 43.55 | -11.6 | 15.75 | 58 | 8 | 59 |
| 10 Feb | 28186.25 | 55 | -11.1 | 15.18 | 42 | -4 | 53 |
| 9 Feb | 28154.05 | 66.65 | -70.55 | 15.54 | 82 | 2 | 58 |
| 6 Feb | 27807.10 | 137.2 | -34.15 | 14.57 | 61 | -11 | 52 |
| 5 Feb | 27689.35 | 163.85 | -393.35 | 14.24 | 253 | 32 | 77 |
| 4 Feb | 27802.55 | 557.2 | -289.05 | - | 0 | 0 | 45 |
| 3 Feb | 27674.05 | 557.2 | -289.05 | 29.11 | 25 | 0 | 22 |
| 2 Feb | 26799.00 | 846.25 | 76 | 24.24 | 9 | -1 | 22 |
| 1 Feb | 26699.10 | 780.45 | 406.45 | 18.71 | 232 | -12 | 27 |
| 30 Jan | 27330.85 | 380.4 | 71.6 | 15.87 | 230 | 8 | 39 |
| 29 Jan | 27509.60 | 308.3 | -82.75 | 16.13 | 148 | 11 | 30 |
| 28 Jan | 27335.20 | 397.05 | -173.85 | 16.18 | 124 | 19 | 19 |
For Nifty Financial Services - strike price 27350 expiring on 24FEB2026
Delta for 27350 PE is -0.14
Historical price for 27350 PE is as follows
On 13 Feb FINNIFTY was trading at 28126.35. The strike last trading price was 55.85, which was 19.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by 25 which increased total open position to 78
On 12 Feb FINNIFTY was trading at 28385.20. The strike last trading price was 38.5, which was -4.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by -7 which decreased total open position to 51
On 11 Feb FINNIFTY was trading at 28276.95. The strike last trading price was 43.55, which was -11.6 lower than the previous day. The implied volatity was 15.75, the open interest changed by 8 which increased total open position to 59
On 10 Feb FINNIFTY was trading at 28186.25. The strike last trading price was 55, which was -11.1 lower than the previous day. The implied volatity was 15.18, the open interest changed by -4 which decreased total open position to 53
On 9 Feb FINNIFTY was trading at 28154.05. The strike last trading price was 66.65, which was -70.55 lower than the previous day. The implied volatity was 15.54, the open interest changed by 2 which increased total open position to 58
On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 137.2, which was -34.15 lower than the previous day. The implied volatity was 14.57, the open interest changed by -11 which decreased total open position to 52
On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 163.85, which was -393.35 lower than the previous day. The implied volatity was 14.24, the open interest changed by 32 which increased total open position to 77
On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 557.2, which was -289.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 557.2, which was -289.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 22
On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 846.25, which was 76 higher than the previous day. The implied volatity was 24.24, the open interest changed by -1 which decreased total open position to 22
On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 780.45, which was 406.45 higher than the previous day. The implied volatity was 18.71, the open interest changed by -12 which decreased total open position to 27
On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 380.4, which was 71.6 higher than the previous day. The implied volatity was 15.87, the open interest changed by 8 which increased total open position to 39
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 308.3, which was -82.75 lower than the previous day. The implied volatity was 16.13, the open interest changed by 11 which increased total open position to 30
On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 397.05, which was -173.85 lower than the previous day. The implied volatity was 16.18, the open interest changed by 19 which increased total open position to 19
