FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
16 Jan 2026 04:12 PM IST
| FINNIFTY 27-JAN-2026 27650 CE | ||||||||||||||||
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Delta: 0.47
Vega: 19.02
Theta: -12.43
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.52
Vega: 19.03
Theta: -6.19
Gamma: 0
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| 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































































































































































































































