[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27603.15 -69.45 (-0.25%)
L: 27499.15 H: 27648.05

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Historical option data for FINNIFTY

15 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27600 CE
Delta: 0.57
Vega: 22.00
Theta: -12.29
Gamma: 0.00
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
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
Delta: -0.42
Vega: 21.91
Theta: -4.14
Gamma: 0.00
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