[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27491.85 +95.70 (0.35%)
L: 27245.25 H: 27523.35

Back to Option Chain


Historical option data for FINNIFTY

14 Nov 2025 04:12 PM IST
FINNIFTY 25-NOV-2025 27800 CE
Delta: 0.35
Vega: 17.64
Theta: -12.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
14 Nov 27491.85 129.6 9.65 11.75 1,759 -89 975
13 Nov 27396.15 119.25 5.55 12.14 2,081 785 1,063
12 Nov 27337.35 107.6 -6.3 12.25 791 20 282
11 Nov 27279.30 115 -20.3 12.55 622 12 269
10 Nov 27305.05 134.3 4.3 12.97 330 25 259
7 Nov 27238.75 137.05 31.9 12.19 488 2 237
6 Nov 27033.10 103.1 -52.4 12.77 286 5 240
4 Nov 27195.80 151.1 -48.7 12.54 387 -19 234
3 Nov 27306.15 200.4 27.3 12.52 553 70 253
31 Oct 27138.85 171.3 -81.5 - 608 -53 184
30 Oct 27376.00 256.55 -94.05 11.91 372 160 237
29 Oct 27587.65 353 95.75 11.61 263 54 77
28 Oct 27453.95 257.25 -55.3 9.96 33 20 23
27 Oct 27519.00 272.8 -27.2 9.49 6 2 3
24 Oct 27395.30 300 -80 - 1 0 1
23 Oct 27556.65 380 39.15 11.98 2 1 1
21 Oct 27536.85 340.85 0 0.16 0 0 0
17 Oct 27538.60 340.85 0 - 0 0 0
15 Oct 27071.80 340.85 0 - 0 0 0
10 Oct 26842.25 340.85 0 1.49 0 0 0
9 Oct 26724.30 340.85 0 1.81 0 0 0


For Nifty Financial Services - strike price 27800 expiring on 25NOV2025

Delta for 27800 CE is 0.35

Historical price for 27800 CE is as follows

On 14 Nov FINNIFTY was trading at 27491.85. The strike last trading price was 129.6, which was 9.65 higher than the previous day. The implied volatity was 11.75, the open interest changed by -89 which decreased total open position to 975


On 13 Nov FINNIFTY was trading at 27396.15. The strike last trading price was 119.25, which was 5.55 higher than the previous day. The implied volatity was 12.14, the open interest changed by 785 which increased total open position to 1063


On 12 Nov FINNIFTY was trading at 27337.35. The strike last trading price was 107.6, which was -6.3 lower than the previous day. The implied volatity was 12.25, the open interest changed by 20 which increased total open position to 282


On 11 Nov FINNIFTY was trading at 27279.30. The strike last trading price was 115, which was -20.3 lower than the previous day. The implied volatity was 12.55, the open interest changed by 12 which increased total open position to 269


On 10 Nov FINNIFTY was trading at 27305.05. The strike last trading price was 134.3, which was 4.3 higher than the previous day. The implied volatity was 12.97, the open interest changed by 25 which increased total open position to 259


On 7 Nov FINNIFTY was trading at 27238.75. The strike last trading price was 137.05, which was 31.9 higher than the previous day. The implied volatity was 12.19, the open interest changed by 2 which increased total open position to 237


On 6 Nov FINNIFTY was trading at 27033.10. The strike last trading price was 103.1, which was -52.4 lower than the previous day. The implied volatity was 12.77, the open interest changed by 5 which increased total open position to 240


On 4 Nov FINNIFTY was trading at 27195.80. The strike last trading price was 151.1, which was -48.7 lower than the previous day. The implied volatity was 12.54, the open interest changed by -19 which decreased total open position to 234


On 3 Nov FINNIFTY was trading at 27306.15. The strike last trading price was 200.4, which was 27.3 higher than the previous day. The implied volatity was 12.52, the open interest changed by 70 which increased total open position to 253


On 31 Oct FINNIFTY was trading at 27138.85. The strike last trading price was 171.3, which was -81.5 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 184


On 30 Oct FINNIFTY was trading at 27376.00. The strike last trading price was 256.55, which was -94.05 lower than the previous day. The implied volatity was 11.91, the open interest changed by 160 which increased total open position to 237


On 29 Oct FINNIFTY was trading at 27587.65. The strike last trading price was 353, which was 95.75 higher than the previous day. The implied volatity was 11.61, the open interest changed by 54 which increased total open position to 77


On 28 Oct FINNIFTY was trading at 27453.95. The strike last trading price was 257.25, which was -55.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by 20 which increased total open position to 23


On 27 Oct FINNIFTY was trading at 27519.00. The strike last trading price was 272.8, which was -27.2 lower than the previous day. The implied volatity was 9.49, the open interest changed by 2 which increased total open position to 3


On 24 Oct FINNIFTY was trading at 27395.30. The strike last trading price was 300, which was -80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Oct FINNIFTY was trading at 27556.65. The strike last trading price was 380, which was 39.15 higher than the previous day. The implied volatity was 11.98, the open interest changed by 1 which increased total open position to 1


On 21 Oct FINNIFTY was trading at 27536.85. The strike last trading price was 340.85, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 17 Oct FINNIFTY was trading at 27538.60. The strike last trading price was 340.85, 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 15 Oct FINNIFTY was trading at 27071.80. The strike last trading price was 340.85, 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 10 Oct FINNIFTY was trading at 26842.25. The strike last trading price was 340.85, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 9 Oct FINNIFTY was trading at 26724.30. The strike last trading price was 340.85, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 25NOV2025 27800 PE
Delta: -0.63
Vega: 17.94
Theta: -5.89
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
14 Nov 27491.85 381.6 -63.4 13.22 4 0 21
13 Nov 27396.15 445 20.45 13.34 5 2 23
12 Nov 27337.35 424.55 -127.4 8.35 22 4 23
11 Nov 27279.30 551.95 42.75 14.49 5 -2 19
10 Nov 27305.05 509.2 -63.45 12.17 4 -1 20
7 Nov 27238.75 572.65 -63.05 13.64 8 1 21
6 Nov 27033.10 635.7 -2.3 - 0 -1 0
4 Nov 27195.80 635.7 -2.3 13.95 3 0 21
3 Nov 27306.15 638 140.9 - 0 2 0
31 Oct 27138.85 638 140.9 - 35 2 21
30 Oct 27376.00 500.25 105.6 13.32 42 5 18
29 Oct 27587.65 389.85 -29.9 13.20 53 9 13
28 Oct 27453.95 419.75 39.75 - 0 0 0
27 Oct 27519.00 419.75 39.75 - 0 0 4
24 Oct 27395.30 419.75 39.75 - 21 -15 4
23 Oct 27556.65 380 -1710.15 10.94 19 13 13
21 Oct 27536.85 2090.15 0 - 0 0 0
17 Oct 27538.60 2090.15 0 - 0 0 0
15 Oct 27071.80 0 0 - 0 0 0
10 Oct 26842.25 0 0 - 0 0 0
9 Oct 26724.30 0 0 - 0 0 0


For Nifty Financial Services - strike price 27800 expiring on 25NOV2025

Delta for 27800 PE is -0.63

Historical price for 27800 PE is as follows

On 14 Nov FINNIFTY was trading at 27491.85. The strike last trading price was 381.6, which was -63.4 lower than the previous day. The implied volatity was 13.22, the open interest changed by 0 which decreased total open position to 21


On 13 Nov FINNIFTY was trading at 27396.15. The strike last trading price was 445, which was 20.45 higher than the previous day. The implied volatity was 13.34, the open interest changed by 2 which increased total open position to 23


On 12 Nov FINNIFTY was trading at 27337.35. The strike last trading price was 424.55, which was -127.4 lower than the previous day. The implied volatity was 8.35, the open interest changed by 4 which increased total open position to 23


On 11 Nov FINNIFTY was trading at 27279.30. The strike last trading price was 551.95, which was 42.75 higher than the previous day. The implied volatity was 14.49, the open interest changed by -2 which decreased total open position to 19


On 10 Nov FINNIFTY was trading at 27305.05. The strike last trading price was 509.2, which was -63.45 lower than the previous day. The implied volatity was 12.17, the open interest changed by -1 which decreased total open position to 20


On 7 Nov FINNIFTY was trading at 27238.75. The strike last trading price was 572.65, which was -63.05 lower than the previous day. The implied volatity was 13.64, the open interest changed by 1 which increased total open position to 21


On 6 Nov FINNIFTY was trading at 27033.10. The strike last trading price was 635.7, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Nov FINNIFTY was trading at 27195.80. The strike last trading price was 635.7, which was -2.3 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 21


On 3 Nov FINNIFTY was trading at 27306.15. The strike last trading price was 638, which was 140.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct FINNIFTY was trading at 27138.85. The strike last trading price was 638, which was 140.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21


On 30 Oct FINNIFTY was trading at 27376.00. The strike last trading price was 500.25, which was 105.6 higher than the previous day. The implied volatity was 13.32, the open interest changed by 5 which increased total open position to 18


On 29 Oct FINNIFTY was trading at 27587.65. The strike last trading price was 389.85, which was -29.9 lower than the previous day. The implied volatity was 13.20, the open interest changed by 9 which increased total open position to 13


On 28 Oct FINNIFTY was trading at 27453.95. The strike last trading price was 419.75, which was 39.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct FINNIFTY was trading at 27519.00. The strike last trading price was 419.75, which was 39.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 24 Oct FINNIFTY was trading at 27395.30. The strike last trading price was 419.75, which was 39.75 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 4


On 23 Oct FINNIFTY was trading at 27556.65. The strike last trading price was 380, which was -1710.15 lower than the previous day. The implied volatity was 10.94, the open interest changed by 13 which increased total open position to 13


On 21 Oct FINNIFTY was trading at 27536.85. The strike last trading price was 2090.15, 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 Oct FINNIFTY was trading at 27538.60. The strike last trading price was 2090.15, 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 15 Oct FINNIFTY was trading at 27071.80. 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


On 10 Oct FINNIFTY was trading at 26842.25. 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 9 Oct FINNIFTY was trading at 26724.30. 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