FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27000 CE | ||||||||||||||||
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Delta: 0.74
Vega: 16.62
Theta: -12.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 27251.95 | 452.4 | -116.5 | 11.10 | 88 | 27 | 44 | |||||||||
| 16 Dec | 27385.55 | 570 | -150 | 12.51 | 10 | 1 | 14 | |||||||||
| 15 Dec | 27603.15 | 720 | 43 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 27672.60 | 720 | 43 | - | 0 | 0 | 13 | |||||||||
| 11 Dec | 27561.90 | 720 | 43 | 8.16 | 15 | 3 | 13 | |||||||||
| 10 Dec | 27404.30 | 677 | -213 | 13.27 | 1 | 0 | 9 | |||||||||
| 9 Dec | 27549.75 | 890 | -121 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 27687.15 | 890 | -121 | 12.73 | 1 | 0 | 9 | |||||||||
| 5 Dec | 27881.90 | 1011 | 146 | - | 8 | 1 | 10 | |||||||||
| 4 Dec | 27611.45 | 865 | 2.6 | 10.64 | 4 | 0 | 8 | |||||||||
| 3 Dec | 27629.60 | 862.4 | -179.6 | - | 0 | -2 | 0 | |||||||||
| 2 Dec | 27565.25 | 862.4 | -179.6 | 10.03 | 3 | -2 | 8 | |||||||||
| 1 Dec | 27814.50 | 1042 | -108.6 | 7.35 | 1 | 0 | 11 | |||||||||
| 28 Nov | 27890.25 | 1150.6 | 151.6 | - | 0 | -1 | 0 | |||||||||
| 27 Nov | 27946.20 | 1150.6 | 151.6 | - | 7 | -1 | 11 | |||||||||
| 26 Nov | 27799.50 | 999 | 284.25 | - | 9 | 1 | 11 | |||||||||
| 25 Nov | 27409.40 | 714.75 | -245.25 | 7.92 | 10 | 3 | 6 | |||||||||
| 24 Nov | 27498.65 | 960 | 10 | 15.86 | 3 | 0 | 3 | |||||||||
| 21 Nov | 27566.15 | 950 | -150 | 10.66 | 3 | 0 | 3 | |||||||||
| 20 Nov | 27861.35 | 1100 | 200 | - | 2 | 1 | 3 | |||||||||
| 19 Nov | 27643.70 | 900 | 50 | - | 1 | 0 | 1 | |||||||||
| 18 Nov | 27546.75 | 850 | 168.55 | - | 1 | 0 | 1 | |||||||||
| 17 Nov | 27646.20 | 850 | 168.55 | - | 1 | 0 | 1 | |||||||||
| 13 Nov | 27396.15 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 27337.35 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27279.30 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 27305.05 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 27238.75 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 27033.10 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 27195.80 | 681.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 26712.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27000 expiring on 30DEC2025
Delta for 27000 CE is 0.74
Historical price for 27000 CE is as follows
On 17 Dec FINNIFTY was trading at 27251.95. The strike last trading price was 452.4, which was -116.5 lower than the previous day. The implied volatity was 11.10, the open interest changed by 27 which increased total open position to 44
On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 570, which was -150 lower than the previous day. The implied volatity was 12.51, the open interest changed by 1 which increased total open position to 14
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 720, which was 43 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 720, which was 43 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 720, which was 43 higher than the previous day. The implied volatity was 8.16, the open interest changed by 3 which increased total open position to 13
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 677, which was -213 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 9
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 890, which was -121 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 890, which was -121 lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 9
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 1011, which was 146 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 865, which was 2.6 higher than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 8
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 862.4, which was -179.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 862.4, which was -179.6 lower than the previous day. The implied volatity was 10.03, the open interest changed by -2 which decreased total open position to 8
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 1042, which was -108.6 lower than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 11
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 1150.6, which was 151.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 1150.6, which was 151.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 999, which was 284.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 714.75, which was -245.25 lower than the previous day. The implied volatity was 7.92, the open interest changed by 3 which increased total open position to 6
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 960, which was 10 higher than the previous day. The implied volatity was 15.86, the open interest changed by 0 which decreased total open position to 3
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 950, which was -150 lower than the previous day. The implied volatity was 10.66, the open interest changed by 0 which decreased total open position to 3
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 1100, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 900, which was 50 higher 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 850, which was 168.55 higher 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 850, which was 168.55 higher 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 681.45, 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 12 Nov FINNIFTY was trading at 27337.35. The strike last trading price was 681.45, 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 11 Nov FINNIFTY was trading at 27279.30. The strike last trading price was 681.45, 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 10 Nov FINNIFTY was trading at 27305.05. The strike last trading price was 681.45, 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 7 Nov FINNIFTY was trading at 27238.75. The strike last trading price was 681.45, 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 6 Nov FINNIFTY was trading at 27033.10. The strike last trading price was 681.45, 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 4 Nov FINNIFTY was trading at 27195.80. The strike last trading price was 681.45, 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 6 Oct FINNIFTY was trading at 26712.05. 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
| FINNIFTY 30DEC2025 27000 PE | |||||||
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Delta: -0.24
Vega: 16.15
Theta: -4.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 27251.95 | 78.05 | 10.65 | 10.39 | 2,039 | 113 | 472 |
| 16 Dec | 27385.55 | 71.4 | 27.25 | 11.21 | 1,134 | 22 | 392 |
| 15 Dec | 27603.15 | 42.25 | 2.5 | 11.38 | 588 | 55 | 371 |
| 12 Dec | 27672.60 | 37.9 | -21.15 | 11.18 | 494 | 5 | 319 |
| 11 Dec | 27561.90 | 60 | -39 | 11.43 | 428 | -42 | 314 |
| 10 Dec | 27404.30 | 102 | 23.7 | 11.80 | 1,990 | 78 | 358 |
| 9 Dec | 27549.75 | 80.45 | 14.6 | 12.04 | 408 | 22 | 276 |
| 8 Dec | 27687.15 | 69.8 | 20.65 | 12.28 | 682 | -28 | 254 |
| 5 Dec | 27881.90 | 46.9 | -41.15 | 12.02 | 788 | 66 | 283 |
| 4 Dec | 27611.45 | 86.45 | -10.45 | 12.13 | 250 | 13 | 239 |
| 3 Dec | 27629.60 | 95.9 | -12.8 | 12.64 | 363 | 6 | 226 |
| 2 Dec | 27565.25 | 104.85 | 14.2 | 12.63 | 415 | 20 | 230 |
| 1 Dec | 27814.50 | 88.85 | 2.15 | 13.58 | 401 | 3 | 208 |
| 28 Nov | 27890.25 | 86.55 | -3.75 | 13.52 | 278 | 19 | 213 |
| 27 Nov | 27946.20 | 86 | -32.8 | 13.85 | 307 | 60 | 195 |
| 26 Nov | 27799.50 | 115.9 | -78.25 | 13.99 | 357 | 83 | 136 |
| 25 Nov | 27409.40 | 214.9 | 55.1 | 14.15 | 59 | 19 | 52 |
| 24 Nov | 27498.65 | 152 | 8.35 | 12.58 | 22 | 3 | 34 |
| 21 Nov | 27566.15 | 136.1 | 36.35 | 12.28 | 43 | 21 | 31 |
| 20 Nov | 27861.35 | 99.75 | -30.25 | 13.04 | 11 | 6 | 9 |
| 19 Nov | 27643.70 | 130 | -88.25 | 12.47 | 4 | 2 | 3 |
| 18 Nov | 27546.75 | 218.25 | -1032.25 | 14.59 | 1 | 0 | 0 |
| 17 Nov | 27646.20 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 27396.15 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 27337.35 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 27279.30 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 27305.05 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 27238.75 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 27033.10 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 27195.80 | 1250.5 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 26712.05 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27000 expiring on 30DEC2025
Delta for 27000 PE is -0.24
Historical price for 27000 PE is as follows
On 17 Dec FINNIFTY was trading at 27251.95. The strike last trading price was 78.05, which was 10.65 higher than the previous day. The implied volatity was 10.39, the open interest changed by 113 which increased total open position to 472
On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 71.4, which was 27.25 higher than the previous day. The implied volatity was 11.21, the open interest changed by 22 which increased total open position to 392
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 42.25, which was 2.5 higher than the previous day. The implied volatity was 11.38, the open interest changed by 55 which increased total open position to 371
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 37.9, which was -21.15 lower than the previous day. The implied volatity was 11.18, the open interest changed by 5 which increased total open position to 319
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 60, which was -39 lower than the previous day. The implied volatity was 11.43, the open interest changed by -42 which decreased total open position to 314
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 102, which was 23.7 higher than the previous day. The implied volatity was 11.80, the open interest changed by 78 which increased total open position to 358
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 80.45, which was 14.6 higher than the previous day. The implied volatity was 12.04, the open interest changed by 22 which increased total open position to 276
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 69.8, which was 20.65 higher than the previous day. The implied volatity was 12.28, the open interest changed by -28 which decreased total open position to 254
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 46.9, which was -41.15 lower than the previous day. The implied volatity was 12.02, the open interest changed by 66 which increased total open position to 283
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 86.45, which was -10.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 13 which increased total open position to 239
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 95.9, which was -12.8 lower than the previous day. The implied volatity was 12.64, the open interest changed by 6 which increased total open position to 226
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 104.85, which was 14.2 higher than the previous day. The implied volatity was 12.63, the open interest changed by 20 which increased total open position to 230
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 88.85, which was 2.15 higher than the previous day. The implied volatity was 13.58, the open interest changed by 3 which increased total open position to 208
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 86.55, which was -3.75 lower than the previous day. The implied volatity was 13.52, the open interest changed by 19 which increased total open position to 213
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 86, which was -32.8 lower than the previous day. The implied volatity was 13.85, the open interest changed by 60 which increased total open position to 195
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 115.9, which was -78.25 lower than the previous day. The implied volatity was 13.99, the open interest changed by 83 which increased total open position to 136
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 214.9, which was 55.1 higher than the previous day. The implied volatity was 14.15, the open interest changed by 19 which increased total open position to 52
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 152, which was 8.35 higher than the previous day. The implied volatity was 12.58, the open interest changed by 3 which increased total open position to 34
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 136.1, which was 36.35 higher than the previous day. The implied volatity was 12.28, the open interest changed by 21 which increased total open position to 31
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 99.75, which was -30.25 lower than the previous day. The implied volatity was 13.04, the open interest changed by 6 which increased total open position to 9
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 130, which was -88.25 lower than the previous day. The implied volatity was 12.47, the open interest changed by 2 which increased total open position to 3
On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 218.25, which was -1032.25 lower than the previous day. The implied volatity was 14.59, 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 1250.5, 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 1250.5, 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 1250.5, 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 1250.5, 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 1250.5, 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 1250.5, 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 1250.5, 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 1250.5, 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 Oct FINNIFTY was trading at 26712.05. 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































































































































































































































