FINNIFTY
Nifty Financial Services
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































































































































































































































