[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27385.55 -217.60 (-0.79%)
L: 27352.75 H: 27538

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Historical option data for FINNIFTY

16 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27550 CE
Delta: 0.46
Vega: 21.25
Theta: -11.45
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 27385.55 194.85 -138.45 10.66 383 13 106
15 Dec 27603.15 327.6 -57 11.13 436 52 98
12 Dec 27672.60 386.4 39.85 9.39 48 -15 47
11 Dec 27561.90 337.35 47.9 10.04 331 -48 63
10 Dec 27404.30 293.35 -96.2 11.49 418 54 112
9 Dec 27549.75 382.95 -96.55 11.46 318 19 57
8 Dec 27687.15 464.75 -133.9 11.65 18 7 37
5 Dec 27881.90 599.2 131.75 9.83 76 -24 31
4 Dec 27611.45 453.5 -46 10.47 312 19 54
3 Dec 27629.60 508.35 24.5 11.63 274 11 36
2 Dec 27565.25 492 -135.35 11.39 74 18 23
1 Dec 27814.50 627.35 -102.8 10.53 1 0 5
28 Nov 27890.25 730.15 167.35 - 0 -1 0
27 Nov 27946.20 730.15 167.35 8.97 2 -1 5
26 Nov 27799.50 562.8 -21.85 6.60 27 6 6


For Nifty Financial Services - strike price 27550 expiring on 30DEC2025

Delta for 27550 CE is 0.46

Historical price for 27550 CE is as follows

On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 194.85, which was -138.45 lower than the previous day. The implied volatity was 10.66, the open interest changed by 13 which increased total open position to 106


On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 327.6, which was -57 lower than the previous day. The implied volatity was 11.13, the open interest changed by 52 which increased total open position to 98


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 386.4, which was 39.85 higher than the previous day. The implied volatity was 9.39, the open interest changed by -15 which decreased total open position to 47


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 337.35, which was 47.9 higher than the previous day. The implied volatity was 10.04, the open interest changed by -48 which decreased total open position to 63


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 293.35, which was -96.2 lower than the previous day. The implied volatity was 11.49, the open interest changed by 54 which increased total open position to 112


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 382.95, which was -96.55 lower than the previous day. The implied volatity was 11.46, the open interest changed by 19 which increased total open position to 57


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 464.75, which was -133.9 lower than the previous day. The implied volatity was 11.65, the open interest changed by 7 which increased total open position to 37


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 599.2, which was 131.75 higher than the previous day. The implied volatity was 9.83, the open interest changed by -24 which decreased total open position to 31


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 453.5, which was -46 lower than the previous day. The implied volatity was 10.47, the open interest changed by 19 which increased total open position to 54


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 508.35, which was 24.5 higher than the previous day. The implied volatity was 11.63, the open interest changed by 11 which increased total open position to 36


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 492, which was -135.35 lower than the previous day. The implied volatity was 11.39, the open interest changed by 18 which increased total open position to 23


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 627.35, which was -102.8 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 5


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 730.15, which was 167.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 730.15, which was 167.35 higher than the previous day. The implied volatity was 8.97, the open interest changed by -1 which decreased total open position to 5


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 562.8, which was -21.85 lower than the previous day. The implied volatity was 6.60, the open interest changed by 6 which increased total open position to 6


FINNIFTY 30DEC2025 27550 PE
Delta: -0.55
Vega: 21.23
Theta: -3.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 27385.55 251.85 89 10.03 284 -2 137
15 Dec 27603.15 158.2 20.4 10.06 692 26 140
12 Dec 27672.60 134.2 -59.1 10.02 183 21 125
11 Dec 27561.90 192.6 -94.5 10.54 389 14 106
10 Dec 27404.30 282.35 54.7 11.01 304 11 95
9 Dec 27549.75 231.1 38.6 11.44 893 -3 85
8 Dec 27687.15 188.35 51.15 11.24 210 34 93
5 Dec 27881.90 129.9 -93.95 11.06 232 -33 61
4 Dec 27611.45 219.55 -19.3 11.39 509 -20 99
3 Dec 27629.60 231.85 -31.2 11.96 414 57 121
2 Dec 27565.25 253.05 37 12.16 305 60 69
1 Dec 27814.50 208.05 20.65 13.08 13 2 10
28 Nov 27890.25 187.4 -1.2 12.69 2 0 8
27 Nov 27946.20 188.6 -133.9 13.27 11 5 7
26 Nov 27799.50 322.5 -242.35 16.07 2 1 1


For Nifty Financial Services - strike price 27550 expiring on 30DEC2025

Delta for 27550 PE is -0.55

Historical price for 27550 PE is as follows

On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 251.85, which was 89 higher than the previous day. The implied volatity was 10.03, the open interest changed by -2 which decreased total open position to 137


On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 158.2, which was 20.4 higher than the previous day. The implied volatity was 10.06, the open interest changed by 26 which increased total open position to 140


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 134.2, which was -59.1 lower than the previous day. The implied volatity was 10.02, the open interest changed by 21 which increased total open position to 125


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 192.6, which was -94.5 lower than the previous day. The implied volatity was 10.54, the open interest changed by 14 which increased total open position to 106


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 282.35, which was 54.7 higher than the previous day. The implied volatity was 11.01, the open interest changed by 11 which increased total open position to 95


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 231.1, which was 38.6 higher than the previous day. The implied volatity was 11.44, the open interest changed by -3 which decreased total open position to 85


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 188.35, which was 51.15 higher than the previous day. The implied volatity was 11.24, the open interest changed by 34 which increased total open position to 93


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 129.9, which was -93.95 lower than the previous day. The implied volatity was 11.06, the open interest changed by -33 which decreased total open position to 61


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 219.55, which was -19.3 lower than the previous day. The implied volatity was 11.39, the open interest changed by -20 which decreased total open position to 99


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 231.85, which was -31.2 lower than the previous day. The implied volatity was 11.96, the open interest changed by 57 which increased total open position to 121


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 253.05, which was 37 higher than the previous day. The implied volatity was 12.16, the open interest changed by 60 which increased total open position to 69


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 208.05, which was 20.65 higher than the previous day. The implied volatity was 13.08, the open interest changed by 2 which increased total open position to 10


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 187.4, which was -1.2 lower than the previous day. The implied volatity was 12.69, the open interest changed by 0 which decreased total open position to 8


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 188.6, which was -133.9 lower than the previous day. The implied volatity was 13.27, the open interest changed by 5 which increased total open position to 7


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 322.5, which was -242.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by 1 which increased total open position to 1