FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 22.31
Theta: -11.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 27603.15 | 241.25 | -55.7 | 10.81 | 1,316 | 61 | 449 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 22.31
Theta: -3.66
Gamma: 0.00
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| 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































































































































































































































