FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27500 CE | ||||||||||||||||
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Delta: 0.71
Vega: 21.08
Theta: -10.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 27672.60 | 425 | 49.65 | 9.59 | 494 | -42 | 807 | |||||||||
| 11 Dec | 27561.90 | 363.3 | 51.5 | 10.07 | 1,239 | -38 | 878 | |||||||||
| 10 Dec | 27404.30 | 323.05 | -88.95 | 11.67 | 1,586 | 358 | 916 | |||||||||
| 9 Dec | 27549.75 | 401 | -106.45 | 11.03 | 881 | 46 | 570 | |||||||||
| 8 Dec | 27687.15 | 504.25 | -134.15 | 11.96 | 74 | -4 | 524 | |||||||||
| 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 | |||||||||
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| 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 0.71
Historical price for 27500 CE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 425, which was 49.65 higher than the previous day. The implied volatity was 9.59, the open interest changed by -42 which decreased total open position to 807
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 363.3, which was 51.5 higher than the previous day. The implied volatity was 10.07, the open interest changed by -38 which decreased total open position to 878
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 323.05, which was -88.95 lower than the previous day. The implied volatity was 11.67, the open interest changed by 358 which increased total open position to 916
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 401, which was -106.45 lower than the previous day. The implied volatity was 11.03, the open interest changed by 46 which increased total open position to 570
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 504.25, which was -134.15 lower than the previous day. The implied volatity was 11.96, the open interest changed by -4 which decreased total open position to 524
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 | |||||||
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Delta: -0.30
Vega: 21.44
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 27672.60 | 122 | -55.2 | 10.20 | 1,800 | -18 | 1,040 |
| 11 Dec | 27561.90 | 177 | -84.35 | 10.66 | 1,885 | 46 | 1,086 |
| 10 Dec | 27404.30 | 259.25 | 51.25 | 11.06 | 2,558 | 231 | 1,043 |
| 9 Dec | 27549.75 | 213 | 40.45 | 11.53 | 2,177 | -108 | 832 |
| 8 Dec | 27687.15 | 173.75 | 47.75 | 11.37 | 788 | -52 | 947 |
| 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 -0.30
Historical price for 27500 PE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 122, which was -55.2 lower than the previous day. The implied volatity was 10.20, the open interest changed by -18 which decreased total open position to 1040
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 177, which was -84.35 lower than the previous day. The implied volatity was 10.66, the open interest changed by 46 which increased total open position to 1086
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 259.25, which was 51.25 higher than the previous day. The implied volatity was 11.06, the open interest changed by 231 which increased total open position to 1043
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 213, which was 40.45 higher than the previous day. The implied volatity was 11.53, the open interest changed by -108 which decreased total open position to 832
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 173.75, which was 47.75 higher than the previous day. The implied volatity was 11.37, the open interest changed by -52 which decreased total open position to 947
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































































































































































































































