[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27523.15 +21.75 (0.08%)
L: 27478.8 H: 27723.4

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Historical option data for FINNIFTY

16 Jan 2026 04:12 PM IST
FINNIFTY 27-JAN-2026 27650 CE
Delta: 0.47
Vega: 19.02
Theta: -12.43
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 27523.15 178 -24.35 10.31 763 30 147
14 Jan 27501.40 207.35 -47.9 11.31 566 13 122
13 Jan 27586.00 249.4 0.1 11.03 794 31 117
12 Jan 27518.50 248.5 42.8 11.31 150 -1 83
9 Jan 27382.10 203.85 -125.6 10.51 283 67 84
8 Jan 27672.60 333.9 -81.1 9.88 77 4 18
7 Jan 27853.35 415 -120 6.98 7 0 15
6 Jan 27945.10 535 25.45 10.06 1 0 14
5 Jan 27851.45 509.55 -2.25 10.4 6 1 12
2 Jan 27899.15 513.95 136.8 7.7 87 -21 13
1 Jan 27666.80 377.3 8.7 8.66 280 26 38
31 Dec 27613.30 376.7 -52.6 9.39 51 13 13


For Nifty Financial Services - strike price 27650 expiring on 27JAN2026

Delta for 27650 CE is 0.47

Historical price for 27650 CE is as follows

On 16 Jan FINNIFTY was trading at 27523.15. The strike last trading price was 178, which was -24.35 lower than the previous day. The implied volatity was 10.31, the open interest changed by 30 which increased total open position to 147


On 14 Jan FINNIFTY was trading at 27501.40. The strike last trading price was 207.35, which was -47.9 lower than the previous day. The implied volatity was 11.31, the open interest changed by 13 which increased total open position to 122


On 13 Jan FINNIFTY was trading at 27586.00. The strike last trading price was 249.4, which was 0.1 higher than the previous day. The implied volatity was 11.03, the open interest changed by 31 which increased total open position to 117


On 12 Jan FINNIFTY was trading at 27518.50. The strike last trading price was 248.5, which was 42.8 higher than the previous day. The implied volatity was 11.31, the open interest changed by -1 which decreased total open position to 83


On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 203.85, which was -125.6 lower than the previous day. The implied volatity was 10.51, the open interest changed by 67 which increased total open position to 84


On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 333.9, which was -81.1 lower than the previous day. The implied volatity was 9.88, the open interest changed by 4 which increased total open position to 18


On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 415, which was -120 lower than the previous day. The implied volatity was 6.98, the open interest changed by 0 which decreased total open position to 15


On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 535, which was 25.45 higher than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 14


On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 509.55, which was -2.25 lower than the previous day. The implied volatity was 10.4, the open interest changed by 1 which increased total open position to 12


On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 513.95, which was 136.8 higher than the previous day. The implied volatity was 7.7, the open interest changed by -21 which decreased total open position to 13


On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 377.3, which was 8.7 higher than the previous day. The implied volatity was 8.66, the open interest changed by 26 which increased total open position to 38


On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 376.7, which was -52.6 lower than the previous day. The implied volatity was 9.39, the open interest changed by 13 which increased total open position to 13


FINNIFTY 27JAN2026 27650 PE
Delta: -0.52
Vega: 19.03
Theta: -6.19
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 27523.15 244.8 -5.25 11.79 645 -2 83
14 Jan 27501.40 248.55 20.3 10.54 551 3 85
13 Jan 27586.00 229.35 -27.7 11.19 362 18 78
12 Jan 27518.50 250.55 -81.4 11.1 39 5 59
9 Jan 27382.10 328.95 127.7 11.07 269 -80 53
8 Jan 27672.60 200 57 10.77 577 69 125
7 Jan 27853.35 140 6.5 10.96 148 -11 55
6 Jan 27945.10 131.75 -40.2 11.39 26 14 64
5 Jan 27851.45 172.15 8.65 12.05 125 2 54
2 Jan 27899.15 161.65 -71.9 11.74 231 -21 53
1 Jan 27666.80 235.5 -27.55 11.34 310 25 79
31 Dec 27613.30 260.55 -309.4 11.41 141 56 56


For Nifty Financial Services - strike price 27650 expiring on 27JAN2026

Delta for 27650 PE is -0.52

Historical price for 27650 PE is as follows

On 16 Jan FINNIFTY was trading at 27523.15. The strike last trading price was 244.8, which was -5.25 lower than the previous day. The implied volatity was 11.79, the open interest changed by -2 which decreased total open position to 83


On 14 Jan FINNIFTY was trading at 27501.40. The strike last trading price was 248.55, which was 20.3 higher than the previous day. The implied volatity was 10.54, the open interest changed by 3 which increased total open position to 85


On 13 Jan FINNIFTY was trading at 27586.00. The strike last trading price was 229.35, which was -27.7 lower than the previous day. The implied volatity was 11.19, the open interest changed by 18 which increased total open position to 78


On 12 Jan FINNIFTY was trading at 27518.50. The strike last trading price was 250.55, which was -81.4 lower than the previous day. The implied volatity was 11.1, the open interest changed by 5 which increased total open position to 59


On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 328.95, which was 127.7 higher than the previous day. The implied volatity was 11.07, the open interest changed by -80 which decreased total open position to 53


On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 200, which was 57 higher than the previous day. The implied volatity was 10.77, the open interest changed by 69 which increased total open position to 125


On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 140, which was 6.5 higher than the previous day. The implied volatity was 10.96, the open interest changed by -11 which decreased total open position to 55


On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 131.75, which was -40.2 lower than the previous day. The implied volatity was 11.39, the open interest changed by 14 which increased total open position to 64


On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 172.15, which was 8.65 higher than the previous day. The implied volatity was 12.05, the open interest changed by 2 which increased total open position to 54


On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 161.65, which was -71.9 lower than the previous day. The implied volatity was 11.74, the open interest changed by -21 which decreased total open position to 53


On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 235.5, which was -27.55 lower than the previous day. The implied volatity was 11.34, the open interest changed by 25 which increased total open position to 79


On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 260.55, which was -309.4 lower than the previous day. The implied volatity was 11.41, the open interest changed by 56 which increased total open position to 56