[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27603.15 -69.45 (-0.25%)
L: 27499.15 H: 27648.05

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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