FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27600 CE | ||||||||||||||||
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Delta: 0.57
Vega: 22.00
Theta: -12.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 27603.15 | 297 | -62.7 | 11.04 | 4,785 | 982 | 1,197 | |||||||||
| 12 Dec | 27672.60 | 353.05 | 35.45 | 9.37 | 1,058 | 3 | 219 | |||||||||
| 11 Dec | 27561.90 | 307.75 | 45.65 | 10.08 | 998 | -93 | 216 | |||||||||
| 10 Dec | 27404.30 | 267.15 | -87.15 | 11.40 | 1,383 | 107 | 305 | |||||||||
| 9 Dec | 27549.75 | 347.8 | -98.85 | 11.19 | 1,150 | 67 | 204 | |||||||||
| 8 Dec | 27687.15 | 437.55 | -128.05 | 11.78 | 531 | -260 | 158 | |||||||||
| 5 Dec | 27881.90 | 566.2 | 130.6 | 9.81 | 1,161 | 202 | 419 | |||||||||
| 4 Dec | 27611.45 | 387.15 | -84.4 | 9.24 | 968 | -73 | 218 | |||||||||
| 3 Dec | 27629.60 | 472.45 | 21.4 | 11.44 | 744 | 78 | 281 | |||||||||
| 2 Dec | 27565.25 | 456.6 | -134.65 | 11.28 | 900 | 140 | 207 | |||||||||
| 1 Dec | 27814.50 | 592.45 | -76.2 | 10.54 | 5 | 1 | 65 | |||||||||
| 28 Nov | 27890.25 | 668.65 | -34.95 | 10.48 | 33 | -3 | 64 | |||||||||
| 27 Nov | 27946.20 | 703.6 | 99.1 | 9.41 | 45 | -15 | 67 | |||||||||
| 26 Nov | 27799.50 | 617.8 | 233.45 | 10.13 | 677 | -13 | 85 | |||||||||
| 25 Nov | 27409.40 | 362 | -63.95 | 9.71 | 124 | 34 | 98 | |||||||||
| 24 Nov | 27498.65 | 420 | -67.5 | 9.73 | 59 | -1 | 61 | |||||||||
| 21 Nov | 27566.15 | 486 | -135.45 | 9.62 | 68 | 34 | 58 | |||||||||
| 20 Nov | 27861.35 | 621.45 | 100.8 | 6.43 | 3 | 1 | 25 | |||||||||
| 19 Nov | 27643.70 | 529.9 | 27.85 | 8.95 | 24 | 9 | 23 | |||||||||
| 18 Nov | 27546.75 | 501.05 | -64.3 | 10.05 | 11 | 4 | 11 | |||||||||
| 17 Nov | 27646.20 | 565.35 | 85.65 | 9.25 | 7 | 6 | 6 | |||||||||
| 13 Nov | 27396.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 27337.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27279.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 27305.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 27238.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 27033.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Nov | 27195.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27600 expiring on 30DEC2025
Delta for 27600 CE is 0.57
Historical price for 27600 CE is as follows
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 297, which was -62.7 lower than the previous day. The implied volatity was 11.04, the open interest changed by 982 which increased total open position to 1197
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 353.05, which was 35.45 higher than the previous day. The implied volatity was 9.37, the open interest changed by 3 which increased total open position to 219
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 307.75, which was 45.65 higher than the previous day. The implied volatity was 10.08, the open interest changed by -93 which decreased total open position to 216
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 267.15, which was -87.15 lower than the previous day. The implied volatity was 11.40, the open interest changed by 107 which increased total open position to 305
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 347.8, which was -98.85 lower than the previous day. The implied volatity was 11.19, the open interest changed by 67 which increased total open position to 204
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 437.55, which was -128.05 lower than the previous day. The implied volatity was 11.78, the open interest changed by -260 which decreased total open position to 158
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 566.2, which was 130.6 higher than the previous day. The implied volatity was 9.81, the open interest changed by 202 which increased total open position to 419
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 387.15, which was -84.4 lower than the previous day. The implied volatity was 9.24, the open interest changed by -73 which decreased total open position to 218
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 472.45, which was 21.4 higher than the previous day. The implied volatity was 11.44, the open interest changed by 78 which increased total open position to 281
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 456.6, which was -134.65 lower than the previous day. The implied volatity was 11.28, the open interest changed by 140 which increased total open position to 207
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 592.45, which was -76.2 lower than the previous day. The implied volatity was 10.54, the open interest changed by 1 which increased total open position to 65
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 668.65, which was -34.95 lower than the previous day. The implied volatity was 10.48, the open interest changed by -3 which decreased total open position to 64
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 703.6, which was 99.1 higher than the previous day. The implied volatity was 9.41, the open interest changed by -15 which decreased total open position to 67
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 617.8, which was 233.45 higher than the previous day. The implied volatity was 10.13, the open interest changed by -13 which decreased total open position to 85
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 362, which was -63.95 lower than the previous day. The implied volatity was 9.71, the open interest changed by 34 which increased total open position to 98
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 420, which was -67.5 lower than the previous day. The implied volatity was 9.73, the open interest changed by -1 which decreased total open position to 61
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 486, which was -135.45 lower than the previous day. The implied volatity was 9.62, the open interest changed by 34 which increased total open position to 58
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 621.45, which was 100.8 higher than the previous day. The implied volatity was 6.43, the open interest changed by 1 which increased total open position to 25
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 529.9, which was 27.85 higher than the previous day. The implied volatity was 8.95, the open interest changed by 9 which increased total open position to 23
On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 501.05, which was -64.3 lower than the previous day. The implied volatity was 10.05, the open interest changed by 4 which increased total open position to 11
On 17 Nov FINNIFTY was trading at 27646.20. The strike last trading price was 565.35, which was 85.65 higher than the previous day. The implied volatity was 9.25, the open interest changed by 6 which increased total open position to 6
On 13 Nov FINNIFTY was trading at 27396.15. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 27600 PE | |||||||
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Delta: -0.42
Vega: 21.91
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 27603.15 | 178.25 | 19.85 | 10.13 | 2,393 | 450 | 782 |
| 12 Dec | 27672.60 | 154.75 | -60.2 | 10.16 | 1,790 | 79 | 333 |
| 11 Dec | 27561.90 | 214.2 | -96.35 | 10.49 | 755 | -44 | 253 |
| 10 Dec | 27404.30 | 306.2 | 57 | 10.93 | 1,401 | 78 | 299 |
| 9 Dec | 27549.75 | 252.9 | 47.2 | 11.44 | 1,111 | 0 | 223 |
| 8 Dec | 27687.15 | 209.7 | 60.5 | 11.33 | 566 | -51 | 223 |
| 5 Dec | 27881.90 | 143.25 | -104.55 | 11.01 | 990 | 34 | 276 |
| 4 Dec | 27611.45 | 244.85 | -13.5 | 11.59 | 1,464 | -36 | 250 |
| 3 Dec | 27629.60 | 256 | -29.05 | 12.12 | 1,031 | 79 | 296 |
| 2 Dec | 27565.25 | 274.75 | 40.8 | 12.22 | 2,278 | 132 | 230 |
| 1 Dec | 27814.50 | 236.8 | 28.5 | 13.55 | 306 | 12 | 97 |
| 28 Nov | 27890.25 | 203.95 | -1 | 12.74 | 45 | 4 | 86 |
| 27 Nov | 27946.20 | 196.25 | -70.55 | 13.03 | 144 | -24 | 83 |
| 26 Nov | 27799.50 | 266.85 | -143.35 | 13.72 | 357 | 88 | 106 |
| 25 Nov | 27409.40 | 430 | 73.75 | 13.67 | 45 | 4 | 19 |
| 24 Nov | 27498.65 | 373.6 | -1266.1 | 13.08 | 34 | 15 | 15 |
| 21 Nov | 27566.15 | 1639.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 27861.35 | 1639.7 | 0 | 1.48 | 0 | 0 | 0 |
| 19 Nov | 27643.70 | 1639.7 | 0 | 0.93 | 0 | 0 | 0 |
| 18 Nov | 27546.75 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 27646.20 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 27396.15 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 27337.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 27279.30 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 27305.05 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 27238.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 27033.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 27195.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 27600 expiring on 30DEC2025
Delta for 27600 PE is -0.42
Historical price for 27600 PE is as follows
On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 178.25, which was 19.85 higher than the previous day. The implied volatity was 10.13, the open interest changed by 450 which increased total open position to 782
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 154.75, which was -60.2 lower than the previous day. The implied volatity was 10.16, the open interest changed by 79 which increased total open position to 333
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 214.2, which was -96.35 lower than the previous day. The implied volatity was 10.49, the open interest changed by -44 which decreased total open position to 253
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 306.2, which was 57 higher than the previous day. The implied volatity was 10.93, the open interest changed by 78 which increased total open position to 299
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 252.9, which was 47.2 higher than the previous day. The implied volatity was 11.44, the open interest changed by 0 which decreased total open position to 223
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 209.7, which was 60.5 higher than the previous day. The implied volatity was 11.33, the open interest changed by -51 which decreased total open position to 223
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 143.25, which was -104.55 lower than the previous day. The implied volatity was 11.01, the open interest changed by 34 which increased total open position to 276
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 244.85, which was -13.5 lower than the previous day. The implied volatity was 11.59, the open interest changed by -36 which decreased total open position to 250
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 256, which was -29.05 lower than the previous day. The implied volatity was 12.12, the open interest changed by 79 which increased total open position to 296
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 274.75, which was 40.8 higher than the previous day. The implied volatity was 12.22, the open interest changed by 132 which increased total open position to 230
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 236.8, which was 28.5 higher than the previous day. The implied volatity was 13.55, the open interest changed by 12 which increased total open position to 97
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 203.95, which was -1 lower than the previous day. The implied volatity was 12.74, the open interest changed by 4 which increased total open position to 86
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 196.25, which was -70.55 lower than the previous day. The implied volatity was 13.03, the open interest changed by -24 which decreased total open position to 83
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 266.85, which was -143.35 lower than the previous day. The implied volatity was 13.72, the open interest changed by 88 which increased total open position to 106
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 430, which was 73.75 higher than the previous day. The implied volatity was 13.67, the open interest changed by 4 which increased total open position to 19
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 373.6, which was -1266.1 lower than the previous day. The implied volatity was 13.08, the open interest changed by 15 which increased total open position to 15
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 1639.7, 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 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 1639.7, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 1639.7, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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































































































































































































































