[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27881.9 +270.45 (0.98%)
L: 27519.4 H: 27901.45

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Historical option data for FINNIFTY

05 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27800 CE
Delta: 0.64
Vega: 27.29
Theta: -10.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 27881.90 430 105.65 9.97 3,045 156 562
4 Dec 27611.45 321.7 -35.8 10.75 958 -65 412
3 Dec 27629.60 365 25.45 11.60 760 110 718
2 Dec 27565.25 353.3 -95.85 11.37 1,397 456 639
1 Dec 27814.50 454.6 -72.4 10.28 424 48 184
28 Nov 27890.25 543.5 -18.85 10.83 246 27 132
27 Nov 27946.20 590 107.5 10.57 326 -48 106
26 Nov 27799.50 488.25 178.25 10.15 614 150 155
25 Nov 27409.40 310 -113.9 10.99 9 5 5
24 Nov 27498.65 423.9 0 0.13 0 0 0
21 Nov 27566.15 423.9 0 - 0 0 0
20 Nov 27861.35 423.9 0 - 0 0 0
19 Nov 27643.70 423.9 0 - 0 0 0
18 Nov 27546.75 423.9 0 - 0 0 0
17 Nov 27646.20 423.9 0 - 0 0 0
13 Nov 27396.15 0 0 - 0 0 0
12 Nov 27337.35 0 0 - 0 0 0
11 Nov 27279.30 0 0 - 0 0 0
10 Nov 27305.05 0 0 - 0 0 0
7 Nov 27238.75 0 0 - 0 0 0
6 Nov 27033.10 0 0 - 0 0 0
4 Nov 27195.80 0 0 - 0 0 0


For Nifty Financial Services - strike price 27800 expiring on 30DEC2025

Delta for 27800 CE is 0.64

Historical price for 27800 CE is as follows

On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 430, which was 105.65 higher than the previous day. The implied volatity was 9.97, the open interest changed by 156 which increased total open position to 562


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 321.7, which was -35.8 lower than the previous day. The implied volatity was 10.75, the open interest changed by -65 which decreased total open position to 412


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 365, which was 25.45 higher than the previous day. The implied volatity was 11.60, the open interest changed by 110 which increased total open position to 718


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 353.3, which was -95.85 lower than the previous day. The implied volatity was 11.37, the open interest changed by 456 which increased total open position to 639


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 454.6, which was -72.4 lower than the previous day. The implied volatity was 10.28, the open interest changed by 48 which increased total open position to 184


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 543.5, which was -18.85 lower than the previous day. The implied volatity was 10.83, the open interest changed by 27 which increased total open position to 132


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 590, which was 107.5 higher than the previous day. The implied volatity was 10.57, the open interest changed by -48 which decreased total open position to 106


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 488.25, which was 178.25 higher than the previous day. The implied volatity was 10.15, the open interest changed by 150 which increased total open position to 155


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 310, which was -113.9 lower than the previous day. The implied volatity was 10.99, the open interest changed by 5 which increased total open position to 5


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 423.9, which was 0 lower than the previous day. The implied volatity was 0.13, 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 423.9, 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 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 423.9, 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 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 423.9, 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 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 423.9, 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 17 Nov FINNIFTY was trading at 27646.20. The strike last trading price was 423.9, 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 Nov FINNIFTY was trading at 27396.15. 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 12 Nov FINNIFTY was trading at 27337.35. 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 11 Nov FINNIFTY was trading at 27279.30. 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 Nov FINNIFTY was trading at 27305.05. 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 7 Nov FINNIFTY was trading at 27238.75. 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 6 Nov FINNIFTY was trading at 27033.10. 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 4 Nov FINNIFTY was trading at 27195.80. 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 30DEC2025 27800 PE
Delta: -0.37
Vega: 27.55
Theta: -3.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 27881.90 205.6 -131.9 10.86 2,786 370 596
4 Dec 27611.45 326.1 -15.35 11.29 432 -35 231
3 Dec 27629.60 339.25 -36.95 11.94 366 -19 267
2 Dec 27565.25 360.35 53.8 12.03 1,286 -94 308
1 Dec 27814.50 282.95 4.6 12.57 1,981 -97 401
28 Nov 27890.25 268.85 -3.3 12.61 1,489 123 497
27 Nov 27946.20 261 -80.8 13.02 1,458 119 374
26 Nov 27799.50 335.2 -184.8 13.47 762 251 255
25 Nov 27409.40 520 75 13.32 6 1 5
24 Nov 27498.65 445 25 12.09 8 1 4
21 Nov 27566.15 420 118.45 12.41 8 -1 5
20 Nov 27861.35 298.6 -1482.25 12.58 6 5 5
19 Nov 27643.70 1780.85 0 - 0 0 0
18 Nov 27546.75 0 0 - 0 0 0
17 Nov 27646.20 0 0 - 0 0 0
13 Nov 27396.15 0 0 - 0 0 0
12 Nov 27337.35 0 0 - 0 0 0
11 Nov 27279.30 0 0 - 0 0 0
10 Nov 27305.05 0 0 - 0 0 0
7 Nov 27238.75 0 0 - 0 0 0
6 Nov 27033.10 0 0 - 0 0 0
4 Nov 27195.80 0 0 - 0 0 0


For Nifty Financial Services - strike price 27800 expiring on 30DEC2025

Delta for 27800 PE is -0.37

Historical price for 27800 PE is as follows

On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 205.6, which was -131.9 lower than the previous day. The implied volatity was 10.86, the open interest changed by 370 which increased total open position to 596


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 326.1, which was -15.35 lower than the previous day. The implied volatity was 11.29, the open interest changed by -35 which decreased total open position to 231


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 339.25, which was -36.95 lower than the previous day. The implied volatity was 11.94, the open interest changed by -19 which decreased total open position to 267


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 360.35, which was 53.8 higher than the previous day. The implied volatity was 12.03, the open interest changed by -94 which decreased total open position to 308


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 282.95, which was 4.6 higher than the previous day. The implied volatity was 12.57, the open interest changed by -97 which decreased total open position to 401


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 268.85, which was -3.3 lower than the previous day. The implied volatity was 12.61, the open interest changed by 123 which increased total open position to 497


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 261, which was -80.8 lower than the previous day. The implied volatity was 13.02, the open interest changed by 119 which increased total open position to 374


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 335.2, which was -184.8 lower than the previous day. The implied volatity was 13.47, the open interest changed by 251 which increased total open position to 255


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 520, which was 75 higher than the previous day. The implied volatity was 13.32, the open interest changed by 1 which increased total open position to 5


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 445, which was 25 higher than the previous day. The implied volatity was 12.09, the open interest changed by 1 which increased total open position to 4


On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 420, which was 118.45 higher than the previous day. The implied volatity was 12.41, the open interest changed by -1 which decreased total open position to 5


On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 298.6, which was -1482.25 lower than the previous day. The implied volatity was 12.58, the open interest changed by 5 which increased total open position to 5


On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 1780.85, 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 18 Nov FINNIFTY was trading at 27546.75. 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 17 Nov FINNIFTY was trading at 27646.20. 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 13 Nov FINNIFTY was trading at 27396.15. 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 12 Nov FINNIFTY was trading at 27337.35. 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 11 Nov FINNIFTY was trading at 27279.30. 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 Nov FINNIFTY was trading at 27305.05. 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 7 Nov FINNIFTY was trading at 27238.75. 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 6 Nov FINNIFTY was trading at 27033.10. 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 4 Nov FINNIFTY was trading at 27195.80. 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