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FINNIFTY

Nifty Financial Services
27385.55 -217.60 (-0.79%)
L: 27352.75 H: 27538

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Historical option data for FINNIFTY

16 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27950 CE
Delta: 0.21
Vega: 15.35
Theta: -7.36
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 27385.55 66.05 -70.35 10.61 74 5 110
15 Dec 27603.15 139.55 -33.25 10.95 134 -5 111
12 Dec 27672.60 172.7 21.6 9.47 106 14 119
11 Dec 27561.90 147.5 17.2 9.91 113 -2 107
10 Dec 27404.30 128.5 -60.3 10.90 108 -8 108
9 Dec 27549.75 185 -57.05 11.02 102 16 115
8 Dec 27687.15 234.45 -109.7 10.95 58 10 101
5 Dec 27881.90 347.25 92.15 10.02 244 -30 91
4 Dec 27611.45 250.2 -23.8 10.69 72 7 121
3 Dec 27629.60 286 10.5 11.28 44 5 115
2 Dec 27565.25 284.75 -79.95 11.39 86 8 109
1 Dec 27814.50 364.9 -72.25 10.15 438 25 101
28 Nov 27890.25 440.6 -35.05 10.43 648 68 86
27 Nov 27946.20 479.15 85.75 10.07 440 17 18
26 Nov 27799.50 393.4 -16.05 10.04 5 1 1


For Nifty Financial Services - strike price 27950 expiring on 30DEC2025

Delta for 27950 CE is 0.21

Historical price for 27950 CE is as follows

On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 66.05, which was -70.35 lower than the previous day. The implied volatity was 10.61, the open interest changed by 5 which increased total open position to 110


On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 139.55, which was -33.25 lower than the previous day. The implied volatity was 10.95, the open interest changed by -5 which decreased total open position to 111


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 172.7, which was 21.6 higher than the previous day. The implied volatity was 9.47, the open interest changed by 14 which increased total open position to 119


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 147.5, which was 17.2 higher than the previous day. The implied volatity was 9.91, the open interest changed by -2 which decreased total open position to 107


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 128.5, which was -60.3 lower than the previous day. The implied volatity was 10.90, the open interest changed by -8 which decreased total open position to 108


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 185, which was -57.05 lower than the previous day. The implied volatity was 11.02, the open interest changed by 16 which increased total open position to 115


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 234.45, which was -109.7 lower than the previous day. The implied volatity was 10.95, the open interest changed by 10 which increased total open position to 101


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 347.25, which was 92.15 higher than the previous day. The implied volatity was 10.02, the open interest changed by -30 which decreased total open position to 91


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 250.2, which was -23.8 lower than the previous day. The implied volatity was 10.69, the open interest changed by 7 which increased total open position to 121


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 286, which was 10.5 higher than the previous day. The implied volatity was 11.28, the open interest changed by 5 which increased total open position to 115


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 284.75, which was -79.95 lower than the previous day. The implied volatity was 11.39, the open interest changed by 8 which increased total open position to 109


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 364.9, which was -72.25 lower than the previous day. The implied volatity was 10.15, the open interest changed by 25 which increased total open position to 101


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 440.6, which was -35.05 lower than the previous day. The implied volatity was 10.43, the open interest changed by 68 which increased total open position to 86


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 479.15, which was 85.75 higher than the previous day. The implied volatity was 10.07, the open interest changed by 17 which increased total open position to 18


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 393.4, which was -16.05 lower than the previous day. The implied volatity was 10.04, the open interest changed by 1 which increased total open position to 1


FINNIFTY 30DEC2025 27950 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 27385.55 361.95 44.75 - 0 0 44
15 Dec 27603.15 361.95 44.75 9.73 2 0 42
12 Dec 27672.60 313.6 -111.5 9.85 8 5 42
11 Dec 27561.90 425.1 -10.9 - 0 0 37
10 Dec 27404.30 425.1 -10.9 5.69 1 0 37
9 Dec 27549.75 436 68.35 11.21 1 0 38
8 Dec 27687.15 380.05 109 11.41 69 -8 39
5 Dec 27881.90 269.4 -171.65 10.91 73 28 48
4 Dec 27611.45 441.05 29.1 12.49 14 -4 24
3 Dec 27629.60 409.2 -46.55 11.67 4 -1 28
2 Dec 27565.25 456.5 82.9 12.50 41 -6 35
1 Dec 27814.50 375 43.65 13.42 394 -25 40
28 Nov 27890.25 320.65 -10.25 12.33 560 28 71
27 Nov 27946.20 315.1 -94.35 12.92 376 42 44
26 Nov 27799.50 409.1 -378.2 13.64 4 1 1


For Nifty Financial Services - strike price 27950 expiring on 30DEC2025

Delta for 27950 PE is -

Historical price for 27950 PE is as follows

On 16 Dec FINNIFTY was trading at 27385.55. The strike last trading price was 361.95, which was 44.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 361.95, which was 44.75 higher than the previous day. The implied volatity was 9.73, the open interest changed by 0 which decreased total open position to 42


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 313.6, which was -111.5 lower than the previous day. The implied volatity was 9.85, the open interest changed by 5 which increased total open position to 42


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 425.1, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 425.1, which was -10.9 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 37


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 436, which was 68.35 higher than the previous day. The implied volatity was 11.21, the open interest changed by 0 which decreased total open position to 38


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 380.05, which was 109 higher than the previous day. The implied volatity was 11.41, the open interest changed by -8 which decreased total open position to 39


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 269.4, which was -171.65 lower than the previous day. The implied volatity was 10.91, the open interest changed by 28 which increased total open position to 48


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 441.05, which was 29.1 higher than the previous day. The implied volatity was 12.49, the open interest changed by -4 which decreased total open position to 24


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 409.2, which was -46.55 lower than the previous day. The implied volatity was 11.67, the open interest changed by -1 which decreased total open position to 28


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 456.5, which was 82.9 higher than the previous day. The implied volatity was 12.50, the open interest changed by -6 which decreased total open position to 35


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 375, which was 43.65 higher than the previous day. The implied volatity was 13.42, the open interest changed by -25 which decreased total open position to 40


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 320.65, which was -10.25 lower than the previous day. The implied volatity was 12.33, the open interest changed by 28 which increased total open position to 71


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 315.1, which was -94.35 lower than the previous day. The implied volatity was 12.92, the open interest changed by 42 which increased total open position to 44


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 409.1, which was -378.2 lower than the previous day. The implied volatity was 13.64, the open interest changed by 1 which increased total open position to 1