FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
06 Feb 2026 04:12 PM IST
| FINNIFTY 24-FEB-2026 27550 CE | ||||||||||||||||
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Delta: 0.73
Vega: 20.56
Theta: -11.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 27807.10 | 495.75 | -80.45 | 10.63 | 86 | -7 | 51 | |||||||||
| 5 Feb | 27689.35 | 576.2 | 95.65 | - | 0 | 0 | 58 | |||||||||
| 4 Feb | 27802.55 | 576.2 | 95.65 | 14.2 | 16 | -1 | 59 | |||||||||
| 3 Feb | 27674.05 | 474.85 | 320.05 | 12.57 | 43 | -18 | 59 | |||||||||
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| 2 Feb | 26799.00 | 152.7 | -2.4 | 14.09 | 92 | 54 | 77 | |||||||||
| 1 Feb | 26699.10 | 150.6 | -222.1 | 14.93 | 223 | -2 | 26 | |||||||||
| 30 Jan | 27330.85 | 367.85 | -88.35 | 13.66 | 115 | -1 | 28 | |||||||||
| 29 Jan | 27509.60 | 468 | 144.3 | 12.92 | 174 | 30 | 30 | |||||||||
| 28 Jan | 27335.20 | 323.7 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27550 expiring on 24FEB2026
Delta for 27550 CE is 0.73
Historical price for 27550 CE is as follows
On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 495.75, which was -80.45 lower than the previous day. The implied volatity was 10.63, the open interest changed by -7 which decreased total open position to 51
On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 576.2, which was 95.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 576.2, which was 95.65 higher than the previous day. The implied volatity was 14.2, the open interest changed by -1 which decreased total open position to 59
On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 474.85, which was 320.05 higher than the previous day. The implied volatity was 12.57, the open interest changed by -18 which decreased total open position to 59
On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 152.7, which was -2.4 lower than the previous day. The implied volatity was 14.09, the open interest changed by 54 which increased total open position to 77
On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 150.6, which was -222.1 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 26
On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 367.85, which was -88.35 lower than the previous day. The implied volatity was 13.66, the open interest changed by -1 which decreased total open position to 28
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 468, which was 144.3 higher than the previous day. The implied volatity was 12.92, the open interest changed by 30 which increased total open position to 30
On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 323.7, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 24FEB2026 27550 PE | |||||||
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Delta: -0.32
Vega: 22.21
Theta: -6.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 27807.10 | 190.35 | -47.25 | 14.28 | 1,505 | 187 | 459 |
| 5 Feb | 27689.35 | 231.7 | 12.8 | 14.45 | 1,244 | 152 | 290 |
| 4 Feb | 27802.55 | 213.1 | -85.5 | 14.28 | 379 | -19 | 138 |
| 3 Feb | 27674.05 | 302 | -583.25 | 15.88 | 484 | 131 | 154 |
| 2 Feb | 26799.00 | 931.6 | 465.6 | - | 0 | 0 | 23 |
| 1 Feb | 26699.10 | 931.6 | 465.6 | 19.29 | 26 | 0 | 23 |
| 30 Jan | 27330.85 | 467.4 | 76.9 | 15.58 | 6 | 2 | 22 |
| 29 Jan | 27509.60 | 387 | -94.6 | 15.98 | 75 | 15 | 23 |
| 28 Jan | 27335.20 | 477.9 | -211.5 | 15.66 | 24 | 8 | 8 |
For Nifty Financial Services - strike price 27550 expiring on 24FEB2026
Delta for 27550 PE is -0.32
Historical price for 27550 PE is as follows
On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 190.35, which was -47.25 lower than the previous day. The implied volatity was 14.28, the open interest changed by 187 which increased total open position to 459
On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 231.7, which was 12.8 higher than the previous day. The implied volatity was 14.45, the open interest changed by 152 which increased total open position to 290
On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 213.1, which was -85.5 lower than the previous day. The implied volatity was 14.28, the open interest changed by -19 which decreased total open position to 138
On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 302, which was -583.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 131 which increased total open position to 154
On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 931.6, which was 465.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 931.6, which was 465.6 higher than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 23
On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 467.4, which was 76.9 higher than the previous day. The implied volatity was 15.58, the open interest changed by 2 which increased total open position to 22
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 387, which was -94.6 lower than the previous day. The implied volatity was 15.98, the open interest changed by 15 which increased total open position to 23
On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 477.9, which was -211.5 lower than the previous day. The implied volatity was 15.66, the open interest changed by 8 which increased total open position to 8






























































































































































































































