FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
16 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 21.25
Theta: -11.45
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.55
Vega: 21.23
Theta: -3.43
Gamma: 0.00
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| 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































































































































































































































