[--[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 27750 CE
Delta: 0.47
Vega: 22.25
Theta: -11.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 223.25 -46.8 11.14 193 12 79
12 Dec 27672.60 270.8 35.7 9.62 330 -32 65
11 Dec 27561.90 225.3 31.35 9.79 105 9 98
10 Dec 27404.30 193.95 -83.05 11.02 54 24 89
9 Dec 27549.75 276.6 -75.6 11.36 129 3 65
8 Dec 27687.15 348.5 -110.55 11.67 134 38 56
5 Dec 27881.90 462.65 110.85 9.98 295 -11 21
4 Dec 27611.45 354.65 -34.45 11.00 94 -3 32
3 Dec 27629.60 393.25 24.15 11.62 96 6 34
2 Dec 27565.25 380.85 -104.65 11.44 120 15 26
1 Dec 27814.50 474.85 -107.05 9.91 26 4 11
28 Nov 27890.25 581.9 -4.25 11.04 2 0 6
27 Nov 27946.20 586.15 75.3 9.25 19 1 6
26 Nov 27799.50 527.35 35.65 10.41 52 5 5


For Nifty Financial Services - strike price 27750 expiring on 30DEC2025

Delta for 27750 CE is 0.47

Historical price for 27750 CE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 223.25, which was -46.8 lower than the previous day. The implied volatity was 11.14, the open interest changed by 12 which increased total open position to 79


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 270.8, which was 35.7 higher than the previous day. The implied volatity was 9.62, the open interest changed by -32 which decreased total open position to 65


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 225.3, which was 31.35 higher than the previous day. The implied volatity was 9.79, the open interest changed by 9 which increased total open position to 98


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 193.95, which was -83.05 lower than the previous day. The implied volatity was 11.02, the open interest changed by 24 which increased total open position to 89


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 276.6, which was -75.6 lower than the previous day. The implied volatity was 11.36, the open interest changed by 3 which increased total open position to 65


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 348.5, which was -110.55 lower than the previous day. The implied volatity was 11.67, the open interest changed by 38 which increased total open position to 56


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 462.65, which was 110.85 higher than the previous day. The implied volatity was 9.98, the open interest changed by -11 which decreased total open position to 21


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 354.65, which was -34.45 lower than the previous day. The implied volatity was 11.00, the open interest changed by -3 which decreased total open position to 32


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 393.25, which was 24.15 higher than the previous day. The implied volatity was 11.62, the open interest changed by 6 which increased total open position to 34


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 380.85, which was -104.65 lower than the previous day. The implied volatity was 11.44, the open interest changed by 15 which increased total open position to 26


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 474.85, which was -107.05 lower than the previous day. The implied volatity was 9.91, the open interest changed by 4 which increased total open position to 11


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 581.9, which was -4.25 lower than the previous day. The implied volatity was 11.04, the open interest changed by 0 which decreased total open position to 6


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 586.15, which was 75.3 higher than the previous day. The implied volatity was 9.25, the open interest changed by 1 which increased total open position to 6


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 527.35, which was 35.65 higher than the previous day. The implied volatity was 10.41, the open interest changed by 5 which increased total open position to 5


FINNIFTY 30DEC2025 27750 PE
Delta: -0.54
Vega: 22.22
Theta: -3.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 242.7 27.95 9.64 165 12 102
12 Dec 27672.60 211.5 -76.6 9.95 115 12 94
11 Dec 27561.90 294.75 -103.75 10.88 76 -9 81
10 Dec 27404.30 400 79.3 11.25 25 -2 88
9 Dec 27549.75 325 55.25 11.40 85 -4 91
8 Dec 27687.15 271 78.85 11.22 953 8 96
5 Dec 27881.90 192 -108.45 11.04 353 37 89
4 Dec 27611.45 300.45 -19.35 11.24 26 6 53
3 Dec 27629.60 317 -29.4 11.99 24 1 46
2 Dec 27565.25 334.55 48 11.93 291 -44 43
1 Dec 27814.50 293.4 34.1 13.58 150 3 89
28 Nov 27890.25 258 2.55 12.86 335 25 87
27 Nov 27946.20 248.4 -70.9 13.19 103 5 62
26 Nov 27799.50 315.1 -355.6 13.47 270 67 67


For Nifty Financial Services - strike price 27750 expiring on 30DEC2025

Delta for 27750 PE is -0.54

Historical price for 27750 PE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 242.7, which was 27.95 higher than the previous day. The implied volatity was 9.64, the open interest changed by 12 which increased total open position to 102


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 211.5, which was -76.6 lower than the previous day. The implied volatity was 9.95, the open interest changed by 12 which increased total open position to 94


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 294.75, which was -103.75 lower than the previous day. The implied volatity was 10.88, the open interest changed by -9 which decreased total open position to 81


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 400, which was 79.3 higher than the previous day. The implied volatity was 11.25, the open interest changed by -2 which decreased total open position to 88


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 325, which was 55.25 higher than the previous day. The implied volatity was 11.40, the open interest changed by -4 which decreased total open position to 91


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 271, which was 78.85 higher than the previous day. The implied volatity was 11.22, the open interest changed by 8 which increased total open position to 96


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 192, which was -108.45 lower than the previous day. The implied volatity was 11.04, the open interest changed by 37 which increased total open position to 89


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 300.45, which was -19.35 lower than the previous day. The implied volatity was 11.24, the open interest changed by 6 which increased total open position to 53


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 317, which was -29.4 lower than the previous day. The implied volatity was 11.99, the open interest changed by 1 which increased total open position to 46


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 334.55, which was 48 higher than the previous day. The implied volatity was 11.93, the open interest changed by -44 which decreased total open position to 43


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 293.4, which was 34.1 higher than the previous day. The implied volatity was 13.58, the open interest changed by 3 which increased total open position to 89


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 258, which was 2.55 higher than the previous day. The implied volatity was 12.86, the open interest changed by 25 which increased total open position to 87


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 248.4, which was -70.9 lower than the previous day. The implied volatity was 13.19, the open interest changed by 5 which increased total open position to 62


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 315.1, which was -355.6 lower than the previous day. The implied volatity was 13.47, the open interest changed by 67 which increased total open position to 67