FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 28800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 7.82
Theta: -2.74
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 27672.60 | 18 | -0.25 | 10.35 | 65 | 19 | 158 | |||||||||
| 11 Dec | 27561.90 | 17.45 | -2.35 | 10.82 | 43 | 4 | 140 | |||||||||
| 10 Dec | 27404.30 | 17.95 | -7.65 | 11.80 | 122 | -27 | 135 | |||||||||
| 9 Dec | 27549.75 | 25.3 | -12.05 | 11.24 | 153 | -52 | 162 | |||||||||
| 8 Dec | 27687.15 | 35.8 | -23.45 | 11.04 | 315 | -15 | 217 | |||||||||
| 5 Dec | 27881.90 | 58.6 | 12.05 | 9.88 | 490 | 54 | 233 | |||||||||
| 4 Dec | 27611.45 | 45 | -11.45 | 10.84 | 112 | -3 | 179 | |||||||||
| 3 Dec | 27629.60 | 59.7 | 0.05 | 11.37 | 265 | 15 | 334 | |||||||||
| 2 Dec | 27565.25 | 59.4 | -23.85 | 11.34 | 414 | 156 | 320 | |||||||||
| 1 Dec | 27814.50 | 82.85 | -25.5 | 10.46 | 99 | 4 | 164 | |||||||||
| 28 Nov | 27890.25 | 108.25 | -18.95 | 10.29 | 145 | -9 | 161 | |||||||||
| 27 Nov | 27946.20 | 125.65 | 20 | 10.09 | 266 | 56 | 172 | |||||||||
| 26 Nov | 27799.50 | 108 | -0.1 | 10.59 | 295 | 111 | 117 | |||||||||
|
|
||||||||||||||||
| 25 Nov | 27409.40 | 108.1 | -46.9 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 27566.15 | 108.1 | -46.9 | 11.48 | 4 | 2 | 4 | |||||||||
| 20 Nov | 27861.35 | 155 | -62.55 | 10.50 | 4 | 2 | 2 | |||||||||
For Nifty Financial Services - strike price 28800 expiring on 30DEC2025
Delta for 28800 CE is 0.07
Historical price for 28800 CE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 18, which was -0.25 lower than the previous day. The implied volatity was 10.35, the open interest changed by 19 which increased total open position to 158
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 17.45, which was -2.35 lower than the previous day. The implied volatity was 10.82, the open interest changed by 4 which increased total open position to 140
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 17.95, which was -7.65 lower than the previous day. The implied volatity was 11.80, the open interest changed by -27 which decreased total open position to 135
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 25.3, which was -12.05 lower than the previous day. The implied volatity was 11.24, the open interest changed by -52 which decreased total open position to 162
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 35.8, which was -23.45 lower than the previous day. The implied volatity was 11.04, the open interest changed by -15 which decreased total open position to 217
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 58.6, which was 12.05 higher than the previous day. The implied volatity was 9.88, the open interest changed by 54 which increased total open position to 233
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 45, which was -11.45 lower than the previous day. The implied volatity was 10.84, the open interest changed by -3 which decreased total open position to 179
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 59.7, which was 0.05 higher than the previous day. The implied volatity was 11.37, the open interest changed by 15 which increased total open position to 334
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 59.4, which was -23.85 lower than the previous day. The implied volatity was 11.34, the open interest changed by 156 which increased total open position to 320
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 82.85, which was -25.5 lower than the previous day. The implied volatity was 10.46, the open interest changed by 4 which increased total open position to 164
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 108.25, which was -18.95 lower than the previous day. The implied volatity was 10.29, the open interest changed by -9 which decreased total open position to 161
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 125.65, which was 20 higher than the previous day. The implied volatity was 10.09, the open interest changed by 56 which increased total open position to 172
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 108, which was -0.1 lower than the previous day. The implied volatity was 10.59, the open interest changed by 111 which increased total open position to 117
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 108.1, which was -46.9 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 108.1, which was -46.9 lower than the previous day. The implied volatity was 11.48, the open interest changed by 2 which increased total open position to 4
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 155, which was -62.55 lower than the previous day. The implied volatity was 10.50, the open interest changed by 2 which increased total open position to 2
| FINNIFTY 30DEC2025 28800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 27672.60 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 27561.90 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 27404.30 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 27549.75 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 27687.15 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 27881.90 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 27611.45 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 27629.60 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 27565.25 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 27814.50 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 27890.25 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 27946.20 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 27799.50 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 27409.40 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 27566.15 | 2559.35 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 27861.35 | 2559.35 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 28800 expiring on 30DEC2025
Delta for 28800 PE is -
Historical price for 28800 PE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 2559.35, 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 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 2559.35, 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 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 2559.35, 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 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 2559.35, 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 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 2559.35, 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 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 2559.35, 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 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 2559.35, 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 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 2559.35, 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 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 2559.35, 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 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 2559.35, 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 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 2559.35, 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 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 2559.35, 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 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 2559.35, 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 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 2559.35, 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 2559.35, 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 2559.35, 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































































































































































































































