FINNIFTY

Nifty Financial Services

27382.1 -290.50 (-1.05%)

L: 27302.5 H: 27689.05

Back to Option Chain

Historical option data for FINNIFTY
09 Jan 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

FINNIFTY 27-JAN-2026 27800 CE
Delta: 0.35 Vega: 22.50 Theta: -9.20 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	27382.10	148.85 ₹ 8,931	-102.2 -6132.00	10.60	1,206 72,360	243 14,580	519 31,140
8 Jan	27672.60	251.95 ₹ 15,117	-96.55 -5793.00	9.89	1,655 99,300	78 4,680	282 16,920
7 Jan	27853.35	355 ₹ 21,300	-63.35 -3801.00	9.11	1,306 78,360	105 6,300	211 12,660
6 Jan	27945.10	414 ₹ 24,840	58.15 3489.00	9.36	202 12,120	-15 -900	122 7,320
5 Jan	27851.45	349.9 ₹ 20,994	-61.05 -3663.00	7.99	319 19,140	-33 -1,980	138 8,280
2 Jan	27899.15	420 ₹ 25,200	125.65 7539.00	8.39	1,226 73,560	87 5,220	174 10,440
1 Jan	27666.80	297.2 ₹ 17,832	2.3 138.00	8.89	361 21,660	85 5,100	93 5,580
31 Dec	27613.30	300.55 ₹ 18,033	-691.95 -41517.00	9.59	10 600	7 420	7 420
30 Dec	27382.80	992.5 ₹ 59,550	0 0.00	0.46	0 0	0 0	0 0

29 Dec	27363.50	992.5 ₹ 59,550	0 0.00	0.74	0 0	0 0	0 0
26 Dec	27430.75	992.5 ₹ 59,550	0 0.00	0.41	0 0	0 0	0 0
24 Dec	27565.50	992.5 ₹ 59,550	0 0.00	0.02	0 0	0 0	0 0
10 Nov	27305.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	27306.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty Financial Services - strike price 27800 expiring on 27JAN2026

Delta for 27800 CE is 0.35

Historical price for 27800 CE is as follows

On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 148.85, which was -102.2 lower than the previous day. The implied volatity was 10.60, the open interest changed by 243 which increased total open position to 519

On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 251.95, which was -96.55 lower than the previous day. The implied volatity was 9.89, the open interest changed by 78 which increased total open position to 282

On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 355, which was -63.35 lower than the previous day. The implied volatity was 9.11, the open interest changed by 105 which increased total open position to 211

On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 414, which was 58.15 higher than the previous day. The implied volatity was 9.36, the open interest changed by -15 which decreased total open position to 122

On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 349.9, which was -61.05 lower than the previous day. The implied volatity was 7.99, the open interest changed by -33 which decreased total open position to 138

On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 420, which was 125.65 higher than the previous day. The implied volatity was 8.39, the open interest changed by 87 which increased total open position to 174

On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 297.2, which was 2.3 higher than the previous day. The implied volatity was 8.89, the open interest changed by 85 which increased total open position to 93

On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 300.55, which was -691.95 lower than the previous day. The implied volatity was 9.59, the open interest changed by 7 which increased total open position to 7

On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 992.5, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0

On 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 992.5, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0

On 26 Dec FINNIFTY was trading at 27430.75. The strike last trading price was 992.5, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0

On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 992.5, which was 0 lower than the previous day. The implied volatity was 0.02, 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 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

FINNIFTY 27JAN2026 27800 PE
Delta: -0.65 Vega: 22.49 Theta: -1.61 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	27382.10	409.05 ₹ 24,543	140.5 8430.00	10.59	464 27,840	43 2,580	294 17,640
8 Jan	27672.60	264.3 ₹ 15,858	70.15 4209.00	10.61	2,762 1,65,720	-25 -1,500	244 14,640
7 Jan	27853.35	190.6 ₹ 11,436	12.4 744.00	10.89	2,374 1,42,440	-62 -3,720	295 17,700
6 Jan	27945.10	174.9 ₹ 10,494	-53.85 -3231.00	11.20	2,056 1,23,360	126 7,560	369 22,140
5 Jan	27851.45	224.1 ₹ 13,446	10.8 648.00	11.97	2,159 1,29,540	32 1,920	244 14,640
2 Jan	27899.15	204.75 ₹ 12,285	-96.15 -5769.00	11.47	1,288 77,280	120 7,200	212 12,720
1 Jan	27666.80	300.4 ₹ 18,024	-32.15 -1929.00	11.33	199 11,940	83 4,980	94 5,640
31 Dec	27613.30	323.35 ₹ 19,401	-594.9 -35694.00	11.23	15 900	12 720	12 720
30 Dec	27382.80	918.25 ₹ 55,095	0 0.00	-	0 0	0 0	0 0
29 Dec	27363.50	918.25 ₹ 55,095	0 0.00	-	0 0	0 0	0 0
26 Dec	27430.75	918.25 ₹ 55,095	0 0.00	-	0 0	0 0	0 0
24 Dec	27565.50	918.25 ₹ 55,095	0 0.00	-	0 0	0 0	0 0
10 Nov	27305.05	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	27306.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Nifty Financial Services - strike price 27800 expiring on 27JAN2026

Delta for 27800 PE is -0.65

Historical price for 27800 PE is as follows

On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 409.05, which was 140.5 higher than the previous day. The implied volatity was 10.59, the open interest changed by 43 which increased total open position to 294

On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 264.3, which was 70.15 higher than the previous day. The implied volatity was 10.61, the open interest changed by -25 which decreased total open position to 244

On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 190.6, which was 12.4 higher than the previous day. The implied volatity was 10.89, the open interest changed by -62 which decreased total open position to 295

On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 174.9, which was -53.85 lower than the previous day. The implied volatity was 11.20, the open interest changed by 126 which increased total open position to 369

On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 224.1, which was 10.8 higher than the previous day. The implied volatity was 11.97, the open interest changed by 32 which increased total open position to 244

On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 204.75, which was -96.15 lower than the previous day. The implied volatity was 11.47, the open interest changed by 120 which increased total open position to 212

On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 300.4, which was -32.15 lower than the previous day. The implied volatity was 11.33, the open interest changed by 83 which increased total open position to 94

On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 323.35, which was -594.9 lower than the previous day. The implied volatity was 11.23, the open interest changed by 12 which increased total open position to 12

On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 918.25, 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 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 918.25, 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 26 Dec FINNIFTY was trading at 27430.75. The strike last trading price was 918.25, 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 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 918.25, 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

Related Pages for FINNIFTY

FINNIFTY

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD