FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
16 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27950 CE | ||||||||||||||||
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Delta: 0.21
Vega: 15.35
Theta: -7.36
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































