FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2025 04:12 PM IST
| FINNIFTY 25-NOV-2025 27800 CE | ||||||||||||||||
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Delta: 0.35
Vega: 17.64
Theta: -12.01
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.63
Vega: 17.94
Theta: -5.89
Gamma: 0.00
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| 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
































































































































































































































