[--[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 27850 CE
Delta: 0.41
Vega: 21.69
Theta: -10.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 176.6 -41.05 10.97 142 12 273
12 Dec 27672.60 219.05 27.4 9.57 220 -15 264
11 Dec 27561.90 188.75 26.35 10.07 203 -44 279
10 Dec 27404.30 162 -68.65 11.17 194 100 323
9 Dec 27549.75 233.05 -58.5 11.39 310 118 222
8 Dec 27687.15 298.75 -100.9 11.61 208 38 105
5 Dec 27881.90 393.2 91.5 9.79 367 3 65
4 Dec 27611.45 304 -26.65 11.00 103 9 63
3 Dec 27629.60 340 19.9 11.54 51 2 51
2 Dec 27565.25 328.35 -93 11.41 175 9 54
1 Dec 27814.50 406.75 -95.4 9.68 185 37 44
28 Nov 27890.25 505 -11.15 10.59 34 -1 7
27 Nov 27946.20 516.15 61.6 9.21 71 1 8
26 Nov 27799.50 453.8 4.55 10.01 44 8 8


For Nifty Financial Services - strike price 27850 expiring on 30DEC2025

Delta for 27850 CE is 0.41

Historical price for 27850 CE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 176.6, which was -41.05 lower than the previous day. The implied volatity was 10.97, the open interest changed by 12 which increased total open position to 273


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 219.05, which was 27.4 higher than the previous day. The implied volatity was 9.57, the open interest changed by -15 which decreased total open position to 264


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 188.75, which was 26.35 higher than the previous day. The implied volatity was 10.07, the open interest changed by -44 which decreased total open position to 279


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 162, which was -68.65 lower than the previous day. The implied volatity was 11.17, the open interest changed by 100 which increased total open position to 323


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 233.05, which was -58.5 lower than the previous day. The implied volatity was 11.39, the open interest changed by 118 which increased total open position to 222


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 298.75, which was -100.9 lower than the previous day. The implied volatity was 11.61, the open interest changed by 38 which increased total open position to 105


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 393.2, which was 91.5 higher than the previous day. The implied volatity was 9.79, the open interest changed by 3 which increased total open position to 65


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 304, which was -26.65 lower than the previous day. The implied volatity was 11.00, the open interest changed by 9 which increased total open position to 63


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 340, which was 19.9 higher than the previous day. The implied volatity was 11.54, the open interest changed by 2 which increased total open position to 51


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 328.35, which was -93 lower than the previous day. The implied volatity was 11.41, the open interest changed by 9 which increased total open position to 54


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 406.75, which was -95.4 lower than the previous day. The implied volatity was 9.68, the open interest changed by 37 which increased total open position to 44


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 505, which was -11.15 lower than the previous day. The implied volatity was 10.59, the open interest changed by -1 which decreased total open position to 7


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 516.15, which was 61.6 higher than the previous day. The implied volatity was 9.21, the open interest changed by 1 which increased total open position to 8


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 453.8, which was 4.55 higher than the previous day. The implied volatity was 10.01, the open interest changed by 8 which increased total open position to 8


FINNIFTY 30DEC2025 27850 PE
Delta: -0.61
Vega: 21.51
Theta: -2.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 302.5 37.1 9.74 16 14 148
12 Dec 27672.60 260 -80.55 9.92 23 9 133
11 Dec 27561.90 343 -99.9 10.39 10 4 124
10 Dec 27404.30 440.2 62.8 10.25 41 -8 117
9 Dec 27549.75 380.25 61.6 11.38 26 -3 125
8 Dec 27687.15 316.9 85.55 11.02 475 -45 134
5 Dec 27881.90 227.4 -167.3 10.95 742 95 186
4 Dec 27611.45 394.7 35.4 12.72 21 0 91
3 Dec 27629.60 352.25 -47 11.54 6 1 92
2 Dec 27565.25 390.6 61.75 12.20 43 -22 93
1 Dec 27814.50 330.3 35.85 13.44 447 1 117
28 Nov 27890.25 280.05 -6.05 12.35 801 72 121
27 Nov 27946.20 283.7 -79.85 13.16 226 44 52
26 Nov 27799.50 360 -367.7 13.58 39 7 7


For Nifty Financial Services - strike price 27850 expiring on 30DEC2025

Delta for 27850 PE is -0.61

Historical price for 27850 PE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 302.5, which was 37.1 higher than the previous day. The implied volatity was 9.74, the open interest changed by 14 which increased total open position to 148


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 260, which was -80.55 lower than the previous day. The implied volatity was 9.92, the open interest changed by 9 which increased total open position to 133


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 343, which was -99.9 lower than the previous day. The implied volatity was 10.39, the open interest changed by 4 which increased total open position to 124


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 440.2, which was 62.8 higher than the previous day. The implied volatity was 10.25, the open interest changed by -8 which decreased total open position to 117


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 380.25, which was 61.6 higher than the previous day. The implied volatity was 11.38, the open interest changed by -3 which decreased total open position to 125


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 316.9, which was 85.55 higher than the previous day. The implied volatity was 11.02, the open interest changed by -45 which decreased total open position to 134


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 227.4, which was -167.3 lower than the previous day. The implied volatity was 10.95, the open interest changed by 95 which increased total open position to 186


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 394.7, which was 35.4 higher than the previous day. The implied volatity was 12.72, the open interest changed by 0 which decreased total open position to 91


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 352.25, which was -47 lower than the previous day. The implied volatity was 11.54, the open interest changed by 1 which increased total open position to 92


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 390.6, which was 61.75 higher than the previous day. The implied volatity was 12.20, the open interest changed by -22 which decreased total open position to 93


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 330.3, which was 35.85 higher than the previous day. The implied volatity was 13.44, the open interest changed by 1 which increased total open position to 117


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 280.05, which was -6.05 lower than the previous day. The implied volatity was 12.35, the open interest changed by 72 which increased total open position to 121


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 283.7, which was -79.85 lower than the previous day. The implied volatity was 13.16, the open interest changed by 44 which increased total open position to 52


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 360, which was -367.7 lower than the previous day. The implied volatity was 13.58, the open interest changed by 7 which increased total open position to 7