[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27382.1 -290.50 (-1.05%)
L: 27302.5 H: 27689.05

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Historical option data for FINNIFTY

09 Jan 2026 04:12 PM IST
FINNIFTY 27-JAN-2026 27600 CE
Delta: 0.47
Vega: 24.19
Theta: -10.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 27382.10 229.2 -132.95 10.66 1,417 224 367
8 Jan 27672.60 361.55 -112.9 9.68 251 -1 142
7 Jan 27853.35 480.2 -85.35 8.32 53 1 144
6 Jan 27945.10 564.85 81.95 9.33 39 -14 143
5 Jan 27851.45 478.6 -62.3 7.22 28 0 156
2 Jan 27899.15 546.25 136.45 7.31 206 -22 157
1 Jan 27666.80 407.15 2.55 8.58 674 44 181
31 Dec 27613.30 404.95 86.15 9.32 872 106 160
30 Dec 27382.80 360.2 58.8 11.00 58 22 51
29 Dec 27363.50 297.85 -33.65 9.85 50 6 27
26 Dec 27430.75 331.5 -90.55 9.06 23 6 21
24 Dec 27565.50 420.9 -29 9.40 54 6 14
23 Dec 27584.55 449.9 35.65 9.27 7 -1 8
22 Dec 27479.85 414.25 -679.05 9.88 10 9 9
19 Dec 27378.60 1093.3 0 - 0 0 0
18 Dec 27267.10 1093.3 0 0.10 0 0 0
17 Dec 27251.95 1093.3 0 - 0 0 0
16 Dec 27385.55 1093.3 0 - 0 0 0
10 Nov 27305.05 0 0 - 0 0 0
7 Nov 27238.75 0 0 - 0 0 0
3 Nov 27306.15 0 0 - 0 0 0
31 Oct 27138.85 0 0 - 0 0 0


For Nifty Financial Services - strike price 27600 expiring on 27JAN2026

Delta for 27600 CE is 0.47

Historical price for 27600 CE is as follows

On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 229.2, which was -132.95 lower than the previous day. The implied volatity was 10.66, the open interest changed by 224 which increased total open position to 367


On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 361.55, which was -112.9 lower than the previous day. The implied volatity was 9.68, the open interest changed by -1 which decreased total open position to 142


On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 480.2, which was -85.35 lower than the previous day. The implied volatity was 8.32, the open interest changed by 1 which increased total open position to 144


On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 564.85, which was 81.95 higher than the previous day. The implied volatity was 9.33, the open interest changed by -14 which decreased total open position to 143


On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 478.6, which was -62.3 lower than the previous day. The implied volatity was 7.22, the open interest changed by 0 which decreased total open position to 156


On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 546.25, which was 136.45 higher than the previous day. The implied volatity was 7.31, the open interest changed by -22 which decreased total open position to 157


On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 407.15, which was 2.55 higher than the previous day. The implied volatity was 8.58, the open interest changed by 44 which increased total open position to 181


On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 404.95, which was 86.15 higher than the previous day. The implied volatity was 9.32, the open interest changed by 106 which increased total open position to 160


On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 360.2, which was 58.8 higher than the previous day. The implied volatity was 11.00, the open interest changed by 22 which increased total open position to 51


On 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 297.85, which was -33.65 lower than the previous day. The implied volatity was 9.85, the open interest changed by 6 which increased total open position to 27


On 26 Dec FINNIFTY was trading at 27430.75. The strike last trading price was 331.5, which was -90.55 lower than the previous day. The implied volatity was 9.06, the open interest changed by 6 which increased total open position to 21


On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 420.9, which was -29 lower than the previous day. The implied volatity was 9.40, the open interest changed by 6 which increased total open position to 14


On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 449.9, which was 35.65 higher than the previous day. The implied volatity was 9.27, the open interest changed by -1 which decreased total open position to 8


On 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 414.25, which was -679.05 lower than the previous day. The implied volatity was 9.88, the open interest changed by 9 which increased total open position to 9


On 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 1093.3, 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 18 Dec FINNIFTY was trading at 27267.10. The strike last trading price was 1093.3, which was 0 lower than the previous day. The implied volatity was 0.10, 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 1093.3, 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 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 1093.3, 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 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 27600 PE
Delta: -0.53
Vega: 24.19
Theta: -3.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 27382.10 288.85 107.55 10.57 2,234 88 442
8 Jan 27672.60 175.5 45.75 10.58 1,377 -101 353
7 Jan 27853.35 125.65 4.45 11.03 1,820 -251 458
6 Jan 27945.10 120 -39.7 11.47 2,215 518 709
5 Jan 27851.45 162 12.95 12.29 298 -18 191
2 Jan 27899.15 147.85 -68.55 11.79 493 -32 208
1 Jan 27666.80 214.3 -28.6 11.28 1,273 96 246
31 Dec 27613.30 236.8 -114.4 11.30 798 134 154
30 Dec 27382.80 351.2 8.4 12.49 7 1 20
29 Dec 27363.50 346.55 -1.15 11.02 26 0 18
26 Dec 27430.75 349.55 84 11.91 54 9 18
24 Dec 27565.50 269.2 -6.45 10.72 57 6 8
23 Dec 27584.55 252.25 -569.85 10.62 2 1 1
22 Dec 27479.85 822.1 0 0.44 0 0 0
19 Dec 27378.60 822.1 0 - 0 0 0
18 Dec 27267.10 822.1 0 - 0 0 0
17 Dec 27251.95 822.1 0 - 0 0 0
16 Dec 27385.55 822.1 0 - 0 0 0
10 Nov 27305.05 0 0 - 0 0 0
7 Nov 27238.75 0 0 - 0 0 0
3 Nov 27306.15 0 0 - 0 0 0
31 Oct 27138.85 0 0 - 0 0 0


For Nifty Financial Services - strike price 27600 expiring on 27JAN2026

Delta for 27600 PE is -0.53

Historical price for 27600 PE is as follows

On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 288.85, which was 107.55 higher than the previous day. The implied volatity was 10.57, the open interest changed by 88 which increased total open position to 442


On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 175.5, which was 45.75 higher than the previous day. The implied volatity was 10.58, the open interest changed by -101 which decreased total open position to 353


On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 125.65, which was 4.45 higher than the previous day. The implied volatity was 11.03, the open interest changed by -251 which decreased total open position to 458


On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 120, which was -39.7 lower than the previous day. The implied volatity was 11.47, the open interest changed by 518 which increased total open position to 709


On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 162, which was 12.95 higher than the previous day. The implied volatity was 12.29, the open interest changed by -18 which decreased total open position to 191


On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 147.85, which was -68.55 lower than the previous day. The implied volatity was 11.79, the open interest changed by -32 which decreased total open position to 208


On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 214.3, which was -28.6 lower than the previous day. The implied volatity was 11.28, the open interest changed by 96 which increased total open position to 246


On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 236.8, which was -114.4 lower than the previous day. The implied volatity was 11.30, the open interest changed by 134 which increased total open position to 154


On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 351.2, which was 8.4 higher than the previous day. The implied volatity was 12.49, the open interest changed by 1 which increased total open position to 20


On 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 346.55, which was -1.15 lower than the previous day. The implied volatity was 11.02, the open interest changed by 0 which decreased total open position to 18


On 26 Dec FINNIFTY was trading at 27430.75. The strike last trading price was 349.55, which was 84 higher than the previous day. The implied volatity was 11.91, the open interest changed by 9 which increased total open position to 18


On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 269.2, which was -6.45 lower than the previous day. The implied volatity was 10.72, the open interest changed by 6 which increased total open position to 8


On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 252.25, which was -569.85 lower than the previous day. The implied volatity was 10.62, the open interest changed by 1 which increased total open position to 1


On 22 Dec FINNIFTY was trading at 27479.85. The strike last trading price was 822.1, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 19 Dec FINNIFTY was trading at 27378.60. The strike last trading price was 822.1, 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 18 Dec FINNIFTY was trading at 27267.10. The strike last trading price was 822.1, 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 17 Dec FINNIFTY was trading at 27251.95. The strike last trading price was 822.1, 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 822.1, 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