FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27650 CE | ||||||||||||||||
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Delta: 0.61
Vega: 23.51
Theta: -10.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 Dec | 27672.60 | 330 | 41.45 | 9.71 | 394 | 17 | 62 | |||||||||
| 11 Dec | 27561.90 | 284.8 | 45.5 | 10.18 | 187 | -9 | 44 | |||||||||
| 10 Dec | 27404.30 | 234.35 | -91.95 | 11.00 | 247 | 6 | 61 | |||||||||
| 9 Dec | 27549.75 | 317.25 | -98.75 | 11.03 | 172 | 20 | 56 | |||||||||
| 8 Dec | 27687.15 | 383.65 | -144.9 | 10.85 | 44 | 2 | 36 | |||||||||
| 5 Dec | 27881.90 | 538.35 | 132.2 | 10.30 | 266 | -37 | 34 | |||||||||
| 4 Dec | 27611.45 | 392.95 | -48.4 | 10.49 | 321 | 21 | 72 | |||||||||
| 3 Dec | 27629.60 | 450 | 30 | 11.68 | 68 | -10 | 51 | |||||||||
| 2 Dec | 27565.25 | 433 | -93.7 | 11.37 | 304 | 48 | 61 | |||||||||
| 1 Dec | 27814.50 | 526.7 | -88 | 9.39 | 7 | 0 | 13 | |||||||||
| 28 Nov | 27890.25 | 614.7 | 51.1 | 9.81 | 18 | 9 | 13 | |||||||||
| 27 Nov | 27946.20 | 563.6 | 26.8 | - | 0 | 4 | 0 | |||||||||
| 26 Nov | 27799.50 | 563.6 | 26.8 | 9.43 | 33 | 4 | 4 | |||||||||
For Nifty Financial Services - strike price 27650 expiring on 30DEC2025
Delta for 27650 CE is 0.61
Historical price for 27650 CE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 330, which was 41.45 higher than the previous day. The implied volatity was 9.71, the open interest changed by 17 which increased total open position to 62
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 284.8, which was 45.5 higher than the previous day. The implied volatity was 10.18, the open interest changed by -9 which decreased total open position to 44
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 234.35, which was -91.95 lower than the previous day. The implied volatity was 11.00, the open interest changed by 6 which increased total open position to 61
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 317.25, which was -98.75 lower than the previous day. The implied volatity was 11.03, the open interest changed by 20 which increased total open position to 56
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 383.65, which was -144.9 lower than the previous day. The implied volatity was 10.85, the open interest changed by 2 which increased total open position to 36
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 538.35, which was 132.2 higher than the previous day. The implied volatity was 10.30, the open interest changed by -37 which decreased total open position to 34
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 392.95, which was -48.4 lower than the previous day. The implied volatity was 10.49, the open interest changed by 21 which increased total open position to 72
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 450, which was 30 higher than the previous day. The implied volatity was 11.68, the open interest changed by -10 which decreased total open position to 51
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 433, which was -93.7 lower than the previous day. The implied volatity was 11.37, the open interest changed by 48 which increased total open position to 61
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 526.7, which was -88 lower than the previous day. The implied volatity was 9.39, the open interest changed by 0 which decreased total open position to 13
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 614.7, which was 51.1 higher than the previous day. The implied volatity was 9.81, the open interest changed by 9 which increased total open position to 13
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 563.6, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 563.6, which was 26.8 higher than the previous day. The implied volatity was 9.43, the open interest changed by 4 which increased total open position to 4
| FINNIFTY 30DEC2025 27650 PE | |||||||
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Delta: -0.39
Vega: 23.58
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 27672.60 | 173.15 | -59.65 | 10.13 | 1,086 | 106 | 206 |
| 11 Dec | 27561.90 | 232.5 | -106.55 | 10.38 | 67 | -8 | 101 |
| 10 Dec | 27404.30 | 343.4 | 69.95 | 11.56 | 85 | 7 | 110 |
| 9 Dec | 27549.75 | 278.1 | 50.85 | 11.52 | 343 | 6 | 103 |
| 8 Dec | 27687.15 | 229.25 | 66.25 | 11.31 | 318 | -30 | 95 |
| 5 Dec | 27881.90 | 161.15 | -108.75 | 11.14 | 445 | 55 | 125 |
| 4 Dec | 27611.45 | 266.55 | -8.45 | 11.59 | 280 | -7 | 69 |
| 3 Dec | 27629.60 | 268.25 | -38.15 | 11.84 | 94 | 1 | 76 |
| 2 Dec | 27565.25 | 292.15 | 44.5 | 12.03 | 896 | -15 | 73 |
| 1 Dec | 27814.50 | 254.55 | 31.55 | 13.55 | 173 | 6 | 88 |
| 28 Nov | 27890.25 | 218 | -12.4 | 12.68 | 36 | -3 | 83 |
| 27 Nov | 27946.20 | 230.4 | -53.05 | 13.68 | 90 | 1 | 87 |
| 26 Nov | 27799.50 | 284.85 | -331.55 | 13.72 | 257 | 85 | 85 |
For Nifty Financial Services - strike price 27650 expiring on 30DEC2025
Delta for 27650 PE is -0.39
Historical price for 27650 PE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 173.15, which was -59.65 lower than the previous day. The implied volatity was 10.13, the open interest changed by 106 which increased total open position to 206
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 232.5, which was -106.55 lower than the previous day. The implied volatity was 10.38, the open interest changed by -8 which decreased total open position to 101
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 343.4, which was 69.95 higher than the previous day. The implied volatity was 11.56, the open interest changed by 7 which increased total open position to 110
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 278.1, which was 50.85 higher than the previous day. The implied volatity was 11.52, the open interest changed by 6 which increased total open position to 103
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 229.25, which was 66.25 higher than the previous day. The implied volatity was 11.31, the open interest changed by -30 which decreased total open position to 95
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 161.15, which was -108.75 lower than the previous day. The implied volatity was 11.14, the open interest changed by 55 which increased total open position to 125
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 266.55, which was -8.45 lower than the previous day. The implied volatity was 11.59, the open interest changed by -7 which decreased total open position to 69
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 268.25, which was -38.15 lower than the previous day. The implied volatity was 11.84, the open interest changed by 1 which increased total open position to 76
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 292.15, which was 44.5 higher than the previous day. The implied volatity was 12.03, the open interest changed by -15 which decreased total open position to 73
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 254.55, which was 31.55 higher than the previous day. The implied volatity was 13.55, the open interest changed by 6 which increased total open position to 88
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 218, which was -12.4 lower than the previous day. The implied volatity was 12.68, the open interest changed by -3 which decreased total open position to 83
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 230.4, which was -53.05 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1 which increased total open position to 87
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 284.85, which was -331.55 lower than the previous day. The implied volatity was 13.72, the open interest changed by 85 which increased total open position to 85































































































































































































































