FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27850 CE | ||||||||||||||||
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Delta: 0.41
Vega: 21.69
Theta: -10.95
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.61
Vega: 21.51
Theta: -2.32
Gamma: 0.00
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| 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































































































































































































































