FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
16 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 28000 CE | ||||||||||||||||
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Delta: 0.18
Vega: 14.13
Theta: -6.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 27385.55 | 54.4 | -62.95 | 10.40 | 1,697 | 39 | 1,213 | |||||||||
| 15 Dec | 27603.15 | 118.95 | -35.3 | 10.72 | 2,351 | -117 | 1,186 | |||||||||
| 12 Dec | 27672.60 | 155 | 17.75 | 9.54 | 1,535 | 196 | 1,301 | |||||||||
| 11 Dec | 27561.90 | 130 | 14.4 | 9.86 | 1,064 | 7 | 1,104 | |||||||||
| 10 Dec | 27404.30 | 111 | -61.3 | 10.86 | 1,006 | 109 | 1,096 | |||||||||
| 9 Dec | 27549.75 | 167.6 | -62.35 | 10.97 | 1,140 | 189 | 998 | |||||||||
| 8 Dec | 27687.15 | 230 | -84.75 | 11.49 | 1,744 | -131 | 808 | |||||||||
| 5 Dec | 27881.90 | 314.95 | 81.7 | 9.83 | 3,948 | -82 | 937 | |||||||||
| 4 Dec | 27611.45 | 228 | -28.85 | 10.60 | 1,521 | 42 | 1,018 | |||||||||
| 3 Dec | 27629.60 | 264.8 | 9.85 | 11.28 | 1,477 | 44 | 976 | |||||||||
| 2 Dec | 27565.25 | 259.45 | -81.8 | 11.25 | 1,249 | 104 | 947 | |||||||||
| 1 Dec | 27814.50 | 345.5 | -66.4 | 10.36 | 2,977 | 66 | 853 | |||||||||
| 28 Nov | 27890.25 | 424.9 | -20 | 10.81 | 2,229 | 154 | 766 | |||||||||
| 27 Nov | 27946.20 | 479.85 | 106.35 | 11.01 | 2,666 | 505 | 613 | |||||||||
| 26 Nov | 27799.50 | 382.9 | 172.3 | 10.37 | 460 | 84 | 108 | |||||||||
| 25 Nov | 27409.40 | 212 | -73 | 10.33 | 47 | 13 | 18 | |||||||||
| 24 Nov | 27498.65 | 285 | -20 | 11.45 | 4 | 3 | 4 | |||||||||
| 21 Nov | 27566.15 | 305 | -69.55 | - | 0 | 0 | 1 | |||||||||
| 20 Nov | 27861.35 | 305 | -69.55 | - | 0 | 0 | 1 | |||||||||
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| 19 Nov | 27643.70 | 305 | -69.55 | - | 0 | 0 | 1 | |||||||||
| 18 Nov | 27546.75 | 305 | -69.55 | - | 0 | 0 | 1 | |||||||||
| 17 Nov | 27646.20 | 305 | -69.55 | - | 0 | 0 | 1 | |||||||||
| 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 28000 expiring on 30DEC2025
Delta for 28000 CE is 0.18
Historical price for 28000 CE is as follows
On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 54.4, which was -62.95 lower than the previous day. The implied volatity was 10.40, the open interest changed by 39 which increased total open position to 1213
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 118.95, which was -35.3 lower than the previous day. The implied volatity was 10.72, the open interest changed by -117 which decreased total open position to 1186
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 155, which was 17.75 higher than the previous day. The implied volatity was 9.54, the open interest changed by 196 which increased total open position to 1301
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 130, which was 14.4 higher than the previous day. The implied volatity was 9.86, the open interest changed by 7 which increased total open position to 1104
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 111, which was -61.3 lower than the previous day. The implied volatity was 10.86, the open interest changed by 109 which increased total open position to 1096
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 167.6, which was -62.35 lower than the previous day. The implied volatity was 10.97, the open interest changed by 189 which increased total open position to 998
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 230, which was -84.75 lower than the previous day. The implied volatity was 11.49, the open interest changed by -131 which decreased total open position to 808
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 314.95, which was 81.7 higher than the previous day. The implied volatity was 9.83, the open interest changed by -82 which decreased total open position to 937
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 228, which was -28.85 lower than the previous day. The implied volatity was 10.60, the open interest changed by 42 which increased total open position to 1018
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 264.8, which was 9.85 higher than the previous day. The implied volatity was 11.28, the open interest changed by 44 which increased total open position to 976
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 259.45, which was -81.8 lower than the previous day. The implied volatity was 11.25, the open interest changed by 104 which increased total open position to 947
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 345.5, which was -66.4 lower than the previous day. The implied volatity was 10.36, the open interest changed by 66 which increased total open position to 853
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 424.9, which was -20 lower than the previous day. The implied volatity was 10.81, the open interest changed by 154 which increased total open position to 766
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 479.85, which was 106.35 higher than the previous day. The implied volatity was 11.01, the open interest changed by 505 which increased total open position to 613
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 382.9, which was 172.3 higher than the previous day. The implied volatity was 10.37, the open interest changed by 84 which increased total open position to 108
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 212, which was -73 lower than the previous day. The implied volatity was 10.33, the open interest changed by 13 which increased total open position to 18
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 285, which was -20 lower than the previous day. The implied volatity was 11.45, the open interest changed by 3 which increased total open position to 4
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 305, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 305, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 305, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 305, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Nov FINNIFTY was trading at 27646.20. The strike last trading price was 305, which was -69.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
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 28000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 7.29
Theta: 5.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 27385.55 | 534.45 | 142.8 | 6.56 | 26 | -8 | 501 |
| 15 Dec | 27603.15 | 394 | 42.55 | 9.53 | 88 | 6 | 509 |
| 12 Dec | 27672.60 | 344.95 | -88.35 | 9.90 | 117 | -13 | 506 |
| 11 Dec | 27561.90 | 444.95 | -120.6 | 10.93 | 54 | 7 | 518 |
| 10 Dec | 27404.30 | 568 | 111.2 | 11.24 | 43 | 2 | 516 |
| 9 Dec | 27549.75 | 470.3 | 76.95 | 11.30 | 215 | 92 | 515 |
| 8 Dec | 27687.15 | 410.2 | 112.9 | 11.45 | 1,209 | -276 | 437 |
| 5 Dec | 27881.90 | 290 | -157.45 | 10.93 | 1,492 | 200 | 718 |
| 4 Dec | 27611.45 | 448.2 | -10.4 | 11.75 | 123 | 42 | 517 |
| 3 Dec | 27629.60 | 442 | -38.3 | 11.83 | 140 | -108 | 476 |
| 2 Dec | 27565.25 | 469.5 | 70.2 | 12.07 | 293 | -38 | 585 |
| 1 Dec | 27814.50 | 399.25 | 42.6 | 13.44 | 2,044 | 35 | 643 |
| 28 Nov | 27890.25 | 344.05 | -8.05 | 12.36 | 1,723 | 139 | 613 |
| 27 Nov | 27946.20 | 335 | -98.7 | 12.87 | 2,433 | 411 | 461 |
| 26 Nov | 27799.50 | 426.5 | -1501.95 | 13.52 | 98 | 46 | 46 |
| 25 Nov | 27409.40 | 1928.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 27498.65 | 1928.45 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 27566.15 | 1928.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 27861.35 | 1928.45 | 0 | 0.45 | 0 | 0 | 0 |
| 19 Nov | 27643.70 | 1928.45 | 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 28000 expiring on 30DEC2025
Delta for 28000 PE is -0.93
Historical price for 28000 PE is as follows
On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 534.45, which was 142.8 higher than the previous day. The implied volatity was 6.56, the open interest changed by -8 which decreased total open position to 501
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 394, which was 42.55 higher than the previous day. The implied volatity was 9.53, the open interest changed by 6 which increased total open position to 509
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 344.95, which was -88.35 lower than the previous day. The implied volatity was 9.90, the open interest changed by -13 which decreased total open position to 506
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 444.95, which was -120.6 lower than the previous day. The implied volatity was 10.93, the open interest changed by 7 which increased total open position to 518
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 568, which was 111.2 higher than the previous day. The implied volatity was 11.24, the open interest changed by 2 which increased total open position to 516
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 470.3, which was 76.95 higher than the previous day. The implied volatity was 11.30, the open interest changed by 92 which increased total open position to 515
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 410.2, which was 112.9 higher than the previous day. The implied volatity was 11.45, the open interest changed by -276 which decreased total open position to 437
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 290, which was -157.45 lower than the previous day. The implied volatity was 10.93, the open interest changed by 200 which increased total open position to 718
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 448.2, which was -10.4 lower than the previous day. The implied volatity was 11.75, the open interest changed by 42 which increased total open position to 517
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 442, which was -38.3 lower than the previous day. The implied volatity was 11.83, the open interest changed by -108 which decreased total open position to 476
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 469.5, which was 70.2 higher than the previous day. The implied volatity was 12.07, the open interest changed by -38 which decreased total open position to 585
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 399.25, which was 42.6 higher than the previous day. The implied volatity was 13.44, the open interest changed by 35 which increased total open position to 643
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 344.05, which was -8.05 lower than the previous day. The implied volatity was 12.36, the open interest changed by 139 which increased total open position to 613
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 335, which was -98.7 lower than the previous day. The implied volatity was 12.87, the open interest changed by 411 which increased total open position to 461
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 426.5, which was -1501.95 lower than the previous day. The implied volatity was 13.52, the open interest changed by 46 which increased total open position to 46
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 1928.45, 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 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 1928.45, 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 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 1928.45, 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 1928.45, which was 0 lower than the previous day. The implied volatity was 0.45, 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 1928.45, 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































































































































































































































