FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
16 Jan 2026 04:12 PM IST
| FINNIFTY 27-JAN-2026 27900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 16.21
Theta: -9.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 27523.15 | 86.8 | -16.2 | 10.35 | 3,578 | -830 | 543 | |||||||||
| 14 Jan | 27501.40 | 103.1 | -39.05 | 10.72 | 3,647 | 957 | 1,381 | |||||||||
| 13 Jan | 27586.00 | 138 | -2.75 | 10.81 | 1,104 | -14 | 424 | |||||||||
| 12 Jan | 27518.50 | 135.85 | 19.7 | 10.85 | 1,308 | 85 | 459 | |||||||||
| 9 Jan | 27382.10 | 113 | -92.3 | 10.37 | 928 | 95 | 373 | |||||||||
| 8 Jan | 27672.60 | 205.1 | -83.6 | 9.88 | 1,367 | -15 | 278 | |||||||||
| 7 Jan | 27853.35 | 294.85 | -61.15 | 9.13 | 1,116 | 16 | 297 | |||||||||
| 6 Jan | 27945.10 | 349.6 | 52.05 | 9.33 | 1,047 | 22 | 287 | |||||||||
| 5 Jan | 27851.45 | 294.5 | -56.45 | 8.26 | 993 | 57 | 268 | |||||||||
| 2 Jan | 27899.15 | 360 | 110.25 | 8.57 | 1,486 | 95 | 211 | |||||||||
| 1 Jan | 27666.80 | 249.05 | -0.25 | 8.97 | 113 | -2 | 115 | |||||||||
| 31 Dec | 27613.30 | 250.1 | 52.1 | 9.5 | 547 | 127 | 128 | |||||||||
| 30 Dec | 27382.80 | 198 | -746.55 | 9.81 | 1 | 0 | 0 | |||||||||
| 29 Dec | 27363.50 | 944.55 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 26 Dec | 27430.75 | 944.55 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 24 Dec | 27565.50 | 944.55 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 23 Dec | 27584.55 | 944.55 | - | - | 0 | 0 | 0 | |||||||||
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| 16 Dec | 27385.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 27603.15 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 27404.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 27549.75 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 27687.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 27881.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 27611.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 27629.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 27565.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 27814.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 27890.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 27946.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 27799.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 27409.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 27498.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 27566.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 27861.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 27643.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 27546.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 27646.20 | - | - | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27900 expiring on 27JAN2026
Delta for 27900 CE is 0.28
Historical price for 27900 CE is as follows
On 16 Jan FINNIFTY was trading at 27523.15. The strike last trading price was 86.8, which was -16.2 lower than the previous day. The implied volatity was 10.35, the open interest changed by -830 which decreased total open position to 543
On 14 Jan FINNIFTY was trading at 27501.40. The strike last trading price was 103.1, which was -39.05 lower than the previous day. The implied volatity was 10.72, the open interest changed by 957 which increased total open position to 1381
On 13 Jan FINNIFTY was trading at 27586.00. The strike last trading price was 138, which was -2.75 lower than the previous day. The implied volatity was 10.81, the open interest changed by -14 which decreased total open position to 424
On 12 Jan FINNIFTY was trading at 27518.50. The strike last trading price was 135.85, which was 19.7 higher than the previous day. The implied volatity was 10.85, the open interest changed by 85 which increased total open position to 459
On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 113, which was -92.3 lower than the previous day. The implied volatity was 10.37, the open interest changed by 95 which increased total open position to 373
On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 205.1, which was -83.6 lower than the previous day. The implied volatity was 9.88, the open interest changed by -15 which decreased total open position to 278
On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 294.85, which was -61.15 lower than the previous day. The implied volatity was 9.13, the open interest changed by 16 which increased total open position to 297
On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 349.6, which was 52.05 higher than the previous day. The implied volatity was 9.33, the open interest changed by 22 which increased total open position to 287
On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 294.5, which was -56.45 lower than the previous day. The implied volatity was 8.26, the open interest changed by 57 which increased total open position to 268
On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 360, which was 110.25 higher than the previous day. The implied volatity was 8.57, the open interest changed by 95 which increased total open position to 211
On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 249.05, which was -0.25 lower than the previous day. The implied volatity was 8.97, the open interest changed by -2 which decreased total open position to 115
On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 250.1, which was 52.1 higher than the previous day. The implied volatity was 9.5, the open interest changed by 127 which increased total open position to 128
On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 198, which was -746.55 lower than the previous day. The implied volatity was 9.81, 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 944.55, which was 0 lower than the previous day. The implied volatity was 1, 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 944.55, which was 0 lower than the previous day. The implied volatity was 0.67, 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 944.55, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 23 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 944.55, 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 16 Dec FINNIFTY was trading at 27385.55. 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 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 0, 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 10 Dec FINNIFTY was trading at 27404.30. 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 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 0, 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 8 Dec FINNIFTY was trading at 27687.15. 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 5 Dec FINNIFTY was trading at 27881.90. 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 4 Dec FINNIFTY was trading at 27611.45. 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 3 Dec FINNIFTY was trading at 27629.60. 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 2 Dec FINNIFTY was trading at 27565.25. 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 Dec FINNIFTY was trading at 27814.50. 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 28 Nov FINNIFTY was trading at 27890.25. 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 27 Nov FINNIFTY was trading at 27946.20. 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 26 Nov FINNIFTY was trading at 27799.50. 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 25 Nov FINNIFTY was trading at 27409.40. 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 24 Nov FINNIFTY was trading at 27498.65. 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 21 Nov FINNIFTY was trading at 27566.15. 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 Nov FINNIFTY was trading at 27861.35. 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 19 Nov FINNIFTY was trading at 27643.70. 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 18 Nov FINNIFTY was trading at 27546.75. 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 17 Nov FINNIFTY was trading at 27646.20. 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
| FINNIFTY 27JAN2026 27900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 17.1
Theta: -4.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 27523.15 | 411.35 | 12.45 | 12.55 | 310 | 20 | 150 |
| 14 Jan | 27501.40 | 387.7 | 28.25 | 9.49 | 218 | -36 | 131 |
| 13 Jan | 27586.00 | 364.05 | -28.55 | 10.82 | 42 | 5 | 167 |
| 12 Jan | 27518.50 | 385 | -106.2 | 10.29 | 41 | -4 | 162 |
| 9 Jan | 27382.10 | 494.35 | 173.3 | 11.38 | 249 | -117 | 166 |
| 8 Jan | 27672.60 | 317.95 | 83.7 | 10.65 | 1,116 | -72 | 288 |
| 7 Jan | 27853.35 | 230.95 | 15.15 | 10.87 | 1,383 | -48 | 364 |
| 6 Jan | 27945.10 | 215.45 | -58.15 | 11.17 | 2,605 | 191 | 414 |
| 5 Jan | 27851.45 | 272 | 19.05 | 12.21 | 2,245 | 81 | 230 |
| 2 Jan | 27899.15 | 243.65 | -106.25 | 11.48 | 1,033 | 133 | 153 |
| 1 Jan | 27666.80 | 351.65 | -41.6 | 11.39 | 18 | 7 | 20 |
| 31 Dec | 27613.30 | 393.25 | -575.55 | 11.85 | 14 | 12 | 12 |
| 30 Dec | 27382.80 | 968.8 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 27363.50 | 968.8 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 27430.75 | 968.8 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 27565.50 | 968.8 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 27584.55 | 0 | - | - | 0 | 0 | 0 |
| 16 Dec | 27385.55 | - | - | - | 0 | 0 | 0 |
| 15 Dec | 27603.15 | 0 | - | - | 0 | 0 | 0 |
| 10 Dec | 27404.30 | - | - | - | 0 | 0 | 0 |
| 9 Dec | 27549.75 | 0 | - | - | 0 | 0 | 0 |
| 8 Dec | 27687.15 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 27881.90 | - | - | - | 0 | 0 | 0 |
| 4 Dec | 27611.45 | - | - | - | 0 | 0 | 0 |
| 3 Dec | 27629.60 | - | - | - | 0 | 0 | 0 |
| 2 Dec | 27565.25 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 27814.50 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 27890.25 | - | - | - | 0 | 0 | 0 |
| 27 Nov | 27946.20 | - | - | - | 0 | 0 | 0 |
| 26 Nov | 27799.50 | - | - | - | 0 | 0 | 0 |
| 25 Nov | 27409.40 | - | - | - | 0 | 0 | 0 |
| 24 Nov | 27498.65 | - | - | - | 0 | 0 | 0 |
| 21 Nov | 27566.15 | - | - | - | 0 | 0 | 0 |
| 20 Nov | 27861.35 | - | - | - | 0 | 0 | 0 |
| 19 Nov | 27643.70 | - | - | - | 0 | 0 | 0 |
| 18 Nov | 27546.75 | - | - | - | 0 | 0 | 0 |
| 17 Nov | 27646.20 | - | - | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27900 expiring on 27JAN2026
Delta for 27900 PE is -0.68
Historical price for 27900 PE is as follows
On 16 Jan FINNIFTY was trading at 27523.15. The strike last trading price was 411.35, which was 12.45 higher than the previous day. The implied volatity was 12.55, the open interest changed by 20 which increased total open position to 150
On 14 Jan FINNIFTY was trading at 27501.40. The strike last trading price was 387.7, which was 28.25 higher than the previous day. The implied volatity was 9.49, the open interest changed by -36 which decreased total open position to 131
On 13 Jan FINNIFTY was trading at 27586.00. The strike last trading price was 364.05, which was -28.55 lower than the previous day. The implied volatity was 10.82, the open interest changed by 5 which increased total open position to 167
On 12 Jan FINNIFTY was trading at 27518.50. The strike last trading price was 385, which was -106.2 lower than the previous day. The implied volatity was 10.29, the open interest changed by -4 which decreased total open position to 162
On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 494.35, which was 173.3 higher than the previous day. The implied volatity was 11.38, the open interest changed by -117 which decreased total open position to 166
On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 317.95, which was 83.7 higher than the previous day. The implied volatity was 10.65, the open interest changed by -72 which decreased total open position to 288
On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 230.95, which was 15.15 higher than the previous day. The implied volatity was 10.87, the open interest changed by -48 which decreased total open position to 364
On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 215.45, which was -58.15 lower than the previous day. The implied volatity was 11.17, the open interest changed by 191 which increased total open position to 414
On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 272, which was 19.05 higher than the previous day. The implied volatity was 12.21, the open interest changed by 81 which increased total open position to 230
On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 243.65, which was -106.25 lower than the previous day. The implied volatity was 11.48, the open interest changed by 133 which increased total open position to 153
On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 351.65, which was -41.6 lower than the previous day. The implied volatity was 11.39, the open interest changed by 7 which increased total open position to 20
On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 393.25, which was -575.55 lower than the previous day. The implied volatity was 11.85, 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 968.8, 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 968.8, 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 968.8, 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 968.8, 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 Dec FINNIFTY was trading at 27584.55. The strike last trading price was 0, 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 16 Dec FINNIFTY was trading at 27385.55. 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 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 0, 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 10 Dec FINNIFTY was trading at 27404.30. 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 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 0, 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 8 Dec FINNIFTY was trading at 27687.15. 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 5 Dec FINNIFTY was trading at 27881.90. 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 4 Dec FINNIFTY was trading at 27611.45. 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 3 Dec FINNIFTY was trading at 27629.60. 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 2 Dec FINNIFTY was trading at 27565.25. 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 Dec FINNIFTY was trading at 27814.50. 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 28 Nov FINNIFTY was trading at 27890.25. 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 27 Nov FINNIFTY was trading at 27946.20. 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 26 Nov FINNIFTY was trading at 27799.50. 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 25 Nov FINNIFTY was trading at 27409.40. 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 24 Nov FINNIFTY was trading at 27498.65. 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 21 Nov FINNIFTY was trading at 27566.15. 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 Nov FINNIFTY was trading at 27861.35. 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 19 Nov FINNIFTY was trading at 27643.70. 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 18 Nov FINNIFTY was trading at 27546.75. 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 17 Nov FINNIFTY was trading at 27646.20. 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































































































































































































































