FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
09 Jan 2026 04:12 PM IST
| FINNIFTY 27-JAN-2026 28000 CE | ||||||||||||||||
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Delta: 0.24
Vega: 19.02
Theta: -7.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 27382.10 | 90.85 | -72.85 | 10.54 | 2,516 | 117 | 1,283 | |||||||||
| 8 Jan | 27672.60 | 160 | -76.3 | 9.66 | 2,284 | -65 | 1,184 | |||||||||
| 7 Jan | 27853.35 | 242.2 | -59.9 | 9.12 | 1,695 | -115 | 1,251 | |||||||||
| 6 Jan | 27945.10 | 297.5 | 49.15 | 9.54 | 4,280 | 287 | 1,362 | |||||||||
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| 5 Jan | 27851.45 | 243 | -53.15 | 8.37 | 3,569 | 202 | 1,075 | |||||||||
| 2 Jan | 27899.15 | 292 | 87.8 | 8.24 | 8,260 | 326 | 879 | |||||||||
| 1 Jan | 27666.80 | 208.05 | 0.75 | 9.08 | 923 | 46 | 546 | |||||||||
| 31 Dec | 27613.30 | 214 | 47.1 | 9.72 | 1,171 | 474 | 522 | |||||||||
| 30 Dec | 27382.80 | 183.75 | -714.45 | 10.55 | 60 | 41 | 41 | |||||||||
| 29 Dec | 27363.50 | 898.2 | 0 | 1.35 | 0 | 0 | 0 | |||||||||
| 26 Dec | 27430.75 | 898.2 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 24 Dec | 27565.50 | 898.2 | 0 | 0.60 | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 28000 expiring on 27JAN2026
Delta for 28000 CE is 0.24
Historical price for 28000 CE is as follows
On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 90.85, which was -72.85 lower than the previous day. The implied volatity was 10.54, the open interest changed by 117 which increased total open position to 1283
On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 160, which was -76.3 lower than the previous day. The implied volatity was 9.66, the open interest changed by -65 which decreased total open position to 1184
On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 242.2, which was -59.9 lower than the previous day. The implied volatity was 9.12, the open interest changed by -115 which decreased total open position to 1251
On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 297.5, which was 49.15 higher than the previous day. The implied volatity was 9.54, the open interest changed by 287 which increased total open position to 1362
On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 243, which was -53.15 lower than the previous day. The implied volatity was 8.37, the open interest changed by 202 which increased total open position to 1075
On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 292, which was 87.8 higher than the previous day. The implied volatity was 8.24, the open interest changed by 326 which increased total open position to 879
On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 208.05, which was 0.75 higher than the previous day. The implied volatity was 9.08, the open interest changed by 46 which increased total open position to 546
On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 214, which was 47.1 higher than the previous day. The implied volatity was 9.72, the open interest changed by 474 which increased total open position to 522
On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 183.75, which was -714.45 lower than the previous day. The implied volatity was 10.55, the open interest changed by 41 which increased total open position to 41
On 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 898.2, which was 0 lower than the previous day. The implied volatity was 1.35, 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 898.2, which was 0 lower than the previous day. The implied volatity was 0.96, 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 898.2, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 27JAN2026 28000 PE | |||||||
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Delta: -0.74
Vega: 19.54
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 27382.10 | 562.05 | 180.9 | 11.15 | 941 | -172 | 862 |
| 8 Jan | 27672.60 | 379.55 | 95.3 | 10.77 | 1,189 | -278 | 1,036 |
| 7 Jan | 27853.35 | 278 | 19.75 | 10.88 | 1,567 | 5 | 1,314 |
| 6 Jan | 27945.10 | 255 | -68.3 | 11.03 | 5,139 | 398 | 1,311 |
| 5 Jan | 27851.45 | 325 | 27.05 | 12.44 | 2,465 | 593 | 917 |
| 2 Jan | 27899.15 | 288.55 | -118.8 | 11.55 | 1,460 | 220 | 332 |
| 1 Jan | 27666.80 | 404.7 | -40.35 | 11.37 | 69 | 21 | 112 |
| 31 Dec | 27613.30 | 436.65 | -114.3 | 11.43 | 111 | 83 | 89 |
| 30 Dec | 27382.80 | 550.95 | 97 | - | 0 | 0 | 6 |
| 29 Dec | 27363.50 | 550.95 | 97 | - | 0 | 0 | 6 |
| 26 Dec | 27430.75 | 550.95 | 97 | 11.27 | 3 | 1 | 4 |
| 24 Dec | 27565.50 | 453.95 | -567 | 10.22 | 8 | 2 | 2 |
For Nifty Financial Services - strike price 28000 expiring on 27JAN2026
Delta for 28000 PE is -0.74
Historical price for 28000 PE is as follows
On 9 Jan FINNIFTY was trading at 27382.10. The strike last trading price was 562.05, which was 180.9 higher than the previous day. The implied volatity was 11.15, the open interest changed by -172 which decreased total open position to 862
On 8 Jan FINNIFTY was trading at 27672.60. The strike last trading price was 379.55, which was 95.3 higher than the previous day. The implied volatity was 10.77, the open interest changed by -278 which decreased total open position to 1036
On 7 Jan FINNIFTY was trading at 27853.35. The strike last trading price was 278, which was 19.75 higher than the previous day. The implied volatity was 10.88, the open interest changed by 5 which increased total open position to 1314
On 6 Jan FINNIFTY was trading at 27945.10. The strike last trading price was 255, which was -68.3 lower than the previous day. The implied volatity was 11.03, the open interest changed by 398 which increased total open position to 1311
On 5 Jan FINNIFTY was trading at 27851.45. The strike last trading price was 325, which was 27.05 higher than the previous day. The implied volatity was 12.44, the open interest changed by 593 which increased total open position to 917
On 2 Jan FINNIFTY was trading at 27899.15. The strike last trading price was 288.55, which was -118.8 lower than the previous day. The implied volatity was 11.55, the open interest changed by 220 which increased total open position to 332
On 1 Jan FINNIFTY was trading at 27666.80. The strike last trading price was 404.7, which was -40.35 lower than the previous day. The implied volatity was 11.37, the open interest changed by 21 which increased total open position to 112
On 31 Dec FINNIFTY was trading at 27613.30. The strike last trading price was 436.65, which was -114.3 lower than the previous day. The implied volatity was 11.43, the open interest changed by 83 which increased total open position to 89
On 30 Dec FINNIFTY was trading at 27382.80. The strike last trading price was 550.95, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 Dec FINNIFTY was trading at 27363.50. The strike last trading price was 550.95, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Dec FINNIFTY was trading at 27430.75. The strike last trading price was 550.95, which was 97 higher than the previous day. The implied volatity was 11.27, the open interest changed by 1 which increased total open position to 4
On 24 Dec FINNIFTY was trading at 27565.50. The strike last trading price was 453.95, which was -567 lower than the previous day. The implied volatity was 10.22, the open interest changed by 2 which increased total open position to 2































































































































































































































