[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27672.6 +110.70 (0.40%)
L: 27582.95 H: 27716

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Historical option data for FINNIFTY

12 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27650 CE
Delta: 0.61
Vega: 23.51
Theta: -10.91
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.39
Vega: 23.58
Theta: -3.63
Gamma: 0.00
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