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FINNIFTY

Nifty Financial Services
27672.6 +110.70 (0.40%)
L: 27582.95 H: 27716

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Historical option data for FINNIFTY

12 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27350 CE
Delta: 0.75
Vega: 19.44
Theta: -11.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 27672.60 570 144.25 11.41 2 0 2
11 Dec 27561.90 425.75 24.4 8.17 5 1 3
10 Dec 27404.30 401.35 -287.3 11.45 4 0 0
9 Dec 27549.75 688.65 0 - 0 0 0
8 Dec 27687.15 688.65 0 - 0 0 0
5 Dec 27881.90 688.65 0 - 0 0 0
4 Dec 27611.45 688.65 0 - 0 0 0
3 Dec 27629.60 688.65 0 - 0 0 0
2 Dec 27565.25 688.65 0 - 0 0 0
1 Dec 27814.50 688.65 0 - 0 0 0
28 Nov 27890.25 688.65 0 - 0 0 0
27 Nov 27946.20 688.65 0 - 0 0 0
26 Nov 27799.50 688.65 0 - 0 0 0


For Nifty Financial Services - strike price 27350 expiring on 30DEC2025

Delta for 27350 CE is 0.75

Historical price for 27350 CE is as follows

On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 570, which was 144.25 higher than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 2


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 425.75, which was 24.4 higher than the previous day. The implied volatity was 8.17, the open interest changed by 1 which increased total open position to 3


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 401.35, which was -287.3 lower than the previous day. The implied volatity was 11.45, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 688.65, 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 27350 PE
Delta: -0.23
Vega: 18.80
Theta: -3.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 27672.60 90 -38.65 10.64 15 0 49
11 Dec 27561.90 129 -72.85 10.80 172 3 50
10 Dec 27404.30 201.95 44.2 11.38 200 16 51
9 Dec 27549.75 160 36.65 11.58 156 8 35
8 Dec 27687.15 133 38.3 11.61 41 14 27
5 Dec 27881.90 92.8 -94.95 11.52 114 9 12
4 Dec 27611.45 187.75 8.7 12.76 4 -2 2
3 Dec 27629.60 178.1 -291.9 12.49 8 3 3
2 Dec 27565.25 470 0 1.50 0 0 0
1 Dec 27814.50 470 0 2.09 0 0 0
28 Nov 27890.25 470 0 2.27 0 0 0
27 Nov 27946.20 470 0 - 0 0 0
26 Nov 27799.50 470 0 1.99 0 0 0


For Nifty Financial Services - strike price 27350 expiring on 30DEC2025

Delta for 27350 PE is -0.23

Historical price for 27350 PE is as follows

On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 90, which was -38.65 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 49


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 129, which was -72.85 lower than the previous day. The implied volatity was 10.80, the open interest changed by 3 which increased total open position to 50


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 201.95, which was 44.2 higher than the previous day. The implied volatity was 11.38, the open interest changed by 16 which increased total open position to 51


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 160, which was 36.65 higher than the previous day. The implied volatity was 11.58, the open interest changed by 8 which increased total open position to 35


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 133, which was 38.3 higher than the previous day. The implied volatity was 11.61, the open interest changed by 14 which increased total open position to 27


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 92.8, which was -94.95 lower than the previous day. The implied volatity was 11.52, the open interest changed by 9 which increased total open position to 12


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 187.75, which was 8.7 higher than the previous day. The implied volatity was 12.76, the open interest changed by -2 which decreased total open position to 2


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 178.1, which was -291.9 lower than the previous day. The implied volatity was 12.49, the open interest changed by 3 which increased total open position to 3


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 470, which was 0 lower than the previous day. The implied volatity was 1.50, 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 470, which was 0 lower than the previous day. The implied volatity was 2.09, 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 470, which was 0 lower than the previous day. The implied volatity was 2.27, 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 470, 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 470, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0