FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 20.70
Theta: -13.02
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 27603.15 | 407.15 | -36.15 | 11.90 | 11 | 1 | 33 | |||||||||
|
|
||||||||||||||||
| 12 Dec | 27672.60 | 443.3 | 39.95 | 8.71 | 1 | 0 | 32 | |||||||||
| 11 Dec | 27561.90 | 405.4 | 65 | 10.34 | 85 | -2 | 32 | |||||||||
| 10 Dec | 27404.30 | 345 | -109.95 | 11.49 | 117 | 18 | 32 | |||||||||
| 9 Dec | 27549.75 | 454 | -52.15 | 11.92 | 58 | 10 | 14 | |||||||||
| 8 Dec | 27687.15 | 506.15 | 12.3 | 10.68 | 1 | 0 | 4 | |||||||||
| 5 Dec | 27881.90 | 493.85 | -67 | - | 0 | -3 | 0 | |||||||||
| 4 Dec | 27611.45 | 493.85 | -67 | 9.59 | 6 | -3 | 4 | |||||||||
| 3 Dec | 27629.60 | 567.4 | 24.15 | 11.45 | 45 | 5 | 5 | |||||||||
| 2 Dec | 27565.25 | 543.25 | 8.05 | 11.09 | 1 | 0 | 1 | |||||||||
| 1 Dec | 27814.50 | 535.2 | -100.15 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 27890.25 | 535.2 | -100.15 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 27946.20 | 535.2 | -100.15 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 27799.50 | 535.2 | -100.15 | - | 2 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27450 expiring on 30DEC2025
Delta for 27450 CE is 0.65
Historical price for 27450 CE is as follows
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 407.15, which was -36.15 lower than the previous day. The implied volatity was 11.90, the open interest changed by 1 which increased total open position to 33
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 443.3, which was 39.95 higher than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 32
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 405.4, which was 65 higher than the previous day. The implied volatity was 10.34, the open interest changed by -2 which decreased total open position to 32
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 345, which was -109.95 lower than the previous day. The implied volatity was 11.49, the open interest changed by 18 which increased total open position to 32
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 454, which was -52.15 lower than the previous day. The implied volatity was 11.92, the open interest changed by 10 which increased total open position to 14
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 506.15, which was 12.3 higher than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 4
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 493.85, which was -67 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 493.85, which was -67 lower than the previous day. The implied volatity was 9.59, the open interest changed by -3 which decreased total open position to 4
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 567.4, which was 24.15 higher than the previous day. The implied volatity was 11.45, the open interest changed by 5 which increased total open position to 5
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 543.25, which was 8.05 higher than the previous day. The implied volatity was 11.09, the open interest changed by 0 which decreased total open position to 1
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 535.2, which was -100.15 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 535.2, which was -100.15 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 535.2, which was -100.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 535.2, which was -100.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 30DEC2025 27450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 20.29
Theta: -4.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 27603.15 | 128.4 | 17.1 | 10.39 | 144 | 14 | 54 |
| 12 Dec | 27672.60 | 106.8 | -54.05 | 10.18 | 94 | 5 | 42 |
| 11 Dec | 27561.90 | 160.95 | -79.9 | 10.76 | 115 | 11 | 38 |
| 10 Dec | 27404.30 | 235.85 | 42.85 | 11.05 | 212 | -1 | 27 |
| 9 Dec | 27549.75 | 194.15 | 24.25 | 11.56 | 158 | 12 | 33 |
| 8 Dec | 27687.15 | 169.9 | 58.45 | 11.89 | 53 | 1 | 22 |
| 5 Dec | 27881.90 | 111 | -83.65 | 11.34 | 42 | -4 | 21 |
| 4 Dec | 27611.45 | 192.45 | -11.2 | 11.70 | 29 | 2 | 26 |
| 3 Dec | 27629.60 | 197.35 | -318.75 | 12.00 | 188 | 28 | 28 |
| 2 Dec | 27565.25 | 516.1 | 0 | 1.18 | 0 | 0 | 0 |
| 1 Dec | 27814.50 | 516.1 | 0 | 1.79 | 0 | 0 | 0 |
| 28 Nov | 27890.25 | 516.1 | 0 | 1.96 | 0 | 0 | 0 |
| 27 Nov | 27946.20 | 516.1 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 27799.50 | 516.1 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27450 expiring on 30DEC2025
Delta for 27450 PE is -0.33
Historical price for 27450 PE is as follows
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 128.4, which was 17.1 higher than the previous day. The implied volatity was 10.39, the open interest changed by 14 which increased total open position to 54
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 106.8, which was -54.05 lower than the previous day. The implied volatity was 10.18, the open interest changed by 5 which increased total open position to 42
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 160.95, which was -79.9 lower than the previous day. The implied volatity was 10.76, the open interest changed by 11 which increased total open position to 38
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 235.85, which was 42.85 higher than the previous day. The implied volatity was 11.05, the open interest changed by -1 which decreased total open position to 27
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 194.15, which was 24.25 higher than the previous day. The implied volatity was 11.56, the open interest changed by 12 which increased total open position to 33
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 169.9, which was 58.45 higher than the previous day. The implied volatity was 11.89, the open interest changed by 1 which increased total open position to 22
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 111, which was -83.65 lower than the previous day. The implied volatity was 11.34, the open interest changed by -4 which decreased total open position to 21
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 192.45, which was -11.2 lower than the previous day. The implied volatity was 11.70, the open interest changed by 2 which increased total open position to 26
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 197.35, which was -318.75 lower than the previous day. The implied volatity was 12.00, the open interest changed by 28 which increased total open position to 28
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 516.1, which was 0 lower than the previous day. The implied volatity was 1.18, 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 516.1, which was 0 lower than the previous day. The implied volatity was 1.79, 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 516.1, which was 0 lower than the previous day. The implied volatity was 1.96, 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 516.1, 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 516.1, 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































































































































































































































