[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27382.1 -290.50 (-1.05%)
L: 27302.5 H: 27689.05

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Historical option data for FINNIFTY

09 Jan 2026 04:12 PM IST
FINNIFTY 27-JAN-2026 28000 CE
Delta: 0.24
Vega: 19.02
Theta: -7.37
Gamma: 0.00
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
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
Delta: -0.74
Vega: 19.54
Theta: -0.31
Gamma: 0.00
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