FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27750 CE | ||||||||||||||||
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Delta: 0.47
Vega: 22.25
Theta: -11.76
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.54
Vega: 22.22
Theta: -3.03
Gamma: 0.00
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| 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































































































































































































































