FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
11 Jul 2025 04:12 PM IST
| FINNIFTY 31JUL2025 27000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 25.06
Theta: -10.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Jul | 26853.10 | 268.5 | -100.15 | 11.08 | 3,624 | 452 | 1,361 | |||
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| 10 Jul | 26984.35 | 358 | -56.05 | 11.14 | 3,276 | -72 | 908 | |||
| 9 Jul | 27058.45 | 409.7 | 3.65 | 11.34 | 4,538 | -16 | 991 | |||
| 8 Jul | 27016.85 | 396.8 | 68.6 | 10.99 | 4,533 | -217 | 1,027 | |||
| 7 Jul | 26833.45 | 324 | -37.5 | 11.82 | 1,445 | -18 | 1,262 | |||
| 4 Jul | 26866.30 | 357.25 | 27 | 10.85 | 2,600 | -289 | 1,295 | |||
| 3 Jul | 26734.90 | 319.6 | -82.75 | 11.85 | 3,408 | 608 | 1,584 | |||
| 2 Jul | 26861.70 | 391.8 | -154.45 | 11.90 | 3,092 | 610 | 955 | |||
| 1 Jul | 27124.20 | 549.35 | -39.6 | 11.41 | 497 | 38 | 355 | |||
| 30 Jun | 27174.45 | 587.65 | -104.7 | 11.13 | 305 | 15 | 324 | |||
| 27 Jun | 27344.05 | 690.35 | 108.85 | 10.83 | 886 | 44 | 272 | |||
| 26 Jun | 27248.40 | 586 | 175.5 | 8.66 | 1,058 | 159 | 232 | |||
| 25 Jun | 26851.20 | 399 | -16 | 10.32 | 102 | 22 | 74 | |||
| 24 Jun | 26750.40 | 415 | 78.95 | 11.62 | 70 | 31 | 51 | |||
| 23 Jun | 26556.50 | 328.4 | -70.35 | 12.02 | 37 | 12 | 22 | |||
| 20 Jun | 26648.70 | 399 | -610.2 | 12.34 | 10 | 7 | 7 | |||
| 19 Jun | 26299.65 | 1009.2 | 0 | 1.22 | 0 | 0 | 0 | |||
| 13 Jun | 26335.60 | 1009.2 | 0 | 0.75 | 0 | 0 | 0 | |||
| 11 Jun | 26789.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Jun | 26867.05 | 0 | 0 | - | 0 | 0 | 0 | |||
| 26 May | 26591.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 May | 26507.80 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty Financial Services - strike price 27000 expiring on 31JUL2025
Delta for 27000 CE is 0.49
Historical price for 27000 CE is as follows
On 11 Jul FINNIFTY was trading at 26853.10. The strike last trading price was 268.5, which was -100.15 lower than the previous day. The implied volatity was 11.08, the open interest changed by 452 which increased total open position to 1361
On 10 Jul FINNIFTY was trading at 26984.35. The strike last trading price was 358, which was -56.05 lower than the previous day. The implied volatity was 11.14, the open interest changed by -72 which decreased total open position to 908
On 9 Jul FINNIFTY was trading at 27058.45. The strike last trading price was 409.7, which was 3.65 higher than the previous day. The implied volatity was 11.34, the open interest changed by -16 which decreased total open position to 991
On 8 Jul FINNIFTY was trading at 27016.85. The strike last trading price was 396.8, which was 68.6 higher than the previous day. The implied volatity was 10.99, the open interest changed by -217 which decreased total open position to 1027
On 7 Jul FINNIFTY was trading at 26833.45. The strike last trading price was 324, which was -37.5 lower than the previous day. The implied volatity was 11.82, the open interest changed by -18 which decreased total open position to 1262
On 4 Jul FINNIFTY was trading at 26866.30. The strike last trading price was 357.25, which was 27 higher than the previous day. The implied volatity was 10.85, the open interest changed by -289 which decreased total open position to 1295
On 3 Jul FINNIFTY was trading at 26734.90. The strike last trading price was 319.6, which was -82.75 lower than the previous day. The implied volatity was 11.85, the open interest changed by 608 which increased total open position to 1584
On 2 Jul FINNIFTY was trading at 26861.70. The strike last trading price was 391.8, which was -154.45 lower than the previous day. The implied volatity was 11.90, the open interest changed by 610 which increased total open position to 955
On 1 Jul FINNIFTY was trading at 27124.20. The strike last trading price was 549.35, which was -39.6 lower than the previous day. The implied volatity was 11.41, the open interest changed by 38 which increased total open position to 355
On 30 Jun FINNIFTY was trading at 27174.45. The strike last trading price was 587.65, which was -104.7 lower than the previous day. The implied volatity was 11.13, the open interest changed by 15 which increased total open position to 324
On 27 Jun FINNIFTY was trading at 27344.05. The strike last trading price was 690.35, which was 108.85 higher than the previous day. The implied volatity was 10.83, the open interest changed by 44 which increased total open position to 272
On 26 Jun FINNIFTY was trading at 27248.40. The strike last trading price was 586, which was 175.5 higher than the previous day. The implied volatity was 8.66, the open interest changed by 159 which increased total open position to 232
On 25 Jun FINNIFTY was trading at 26851.20. The strike last trading price was 399, which was -16 lower than the previous day. The implied volatity was 10.32, the open interest changed by 22 which increased total open position to 74
On 24 Jun FINNIFTY was trading at 26750.40. The strike last trading price was 415, which was 78.95 higher than the previous day. The implied volatity was 11.62, the open interest changed by 31 which increased total open position to 51
On 23 Jun FINNIFTY was trading at 26556.50. The strike last trading price was 328.4, which was -70.35 lower than the previous day. The implied volatity was 12.02, the open interest changed by 12 which increased total open position to 22
On 20 Jun FINNIFTY was trading at 26648.70. The strike last trading price was 399, which was -610.2 lower than the previous day. The implied volatity was 12.34, the open interest changed by 7 which increased total open position to 7
On 19 Jun FINNIFTY was trading at 26299.65. The strike last trading price was 1009.2, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 13 Jun FINNIFTY was trading at 26335.60. The strike last trading price was 1009.2, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 11 Jun FINNIFTY was trading at 26789.95. 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 Jun FINNIFTY was trading at 26867.05. 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 26 May FINNIFTY was trading at 26591.90. 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 May FINNIFTY was trading at 26507.80. 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
| FINNIFTY 31JUL2025 27000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 25.06
Theta: -4.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Jul | 26853.10 | 332 | 61.9 | 12.87 | 6,130 | 7 | 822 |
| 10 Jul | 26984.35 | 271.65 | 11.75 | 12.95 | 5,133 | -268 | 820 |
| 9 Jul | 27058.45 | 258.5 | -32.6 | 13.24 | 4,442 | 120 | 1,089 |
| 8 Jul | 27016.85 | 290.8 | -95.15 | 13.92 | 3,048 | -119 | 1,019 |
| 7 Jul | 26833.45 | 387.2 | 17.55 | 14.10 | 694 | -41 | 1,164 |
| 4 Jul | 26866.30 | 367.2 | -72.85 | 13.94 | 1,203 | -73 | 1,217 |
| 3 Jul | 26734.90 | 438.3 | 46.35 | 13.72 | 2,328 | 422 | 1,290 |
| 2 Jul | 26861.70 | 402.7 | 106.45 | 14.39 | 4,364 | 215 | 876 |
| 1 Jul | 27124.20 | 293 | 2.4 | 14.39 | 1,986 | 199 | 681 |
| 30 Jun | 27174.45 | 287.25 | 23.55 | 14.50 | 1,508 | 110 | 501 |
| 27 Jun | 27344.05 | 269.6 | -59.05 | 14.97 | 1,496 | 102 | 372 |
| 26 Jun | 27248.40 | 332.6 | -150.75 | 16.11 | 735 | 248 | 271 |
| 25 Jun | 26851.20 | 485.7 | -59.3 | 15.93 | 49 | -3 | 24 |
| 24 Jun | 26750.40 | 545 | -672.9 | 16.63 | 40 | 28 | 28 |
| 23 Jun | 26556.50 | 1217.9 | 0 | - | 0 | 0 | 0 |
| 20 Jun | 26648.70 | 1217.9 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 26299.65 | 1217.9 | 0 | - | 0 | 0 | 0 |
| 13 Jun | 26335.60 | 1217.9 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 26789.95 | 1217.9 | 0 | 0.44 | 0 | 0 | 0 |
| 10 Jun | 26867.05 | 1217.9 | 0 | 0.55 | 0 | 0 | 0 |
| 26 May | 26591.90 | 0 | 0 | 0.17 | 0 | 0 | 0 |
| 19 May | 26507.80 | 0 | 0 | 0.12 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27000 expiring on 31JUL2025
Delta for 27000 PE is -0.50
Historical price for 27000 PE is as follows
On 11 Jul FINNIFTY was trading at 26853.10. The strike last trading price was 332, which was 61.9 higher than the previous day. The implied volatity was 12.87, the open interest changed by 7 which increased total open position to 822
On 10 Jul FINNIFTY was trading at 26984.35. The strike last trading price was 271.65, which was 11.75 higher than the previous day. The implied volatity was 12.95, the open interest changed by -268 which decreased total open position to 820
On 9 Jul FINNIFTY was trading at 27058.45. The strike last trading price was 258.5, which was -32.6 lower than the previous day. The implied volatity was 13.24, the open interest changed by 120 which increased total open position to 1089
On 8 Jul FINNIFTY was trading at 27016.85. The strike last trading price was 290.8, which was -95.15 lower than the previous day. The implied volatity was 13.92, the open interest changed by -119 which decreased total open position to 1019
On 7 Jul FINNIFTY was trading at 26833.45. The strike last trading price was 387.2, which was 17.55 higher than the previous day. The implied volatity was 14.10, the open interest changed by -41 which decreased total open position to 1164
On 4 Jul FINNIFTY was trading at 26866.30. The strike last trading price was 367.2, which was -72.85 lower than the previous day. The implied volatity was 13.94, the open interest changed by -73 which decreased total open position to 1217
On 3 Jul FINNIFTY was trading at 26734.90. The strike last trading price was 438.3, which was 46.35 higher than the previous day. The implied volatity was 13.72, the open interest changed by 422 which increased total open position to 1290
On 2 Jul FINNIFTY was trading at 26861.70. The strike last trading price was 402.7, which was 106.45 higher than the previous day. The implied volatity was 14.39, the open interest changed by 215 which increased total open position to 876
On 1 Jul FINNIFTY was trading at 27124.20. The strike last trading price was 293, which was 2.4 higher than the previous day. The implied volatity was 14.39, the open interest changed by 199 which increased total open position to 681
On 30 Jun FINNIFTY was trading at 27174.45. The strike last trading price was 287.25, which was 23.55 higher than the previous day. The implied volatity was 14.50, the open interest changed by 110 which increased total open position to 501
On 27 Jun FINNIFTY was trading at 27344.05. The strike last trading price was 269.6, which was -59.05 lower than the previous day. The implied volatity was 14.97, the open interest changed by 102 which increased total open position to 372
On 26 Jun FINNIFTY was trading at 27248.40. The strike last trading price was 332.6, which was -150.75 lower than the previous day. The implied volatity was 16.11, the open interest changed by 248 which increased total open position to 271
On 25 Jun FINNIFTY was trading at 26851.20. The strike last trading price was 485.7, which was -59.3 lower than the previous day. The implied volatity was 15.93, the open interest changed by -3 which decreased total open position to 24
On 24 Jun FINNIFTY was trading at 26750.40. The strike last trading price was 545, which was -672.9 lower than the previous day. The implied volatity was 16.63, the open interest changed by 28 which increased total open position to 28
On 23 Jun FINNIFTY was trading at 26556.50. The strike last trading price was 1217.9, 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 Jun FINNIFTY was trading at 26648.70. The strike last trading price was 1217.9, 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 Jun FINNIFTY was trading at 26299.65. The strike last trading price was 1217.9, 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 Jun FINNIFTY was trading at 26335.60. The strike last trading price was 1217.9, 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 Jun FINNIFTY was trading at 26789.95. The strike last trading price was 1217.9, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 10 Jun FINNIFTY was trading at 26867.05. The strike last trading price was 1217.9, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 26 May FINNIFTY was trading at 26591.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 19 May FINNIFTY was trading at 26507.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
