FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
05 Dec 2025 02:12 PM IST
| FINNIFTY 30-DEC-2025 27800 CE | ||||||||||||||||
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Delta: 0.64
Vega: 27.23
Theta: -10.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 27873.00 | 437.3 | 112.95 | 10.02 | 2,708 | 220 | 626 | |||||||||
| 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 | |||||||||
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| 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 27873.00. The strike last trading price was 437.3, which was 112.95 higher than the previous day. The implied volatity was 10.02, the open interest changed by 220 which increased total open position to 626
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 | |||||||
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Delta: -0.37
Vega: 27.58
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 27873.00 | 216.6 | -120.9 | 11.44 | 2,357 | 424 | 650 |
| 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 27873.00. The strike last trading price was 216.6, which was -120.9 lower than the previous day. The implied volatity was 11.44, the open interest changed by 424 which increased total open position to 650
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































































































































































































































