FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
09 Jan 2026 04:12 PM IST
| FINNIFTY 27-JAN-2026 27600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 24.19
Theta: -10.60
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.53
Vega: 24.19
Theta: -3.02
Gamma: 0.00
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| 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































































































































































































































