FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
02 Mar 2026 04:12 PM IST
| FINNIFTY 30-MAR-2026 27800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 30.42
Theta: -11.54
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 27564.10 | 421.85 | -150.2 | 14.65 | 735 | 169 | 184 | |||||||||
| 27 Feb | 27869.75 | 562.6 | -322.4 | 12.06 | 24 | 8 | 8 | |||||||||
| 26 Feb | 28309.85 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 28339.65 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 28295.10 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 28455.00 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 28210.60 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 28069.50 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 28463.25 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 28287.40 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 28306.25 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 28126.35 | 885 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 28385.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 28276.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 28186.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 28154.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 27807.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 27689.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 27802.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 27674.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 26799.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 26699.10 | 0 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 30 Jan | 27330.85 | 0 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 29 Jan | 27509.60 | 0 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 28 Jan | 27335.20 | 0 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 21 Jan | 26963.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 27200.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 27518.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 27523.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 27501.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 27586.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 27518.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 27382.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 27672.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Jan | 27853.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 27945.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 27851.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 27899.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 27666.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 27613.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27800 expiring on 30MAR2026
Delta for 27800 CE is 0.49
Historical price for 27800 CE is as follows
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 421.85, which was -150.2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 169 which increased total open position to 184
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 562.6, which was -322.4 lower than the previous day. The implied volatity was 12.06, the open interest changed by 8 which increased total open position to 8
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 885, 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 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 885, 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 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 885, 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 23 Feb FINNIFTY was trading at 28455.00. The strike last trading price was 885, 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 20 Feb FINNIFTY was trading at 28210.60. The strike last trading price was 885, 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 19 Feb FINNIFTY was trading at 28069.50. The strike last trading price was 885, 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 Feb FINNIFTY was trading at 28463.25. The strike last trading price was 885, 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 Feb FINNIFTY was trading at 28287.40. The strike last trading price was 885, 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 Feb FINNIFTY was trading at 28306.25. The strike last trading price was 885, 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 13 Feb FINNIFTY was trading at 28126.35. The strike last trading price was 885, 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 12 Feb FINNIFTY was trading at 28385.20. 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 11 Feb FINNIFTY was trading at 28276.95. 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 10 Feb FINNIFTY was trading at 28186.25. 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 9 Feb FINNIFTY was trading at 28154.05. 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 6 Feb FINNIFTY was trading at 27807.10. 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 5 Feb FINNIFTY was trading at 27689.35. 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 4 Feb FINNIFTY was trading at 27802.55. 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 Feb FINNIFTY was trading at 27674.05. 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 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 0, 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 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 0, 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 21 Jan FINNIFTY was trading at 26963.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan FINNIFTY was trading at 27200.60. 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 19 Jan FINNIFTY was trading at 27518.95. 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 16 Jan FINNIFTY was trading at 27523.15. 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 14 Jan FINNIFTY was trading at 27501.40. 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 13 Jan FINNIFTY was trading at 27586.00. 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 12 Jan FINNIFTY was trading at 27518.50. 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 9 Jan FINNIFTY was trading at 27382.10. 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 8 Jan FINNIFTY was trading at 27672.60. 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 Jan FINNIFTY was trading at 27853.35. 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 6 Jan FINNIFTY was trading at 27945.10. 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 5 Jan FINNIFTY was trading at 27851.45. 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 2 Jan FINNIFTY was trading at 27899.15. 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 1 Jan FINNIFTY was trading at 27666.80. 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 Dec FINNIFTY was trading at 27613.30. 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 30MAR2026 27800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 30.43
Theta: -4.74
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 27564.10 | 511.45 | 171.8 | 16.01 | 532 | 18 | 171 |
| 27 Feb | 27869.75 | 323.95 | 113.1 | 14.34 | 1,581 | 67 | 153 |
| 26 Feb | 28309.85 | 209 | -3.65 | 14.8 | 116 | 25 | 87 |
| 25 Feb | 28339.65 | 219.5 | -30.5 | 15.31 | 156 | 58 | 62 |
| 24 Feb | 28295.10 | 214.5 | 24.5 | 14.96 | 6 | 3 | 3 |
| 23 Feb | 28455.00 | 190 | -40 | 15.24 | 1 | 0 | 1 |
| 20 Feb | 28210.60 | 230 | 10 | - | 0 | 0 | 1 |
| 19 Feb | 28069.50 | 230 | 10 | 12.05 | 1 | 0 | 1 |
| 18 Feb | 28463.25 | 220 | -670.55 | 15.55 | 2 | 1 | 1 |
| 17 Feb | 28287.40 | 890.55 | 0 | 1.99 | 0 | 0 | 0 |
| 16 Feb | 28306.25 | 890.55 | 0 | 2.02 | 0 | 0 | 0 |
| 13 Feb | 28126.35 | 890.55 | 0 | 1.67 | 0 | 0 | 0 |
| 12 Feb | 28385.20 | 890.55 | 0 | 2.21 | 0 | 0 | 0 |
| 11 Feb | 28276.95 | 0 | 0 | 1.97 | 0 | 0 | 0 |
| 10 Feb | 28186.25 | 0 | 0 | 1.76 | 0 | 0 | 0 |
| 9 Feb | 28154.05 | 0 | 0 | 1.67 | 0 | 0 | 0 |
| 6 Feb | 27807.10 | 0 | 0 | 0.95 | 0 | 0 | 0 |
| 5 Feb | 27689.35 | 0 | 0 | 0.6 | 0 | 0 | 0 |
| 4 Feb | 27802.55 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 27674.05 | 0 | 0 | 0.65 | 0 | 0 | 0 |
| 2 Feb | 26799.00 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 26699.10 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 27330.85 | 0 | 0 | 0.16 | 0 | 0 | 0 |
| 29 Jan | 27509.60 | 0 | 0 | 0.36 | 0 | 0 | 0 |
| 28 Jan | 27335.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 26963.50 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 27200.60 | 0 | 0 | 0.13 | 0 | 0 | 0 |
| 19 Jan | 27518.95 | 0 | 0 | 0.6 | 0 | 0 | 0 |
| 16 Jan | 27523.15 | 0 | 0 | 0.61 | 0 | 0 | 0 |
| 14 Jan | 27501.40 | 0 | 0 | 0.56 | 0 | 0 | 0 |
| 13 Jan | 27586.00 | 0 | 0 | 0.76 | 0 | 0 | 0 |
| 12 Jan | 27518.50 | 0 | 0 | 0.59 | 0 | 0 | 0 |
| 9 Jan | 27382.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 27672.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 27853.35 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 27945.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 27851.45 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 27899.15 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 27666.80 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 27613.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27800 expiring on 30MAR2026
Delta for 27800 PE is -0.51
Historical price for 27800 PE is as follows
On 2 Mar FINNIFTY was trading at 27564.10. The strike last trading price was 511.45, which was 171.8 higher than the previous day. The implied volatity was 16.01, the open interest changed by 18 which increased total open position to 171
On 27 Feb FINNIFTY was trading at 27869.75. The strike last trading price was 323.95, which was 113.1 higher than the previous day. The implied volatity was 14.34, the open interest changed by 67 which increased total open position to 153
On 26 Feb FINNIFTY was trading at 28309.85. The strike last trading price was 209, which was -3.65 lower than the previous day. The implied volatity was 14.8, the open interest changed by 25 which increased total open position to 87
On 25 Feb FINNIFTY was trading at 28339.65. The strike last trading price was 219.5, which was -30.5 lower than the previous day. The implied volatity was 15.31, the open interest changed by 58 which increased total open position to 62
On 24 Feb FINNIFTY was trading at 28295.10. The strike last trading price was 214.5, which was 24.5 higher than the previous day. The implied volatity was 14.96, the open interest changed by 3 which increased total open position to 3
On 23 Feb FINNIFTY was trading at 28455.00. The strike last trading price was 190, which was -40 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 1
On 20 Feb FINNIFTY was trading at 28210.60. The strike last trading price was 230, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb FINNIFTY was trading at 28069.50. The strike last trading price was 230, which was 10 higher than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 1
On 18 Feb FINNIFTY was trading at 28463.25. The strike last trading price was 220, which was -670.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 1 which increased total open position to 1
On 17 Feb FINNIFTY was trading at 28287.40. The strike last trading price was 890.55, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 16 Feb FINNIFTY was trading at 28306.25. The strike last trading price was 890.55, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 13 Feb FINNIFTY was trading at 28126.35. The strike last trading price was 890.55, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 12 Feb FINNIFTY was trading at 28385.20. The strike last trading price was 890.55, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 11 Feb FINNIFTY was trading at 28276.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 10 Feb FINNIFTY was trading at 28186.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 9 Feb FINNIFTY was trading at 28154.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 4 Feb FINNIFTY was trading at 27802.55. 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 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb FINNIFTY was trading at 26699.10. 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 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 28 Jan FINNIFTY was trading at 27335.20. 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 21 Jan FINNIFTY was trading at 26963.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan FINNIFTY was trading at 27200.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 19 Jan FINNIFTY was trading at 27518.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 16 Jan FINNIFTY was trading at 27523.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 14 Jan FINNIFTY was trading at 27501.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 13 Jan FINNIFTY was trading at 27586.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 12 Jan FINNIFTY was trading at 27518.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 9 Jan FINNIFTY was trading at 27382.10. 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 8 Jan FINNIFTY was trading at 27672.60. 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 Jan FINNIFTY was trading at 27853.35. 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 6 Jan FINNIFTY was trading at 27945.10. 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 5 Jan FINNIFTY was trading at 27851.45. 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 2 Jan FINNIFTY was trading at 27899.15. 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 1 Jan FINNIFTY was trading at 27666.80. 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 Dec FINNIFTY was trading at 27613.30. 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
