FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 24.31
Theta: -9.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 27672.60 | 192 | 22.2 | 9.39 | 594 | 5 | 374 | |||||||||
| 11 Dec | 27561.90 | 160.4 | 18.1 | 9.70 | 1,939 | 59 | 370 | |||||||||
| 10 Dec | 27404.30 | 135 | -73.1 | 10.69 | 219 | 35 | 310 | |||||||||
| 9 Dec | 27549.75 | 203 | -70.75 | 10.99 | 258 | 69 | 274 | |||||||||
| 8 Dec | 27687.15 | 271.75 | -98.4 | 11.47 | 637 | 29 | 214 | |||||||||
| 5 Dec | 27881.90 | 361.5 | 84.4 | 9.65 | 1,678 | -252 | 185 | |||||||||
| 4 Dec | 27611.45 | 273.7 | -25.9 | 10.72 | 276 | 8 | 438 | |||||||||
| 3 Dec | 27629.60 | 308.6 | 10.25 | 11.28 | 483 | 82 | 430 | |||||||||
| 2 Dec | 27565.25 | 307.3 | -85.55 | 11.47 | 428 | 70 | 352 | |||||||||
| 1 Dec | 27814.50 | 396 | -76.85 | 10.27 | 704 | 57 | 284 | |||||||||
| 28 Nov | 27890.25 | 478.3 | -22.05 | 10.70 | 883 | 91 | 208 | |||||||||
| 27 Nov | 27946.20 | 504.55 | 78.35 | 9.87 | 905 | 58 | 112 | |||||||||
| 26 Nov | 27799.50 | 434.7 | 167.45 | 10.30 | 296 | 29 | 50 | |||||||||
| 25 Nov | 27409.40 | 250.95 | -78.1 | 10.45 | 19 | 5 | 21 | |||||||||
| 24 Nov | 27498.65 | 325 | -0.05 | 11.29 | 3 | 0 | 14 | |||||||||
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| 21 Nov | 27566.15 | 325 | -65 | 9.58 | 14 | 3 | 15 | |||||||||
| 20 Nov | 27861.35 | 390 | -7.95 | 6.23 | 13 | 11 | 11 | |||||||||
| 19 Nov | 27643.70 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 27546.75 | 397.95 | 0 | 0.18 | 0 | 0 | 0 | |||||||||
| 17 Nov | 27646.20 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 27396.15 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 27337.35 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 27279.30 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 27305.05 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 27238.75 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 27033.10 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 27195.80 | 397.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Financial Services - strike price 27900 expiring on 30DEC2025
Delta for 27900 CE is 0.45
Historical price for 27900 CE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 192, which was 22.2 higher than the previous day. The implied volatity was 9.39, the open interest changed by 5 which increased total open position to 374
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 160.4, which was 18.1 higher than the previous day. The implied volatity was 9.70, the open interest changed by 59 which increased total open position to 370
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 135, which was -73.1 lower than the previous day. The implied volatity was 10.69, the open interest changed by 35 which increased total open position to 310
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 203, which was -70.75 lower than the previous day. The implied volatity was 10.99, the open interest changed by 69 which increased total open position to 274
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 271.75, which was -98.4 lower than the previous day. The implied volatity was 11.47, the open interest changed by 29 which increased total open position to 214
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 361.5, which was 84.4 higher than the previous day. The implied volatity was 9.65, the open interest changed by -252 which decreased total open position to 185
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 273.7, which was -25.9 lower than the previous day. The implied volatity was 10.72, the open interest changed by 8 which increased total open position to 438
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 308.6, which was 10.25 higher than the previous day. The implied volatity was 11.28, the open interest changed by 82 which increased total open position to 430
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 307.3, which was -85.55 lower than the previous day. The implied volatity was 11.47, the open interest changed by 70 which increased total open position to 352
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 396, which was -76.85 lower than the previous day. The implied volatity was 10.27, the open interest changed by 57 which increased total open position to 284
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 478.3, which was -22.05 lower than the previous day. The implied volatity was 10.70, the open interest changed by 91 which increased total open position to 208
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 504.55, which was 78.35 higher than the previous day. The implied volatity was 9.87, the open interest changed by 58 which increased total open position to 112
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 434.7, which was 167.45 higher than the previous day. The implied volatity was 10.30, the open interest changed by 29 which increased total open position to 50
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 250.95, which was -78.1 lower than the previous day. The implied volatity was 10.45, the open interest changed by 5 which increased total open position to 21
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 325, which was -0.05 lower than the previous day. The implied volatity was 11.29, the open interest changed by 0 which decreased total open position to 14
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 325, which was -65 lower than the previous day. The implied volatity was 9.58, the open interest changed by 3 which increased total open position to 15
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 390, which was -7.95 lower than the previous day. The implied volatity was 6.23, the open interest changed by 11 which increased total open position to 11
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 397.95, 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 397.95, which was 0 lower than the previous day. The implied volatity was 0.18, 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 397.95, 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 397.95, 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 397.95, 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 397.95, 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 397.95, 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 397.95, 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 397.95, 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 397.95, 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 27900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 24.33
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 27672.60 | 285.75 | -84.6 | 9.87 | 53 | 5 | 227 |
| 11 Dec | 27561.90 | 371 | -114.5 | 10.51 | 64 | 9 | 223 |
| 10 Dec | 27404.30 | 485.75 | 96.1 | 10.74 | 17 | 6 | 216 |
| 9 Dec | 27549.75 | 388.2 | 48.2 | 10.55 | 23 | 4 | 210 |
| 8 Dec | 27687.15 | 346.9 | 94.8 | 11.14 | 695 | 12 | 211 |
| 5 Dec | 27881.90 | 241.15 | -142.6 | 10.71 | 960 | -3 | 199 |
| 4 Dec | 27611.45 | 388.25 | 3.75 | 11.63 | 62 | 42 | 202 |
| 3 Dec | 27629.60 | 385.15 | -42.75 | 11.78 | 63 | -17 | 161 |
| 2 Dec | 27565.25 | 411.85 | 59.55 | 12.03 | 295 | -176 | 182 |
| 1 Dec | 27814.50 | 359.15 | 44.45 | 13.66 | 1,976 | 99 | 365 |
| 28 Nov | 27890.25 | 303.75 | -5.15 | 12.46 | 2,059 | 60 | 277 |
| 27 Nov | 27946.20 | 296 | -88.3 | 12.94 | 1,974 | 162 | 216 |
| 26 Nov | 27799.50 | 377.3 | -122.8 | 13.44 | 69 | 25 | 48 |
| 25 Nov | 27409.40 | 500.1 | 158.6 | - | 0 | 0 | 0 |
| 24 Nov | 27498.65 | 500.1 | 158.6 | - | 0 | -10 | 0 |
| 21 Nov | 27566.15 | 500.1 | 158.6 | 13.26 | 46 | -9 | 24 |
| 20 Nov | 27861.35 | 344.5 | -1508.85 | 12.83 | 35 | 32 | 32 |
| 19 Nov | 27643.70 | 1853.35 | 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 27900 expiring on 30DEC2025
Delta for 27900 PE is -0.55
Historical price for 27900 PE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 285.75, which was -84.6 lower than the previous day. The implied volatity was 9.87, the open interest changed by 5 which increased total open position to 227
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 371, which was -114.5 lower than the previous day. The implied volatity was 10.51, the open interest changed by 9 which increased total open position to 223
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 485.75, which was 96.1 higher than the previous day. The implied volatity was 10.74, the open interest changed by 6 which increased total open position to 216
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 388.2, which was 48.2 higher than the previous day. The implied volatity was 10.55, the open interest changed by 4 which increased total open position to 210
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 346.9, which was 94.8 higher than the previous day. The implied volatity was 11.14, the open interest changed by 12 which increased total open position to 211
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 241.15, which was -142.6 lower than the previous day. The implied volatity was 10.71, the open interest changed by -3 which decreased total open position to 199
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 388.25, which was 3.75 higher than the previous day. The implied volatity was 11.63, the open interest changed by 42 which increased total open position to 202
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 385.15, which was -42.75 lower than the previous day. The implied volatity was 11.78, the open interest changed by -17 which decreased total open position to 161
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 411.85, which was 59.55 higher than the previous day. The implied volatity was 12.03, the open interest changed by -176 which decreased total open position to 182
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 359.15, which was 44.45 higher than the previous day. The implied volatity was 13.66, the open interest changed by 99 which increased total open position to 365
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 303.75, which was -5.15 lower than the previous day. The implied volatity was 12.46, the open interest changed by 60 which increased total open position to 277
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 296, which was -88.3 lower than the previous day. The implied volatity was 12.94, the open interest changed by 162 which increased total open position to 216
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 377.3, which was -122.8 lower than the previous day. The implied volatity was 13.44, the open interest changed by 25 which increased total open position to 48
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 500.1, which was 158.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 500.1, which was 158.6 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 500.1, which was 158.6 higher than the previous day. The implied volatity was 13.26, the open interest changed by -9 which decreased total open position to 24
On 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 344.5, which was -1508.85 lower than the previous day. The implied volatity was 12.83, the open interest changed by 32 which increased total open position to 32
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 1853.35, 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































































































































































































































