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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

FINNIFTY 27-JAN-2026 27500 CE
Delta: 0.63 Vega: 31.59 Theta: -9.50 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	27565.50	510.2 ₹ 30,612	-7.5 -450.00	10.44	70 4,200	28 1,680	81 4,860
23 Dec	27584.55	519.1 ₹ 31,146	46.9 2814.00	9.46	48 2,880	5 300	52 3,120
22 Dec	27479.85	476.6 ₹ 28,596	72.3 4338.00	10.03	75 4,500	46 2,760	47 2,820
19 Dec	27378.60	404.3 ₹ 24,258	-741.85 -44511.00	-	0 0	0 0	1 60
18 Dec	27267.10	404.3 ₹ 24,258	-741.85 -44511.00	10.23	1 60	0 0	0 0
17 Dec	27251.95	1146.15 ₹ 68,769	0 0.00	-	0 0	0 0	0 0
16 Dec	27385.55	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Dec	27603.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

10 Nov	27305.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	27238.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	27306.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	27138.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty Financial Services - strike price 27500 expiring on 27JAN2026

Delta for 27500 CE is 0.63

Historical price for 27500 CE is as follows

On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 510.2, which was -7.5 lower than the previous day. The implied volatity was 10.44, the open interest changed by 28 which increased total open position to 81

On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 519.1, which was 46.9 higher than the previous day. The implied volatity was 9.46, the open interest changed by 5 which increased total open position to 52

On 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 476.6, which was 72.3 higher than the previous day. The implied volatity was 10.03, the open interest changed by 46 which increased total open position to 47

On 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 404.3, which was -741.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 18 Dec FINNIFTY was trading at 27267.10. The strike last trading price was 404.3, which was -741.85 lower than the previous day. The implied volatity was 10.23, 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 1146.15, 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 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

On 10 Nov FINNIFTY was trading at 27305.05. 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 7 Nov FINNIFTY was trading at 27238.75. 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 3 Nov FINNIFTY was trading at 27306.15. 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

On 31 Oct FINNIFTY was trading at 27138.85. 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 27500 PE
Delta: -0.37 Vega: 31.72 Theta: -2.21 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	27565.50	236.25 ₹ 14,175	13.55 813.00	10.85	272 16,320	29 1,740	88 5,280
23 Dec	27584.55	228.95 ₹ 13,737	-21.5 -1290.00	11.08	74 4,440	25 1,500	57 3,420
22 Dec	27479.85	250.1 ₹ 15,006	-139.9 -8394.00	10.43	51 3,060	30 1,800	30 1,800
19 Dec	27378.60	390 ₹ 23,400	110 6600.00	-	0 0	0 0	0 0
18 Dec	27267.10	390 ₹ 23,400	110 6600.00	-	0 0	0 0	0 0
17 Dec	27251.95	390 ₹ 23,400	110 6600.00	11.70	2 120	0 0	2 120
16 Dec	27385.55	280 ₹ 16,800	-20 -1200.00	-	0 0	0 0	2 120
15 Dec	27603.15	280 ₹ 16,800	-20 -1200.00	12.29	1 60	0 0	1 60
10 Nov	27305.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	27238.75	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	27306.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	27138.85	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty Financial Services - strike price 27500 expiring on 27JAN2026

Delta for 27500 PE is -0.37

Historical price for 27500 PE is as follows

On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 236.25, which was 13.55 higher than the previous day. The implied volatity was 10.85, the open interest changed by 29 which increased total open position to 88

On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 228.95, which was -21.5 lower than the previous day. The implied volatity was 11.08, the open interest changed by 25 which increased total open position to 57

On 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 250.1, which was -139.9 lower than the previous day. The implied volatity was 10.43, the open interest changed by 30 which increased total open position to 30

On 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 390, which was 110 higher 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 390, which was 110 higher 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 390, which was 110 higher than the previous day. The implied volatity was 11.70, the open interest changed by 0 which decreased total open position to 2

On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 280, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 280, which was -20 lower than the previous day. The implied volatity was 12.29, the open interest changed by 0 which decreased total open position to 1

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