FINNIFTY

Nifty Financial Services

27807.1 +117.75 (0.43%)

L: 27531.35 H: 27822.6

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Historical option data for FINNIFTY
06 Feb 2026 03:37 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 24-FEB-2026 27550 CE
Delta: 0.73 Vega: 20.56 Theta: -11.46 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	27807.10	495.75 ₹ 29,745	-80.45 -4827.00	10.63	86 5,160	-7 -420	51 3,060

5 Feb	27689.35	576.2 ₹ 34,572	95.65 5739.00	-	0 0	0 0	58 3,480
4 Feb	27802.55	576.2 ₹ 34,572	95.65 5739.00	14.2	16 960	-1 -60	59 3,540
3 Feb	27674.05	474.85 ₹ 28,491	320.05 19203.00	12.57	43 2,580	-18 -1,080	59 3,540
2 Feb	26799.00	152.7 ₹ 9,162	-2.4 -144.00	14.09	92 5,520	54 3,240	77 4,620
1 Feb	26699.10	150.6 ₹ 9,036	-222.1 -13326.00	14.93	223 13,380	-2 -120	26 1,560
30 Jan	27330.85	367.85 ₹ 22,071	-88.35 -5301.00	13.66	115 6,900	-1 -60	28 1,680
29 Jan	27509.60	468 ₹ 28,080	144.3 8658.00	12.92	174 10,440	30 1,800	30 1,800
28 Jan	27335.20	323.7 ₹ 19,422	0 0.00	0.1	0 0	0 0	0 0

For Nifty Financial Services - strike price 27550 expiring on 24FEB2026

Delta for 27550 CE is 0.73

Historical price for 27550 CE is as follows

On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 495.75, which was -80.45 lower than the previous day. The implied volatity was 10.63, the open interest changed by -7 which decreased total open position to 51

On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 576.2, which was 95.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58

On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 576.2, which was 95.65 higher than the previous day. The implied volatity was 14.2, the open interest changed by -1 which decreased total open position to 59

On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 474.85, which was 320.05 higher than the previous day. The implied volatity was 12.57, the open interest changed by -18 which decreased total open position to 59

On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 152.7, which was -2.4 lower than the previous day. The implied volatity was 14.09, the open interest changed by 54 which increased total open position to 77

On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 150.6, which was -222.1 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 26

On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 367.85, which was -88.35 lower than the previous day. The implied volatity was 13.66, the open interest changed by -1 which decreased total open position to 28

On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 468, which was 144.3 higher than the previous day. The implied volatity was 12.92, the open interest changed by 30 which increased total open position to 30

On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 323.7, 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

FINNIFTY 24FEB2026 27550 PE
Delta: -0.32 Vega: 22.21 Theta: -6.29 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	27807.10	190.35 ₹ 11,421	-47.25 -2835.00	14.28	1,505 90,300	187 11,220	459 27,540
5 Feb	27689.35	231.7 ₹ 13,902	12.8 768.00	14.45	1,244 74,640	152 9,120	290 17,400
4 Feb	27802.55	213.1 ₹ 12,786	-85.5 -5130.00	14.28	379 22,740	-19 -1,140	138 8,280
3 Feb	27674.05	302 ₹ 18,120	-583.25 -34995.00	15.88	484 29,040	131 7,860	154 9,240
2 Feb	26799.00	931.6 ₹ 55,896	465.6 27936.00	-	0 0	0 0	23 1,380
1 Feb	26699.10	931.6 ₹ 55,896	465.6 27936.00	19.29	26 1,560	0 0	23 1,380
30 Jan	27330.85	467.4 ₹ 28,044	76.9 4614.00	15.58	6 360	2 120	22 1,320
29 Jan	27509.60	387 ₹ 23,220	-94.6 -5676.00	15.98	75 4,500	15 900	23 1,380
28 Jan	27335.20	477.9 ₹ 28,674	-211.5 -12690.00	15.66	24 1,440	8 480	8 480

For Nifty Financial Services - strike price 27550 expiring on 24FEB2026

Delta for 27550 PE is -0.32

Historical price for 27550 PE is as follows

On 6 Feb FINNIFTY was trading at 27807.10. The strike last trading price was 190.35, which was -47.25 lower than the previous day. The implied volatity was 14.28, the open interest changed by 187 which increased total open position to 459

On 5 Feb FINNIFTY was trading at 27689.35. The strike last trading price was 231.7, which was 12.8 higher than the previous day. The implied volatity was 14.45, the open interest changed by 152 which increased total open position to 290

On 4 Feb FINNIFTY was trading at 27802.55. The strike last trading price was 213.1, which was -85.5 lower than the previous day. The implied volatity was 14.28, the open interest changed by -19 which decreased total open position to 138

On 3 Feb FINNIFTY was trading at 27674.05. The strike last trading price was 302, which was -583.25 lower than the previous day. The implied volatity was 15.88, the open interest changed by 131 which increased total open position to 154

On 2 Feb FINNIFTY was trading at 26799.00. The strike last trading price was 931.6, which was 465.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23

On 1 Feb FINNIFTY was trading at 26699.10. The strike last trading price was 931.6, which was 465.6 higher than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 23

On 30 Jan FINNIFTY was trading at 27330.85. The strike last trading price was 467.4, which was 76.9 higher than the previous day. The implied volatity was 15.58, the open interest changed by 2 which increased total open position to 22

On 29 Jan FINNIFTY was trading at 27509.60. The strike last trading price was 387, which was -94.6 lower than the previous day. The implied volatity was 15.98, the open interest changed by 15 which increased total open position to 23

On 28 Jan FINNIFTY was trading at 27335.20. The strike last trading price was 477.9, which was -211.5 lower than the previous day. The implied volatity was 15.66, the open interest changed by 8 which increased total open position to 8

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