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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 27700 CE
Delta: 0.50
Vega: 22.31
Theta: -11.79
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 241.25 -55.7 10.81 1,316 61 449
12 Dec 27672.60 301.75 40.1 9.76 1,532 72 402
11 Dec 27561.90 260.1 43.35 10.29 878 49 350
10 Dec 27404.30 217.3 -83.65 11.16 513 22 285
9 Dec 27549.75 288.95 -88.65 10.85 513 42 263
8 Dec 27687.15 353.3 -145.8 10.77 269 10 221
5 Dec 27881.90 496 118.35 10.27 852 -26 212
4 Dec 27611.45 371 -42.35 10.69 1,164 13 249
3 Dec 27629.60 413.35 21.95 11.39 436 -28 230
2 Dec 27565.25 402 -100.25 11.33 1,438 68 260
1 Dec 27814.50 506 -95 9.86 262 -61 205
28 Nov 27890.25 609.55 -17.55 10.85 21 -1 263
27 Nov 27946.20 646 104.45 10.09 254 10 269
26 Nov 27799.50 553 168.9 10.21 1,286 232 259
25 Nov 27409.40 384.1 -24.8 11.85 55 11 26
24 Nov 27498.65 408 18.6 10.95 31 5 14
21 Nov 27566.15 389.4 -120.15 8.52 20 8 11
20 Nov 27861.35 509.55 58.4 4.97 4 3 3
19 Nov 27643.70 451.15 0 - 0 0 0
18 Nov 27546.75 451.15 0 - 0 0 0
17 Nov 27646.20 451.15 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 27700 expiring on 30DEC2025

Delta for 27700 CE is 0.50

Historical price for 27700 CE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 241.25, which was -55.7 lower than the previous day. The implied volatity was 10.81, the open interest changed by 61 which increased total open position to 449


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 301.75, which was 40.1 higher than the previous day. The implied volatity was 9.76, the open interest changed by 72 which increased total open position to 402


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 260.1, which was 43.35 higher than the previous day. The implied volatity was 10.29, the open interest changed by 49 which increased total open position to 350


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 217.3, which was -83.65 lower than the previous day. The implied volatity was 11.16, the open interest changed by 22 which increased total open position to 285


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 288.95, which was -88.65 lower than the previous day. The implied volatity was 10.85, the open interest changed by 42 which increased total open position to 263


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 353.3, which was -145.8 lower than the previous day. The implied volatity was 10.77, the open interest changed by 10 which increased total open position to 221


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 496, which was 118.35 higher than the previous day. The implied volatity was 10.27, the open interest changed by -26 which decreased total open position to 212


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 371, which was -42.35 lower than the previous day. The implied volatity was 10.69, the open interest changed by 13 which increased total open position to 249


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 413.35, which was 21.95 higher than the previous day. The implied volatity was 11.39, the open interest changed by -28 which decreased total open position to 230


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 402, which was -100.25 lower than the previous day. The implied volatity was 11.33, the open interest changed by 68 which increased total open position to 260


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 506, which was -95 lower than the previous day. The implied volatity was 9.86, the open interest changed by -61 which decreased total open position to 205


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 609.55, which was -17.55 lower than the previous day. The implied volatity was 10.85, the open interest changed by -1 which decreased total open position to 263


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 646, which was 104.45 higher than the previous day. The implied volatity was 10.09, the open interest changed by 10 which increased total open position to 269


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 553, which was 168.9 higher than the previous day. The implied volatity was 10.21, the open interest changed by 232 which increased total open position to 259


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 384.1, which was -24.8 lower than the previous day. The implied volatity was 11.85, the open interest changed by 11 which increased total open position to 26


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 408, which was 18.6 higher than the previous day. The implied volatity was 10.95, the open interest changed by 5 which increased total open position to 14


On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 389.4, which was -120.15 lower than the previous day. The implied volatity was 8.52, the open interest changed by 8 which increased total open position to 11


On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 509.55, which was 58.4 higher than the previous day. The implied volatity was 4.97, the open interest changed by 3 which increased total open position to 3


On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 451.15, 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 18 Nov FINNIFTY was trading at 27546.75. The strike last trading price was 451.15, 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 451.15, 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


FINNIFTY 30DEC2025 27700 PE
Delta: -0.50
Vega: 22.31
Theta: -3.66
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 223.95 28.35 10.04 1,066 81 533
12 Dec 27672.60 190.3 -71.6 9.99 936 39 457
11 Dec 27561.90 256.75 -110.55 10.38 258 7 417
10 Dec 27404.30 389.95 94.2 12.04 441 5 411
9 Dec 27549.75 302.3 52.6 11.51 567 46 406
8 Dec 27687.15 266 85.95 11.88 1,030 -41 360
5 Dec 27881.90 173.45 -117.65 10.97 2,168 157 413
4 Dec 27611.45 287 -10.7 11.57 992 -28 257
3 Dec 27629.60 289.6 -43.65 11.83 237 13 288
2 Dec 27565.25 313.6 43.45 12.06 1,514 -135 273
1 Dec 27814.50 267.9 25.05 13.38 1,525 -15 408
28 Nov 27890.25 232.6 -8.4 12.60 633 -33 423
27 Nov 27946.20 229.05 -73.55 13.11 768 60 461
26 Nov 27799.50 295.6 -123.4 13.47 1,391 390 402
25 Nov 27409.40 419 64 11.86 10 3 11
24 Nov 27498.65 355 -1354.6 11.13 15 8 8
21 Nov 27566.15 1709.6 0 - 0 0 0
20 Nov 27861.35 1709.6 0 1.29 0 0 0
19 Nov 27643.70 1709.6 0 - 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 27700 expiring on 30DEC2025

Delta for 27700 PE is -0.50

Historical price for 27700 PE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 223.95, which was 28.35 higher than the previous day. The implied volatity was 10.04, the open interest changed by 81 which increased total open position to 533


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 190.3, which was -71.6 lower than the previous day. The implied volatity was 9.99, the open interest changed by 39 which increased total open position to 457


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 256.75, which was -110.55 lower than the previous day. The implied volatity was 10.38, the open interest changed by 7 which increased total open position to 417


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 389.95, which was 94.2 higher than the previous day. The implied volatity was 12.04, the open interest changed by 5 which increased total open position to 411


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 302.3, which was 52.6 higher than the previous day. The implied volatity was 11.51, the open interest changed by 46 which increased total open position to 406


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 266, which was 85.95 higher than the previous day. The implied volatity was 11.88, the open interest changed by -41 which decreased total open position to 360


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 173.45, which was -117.65 lower than the previous day. The implied volatity was 10.97, the open interest changed by 157 which increased total open position to 413


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 287, which was -10.7 lower than the previous day. The implied volatity was 11.57, the open interest changed by -28 which decreased total open position to 257


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 289.6, which was -43.65 lower than the previous day. The implied volatity was 11.83, the open interest changed by 13 which increased total open position to 288


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 313.6, which was 43.45 higher than the previous day. The implied volatity was 12.06, the open interest changed by -135 which decreased total open position to 273


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 267.9, which was 25.05 higher than the previous day. The implied volatity was 13.38, the open interest changed by -15 which decreased total open position to 408


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 232.6, which was -8.4 lower than the previous day. The implied volatity was 12.60, the open interest changed by -33 which decreased total open position to 423


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 229.05, which was -73.55 lower than the previous day. The implied volatity was 13.11, the open interest changed by 60 which increased total open position to 461


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 295.6, which was -123.4 lower than the previous day. The implied volatity was 13.47, the open interest changed by 390 which increased total open position to 402


On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 419, which was 64 higher than the previous day. The implied volatity was 11.86, the open interest changed by 3 which increased total open position to 11


On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 355, which was -1354.6 lower than the previous day. The implied volatity was 11.13, the open interest changed by 8 which increased total open position to 8


On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 1709.6, 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 1709.6, which was 0 lower than the previous day. The implied volatity was 1.29, 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 1709.6, 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 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