[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27881.9 +270.45 (0.98%)
L: 27519.4 H: 27901.45

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Historical option data for FINNIFTY

05 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27500 CE
Delta: 0.79
Vega: 21.05
Theta: -9.89
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 27881.90 632.05 142.45 9.58 368 -2 546
4 Dec 27611.45 429.25 -102.15 8.35 817 80 581
3 Dec 27629.60 545.75 37 11.85 1,603 226 492
2 Dec 27565.25 525 -111.35 11.58 494 -37 283
1 Dec 27814.50 635 -99.2 9.35 56 -3 320
28 Nov 27890.25 737 -36.7 10.26 47 -2 319
27 Nov 27946.20 790.65 115 9.87 124 9 322
26 Nov 27799.50 690.55 249.6 10.18 907 150 314
25 Nov 27409.40 441.5 -54.5 10.48 317 98 163
24 Nov 27498.65 475 -90.1 9.61 17 -1 67
21 Nov 27566.15 565.1 -185.2 10.12 17 3 67
20 Nov 27861.35 750.3 171 8.72 10 0 64
19 Nov 27643.70 582 72.3 8.47 105 65 65
18 Nov 27546.75 509.7 0 - 0 0 0
17 Nov 27646.20 509.7 0 - 0 0 0
13 Nov 27396.15 509.7 0 - 0 0 0
12 Nov 27337.35 509.7 0 - 0 0 0
11 Nov 27279.30 509.7 0 - 0 0 0
10 Nov 27305.05 509.7 0 - 0 0 0
7 Nov 27238.75 509.7 0 - 0 0 0
6 Nov 27033.10 509.7 0 - 0 0 0
4 Nov 27195.80 509.7 0 - 0 0 0


For Nifty Financial Services - strike price 27500 expiring on 30DEC2025

Delta for 27500 CE is 0.79

Historical price for 27500 CE is as follows

On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 632.05, which was 142.45 higher than the previous day. The implied volatity was 9.58, the open interest changed by -2 which decreased total open position to 546


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 429.25, which was -102.15 lower than the previous day. The implied volatity was 8.35, the open interest changed by 80 which increased total open position to 581


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 545.75, which was 37 higher than the previous day. The implied volatity was 11.85, the open interest changed by 226 which increased total open position to 492


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 525, which was -111.35 lower than the previous day. The implied volatity was 11.58, the open interest changed by -37 which decreased total open position to 283


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 635, which was -99.2 lower than the previous day. The implied volatity was 9.35, the open interest changed by -3 which decreased total open position to 320


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 737, which was -36.7 lower than the previous day. The implied volatity was 10.26, the open interest changed by -2 which decreased total open position to 319


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 790.65, which was 115 higher than the previous day. The implied volatity was 9.87, the open interest changed by 9 which increased total open position to 322


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 690.55, which was 249.6 higher than the previous day. The implied volatity was 10.18, the open interest changed by 150 which increased total open position to 314


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 441.5, which was -54.5 lower than the previous day. The implied volatity was 10.48, the open interest changed by 98 which increased total open position to 163


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 475, which was -90.1 lower than the previous day. The implied volatity was 9.61, the open interest changed by -1 which decreased total open position to 67


On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 565.1, which was -185.2 lower than the previous day. The implied volatity was 10.12, the open interest changed by 3 which increased total open position to 67


On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 750.3, which was 171 higher than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 64


On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 582, which was 72.3 higher than the previous day. The implied volatity was 8.47, the open interest changed by 65 which increased total open position to 65


On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 509.7, 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 17 Nov FINNIFTY was trading at 27646.20. The strike last trading price was 509.7, 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 509.7, 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 509.7, 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 509.7, 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 509.7, 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 509.7, 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 509.7, 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 509.7, 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 27500 PE
Delta: -0.24
Vega: 22.83
Theta: -3.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 27881.90 117.8 -93.95 11.07 1,820 -175 1,019
4 Dec 27611.45 212 -11.55 11.77 4,078 -284 1,257
3 Dec 27629.60 219 -30.55 12.16 3,350 624 1,556
2 Dec 27565.25 236.8 35.05 12.20 5,001 481 940
1 Dec 27814.50 202 20.65 13.46 599 23 458
28 Nov 27890.25 176.2 -4.45 12.80 549 1 435
27 Nov 27946.20 170 -62.55 13.10 509 31 434
26 Nov 27799.50 233 -130.15 13.70 1,192 256 405
25 Nov 27409.40 357.3 41.45 12.90 447 51 152
24 Nov 27498.65 328.85 22.1 12.93 174 10 102
21 Nov 27566.15 305 103.85 12.89 155 8 92
20 Nov 27861.35 195 -104.35 12.38 85 36 84
19 Nov 27643.70 273.95 -46.85 12.52 59 34 48
18 Nov 27546.75 306.55 -1264.65 12.25 18 14 14
17 Nov 27646.20 1571.2 0 - 0 0 0
13 Nov 27396.15 1571.2 0 - 0 0 0
12 Nov 27337.35 1571.2 0 - 0 0 0
11 Nov 27279.30 1571.2 0 - 0 0 0
10 Nov 27305.05 1571.2 0 - 0 0 0
7 Nov 27238.75 1571.2 0 - 0 0 0
6 Nov 27033.10 1571.2 0 - 0 0 0
4 Nov 27195.80 1571.2 0 - 0 0 0


For Nifty Financial Services - strike price 27500 expiring on 30DEC2025

Delta for 27500 PE is -0.24

Historical price for 27500 PE is as follows

On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 117.8, which was -93.95 lower than the previous day. The implied volatity was 11.07, the open interest changed by -175 which decreased total open position to 1019


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 212, which was -11.55 lower than the previous day. The implied volatity was 11.77, the open interest changed by -284 which decreased total open position to 1257


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 219, which was -30.55 lower than the previous day. The implied volatity was 12.16, the open interest changed by 624 which increased total open position to 1556


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 236.8, which was 35.05 higher than the previous day. The implied volatity was 12.20, the open interest changed by 481 which increased total open position to 940


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 202, which was 20.65 higher than the previous day. The implied volatity was 13.46, the open interest changed by 23 which increased total open position to 458


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 176.2, which was -4.45 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1 which increased total open position to 435


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 170, which was -62.55 lower than the previous day. The implied volatity was 13.10, the open interest changed by 31 which increased total open position to 434


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 233, which was -130.15 lower than the previous day. The implied volatity was 13.70, the open interest changed by 256 which increased total open position to 405


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 357.3, which was 41.45 higher than the previous day. The implied volatity was 12.90, the open interest changed by 51 which increased total open position to 152


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 328.85, which was 22.1 higher than the previous day. The implied volatity was 12.93, the open interest changed by 10 which increased total open position to 102


On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 305, which was 103.85 higher than the previous day. The implied volatity was 12.89, the open interest changed by 8 which increased total open position to 92


On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 195, which was -104.35 lower than the previous day. The implied volatity was 12.38, the open interest changed by 36 which increased total open position to 84


On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 273.95, which was -46.85 lower than the previous day. The implied volatity was 12.52, the open interest changed by 34 which increased total open position to 48


On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 306.55, which was -1264.65 lower than the previous day. The implied volatity was 12.25, the open interest changed by 14 which increased total open position to 14


On 17 Nov FINNIFTY was trading at 27646.20. The strike last trading price was 1571.2, 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 1571.2, 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 1571.2, 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 1571.2, 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 1571.2, 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 1571.2, 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 1571.2, 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 1571.2, 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