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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 28150 CE
Delta: 0.23
Vega: 16.78
Theta: -7.53
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 75.25 -27.25 10.46 76 15 86
12 Dec 27672.60 101.65 11.8 9.33 78 4 74
11 Dec 27561.90 92.25 12.2 10.04 107 -3 66
10 Dec 27404.30 78.5 -46.5 10.92 95 23 67
9 Dec 27549.75 122.45 -39.9 11.02 19 -2 45
8 Dec 27687.15 158.5 -81.75 10.82 50 12 49
5 Dec 27881.90 237.75 60.55 9.76 96 6 41
4 Dec 27611.45 173.15 -31.9 10.58 7 2 36
3 Dec 27629.60 208.5 10.7 11.32 55 6 37
2 Dec 27565.25 207.35 -60.7 11.38 31 6 31
1 Dec 27814.50 269.2 -59.65 10.20 40 5 25
28 Nov 27890.25 337.05 -27.95 10.49 250 11 23
27 Nov 27946.20 365 27.45 10.00 63 13 13
26 Nov 27799.50 337.55 0 0.29 0 0 0


For Nifty Financial Services - strike price 28150 expiring on 30DEC2025

Delta for 28150 CE is 0.23

Historical price for 28150 CE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 75.25, which was -27.25 lower than the previous day. The implied volatity was 10.46, the open interest changed by 15 which increased total open position to 86


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 101.65, which was 11.8 higher than the previous day. The implied volatity was 9.33, the open interest changed by 4 which increased total open position to 74


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 92.25, which was 12.2 higher than the previous day. The implied volatity was 10.04, the open interest changed by -3 which decreased total open position to 66


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 78.5, which was -46.5 lower than the previous day. The implied volatity was 10.92, the open interest changed by 23 which increased total open position to 67


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 122.45, which was -39.9 lower than the previous day. The implied volatity was 11.02, the open interest changed by -2 which decreased total open position to 45


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 158.5, which was -81.75 lower than the previous day. The implied volatity was 10.82, the open interest changed by 12 which increased total open position to 49


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 237.75, which was 60.55 higher than the previous day. The implied volatity was 9.76, the open interest changed by 6 which increased total open position to 41


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 173.15, which was -31.9 lower than the previous day. The implied volatity was 10.58, the open interest changed by 2 which increased total open position to 36


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 208.5, which was 10.7 higher than the previous day. The implied volatity was 11.32, the open interest changed by 6 which increased total open position to 37


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 207.35, which was -60.7 lower than the previous day. The implied volatity was 11.38, the open interest changed by 6 which increased total open position to 31


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 269.2, which was -59.65 lower than the previous day. The implied volatity was 10.20, the open interest changed by 5 which increased total open position to 25


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 337.05, which was -27.95 lower than the previous day. The implied volatity was 10.49, the open interest changed by 11 which increased total open position to 23


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 365, which was 27.45 higher than the previous day. The implied volatity was 10.00, the open interest changed by 13 which increased total open position to 13


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 337.55, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30DEC2025 28150 PE
Delta: -0.80
Vega: 15.45
Theta: 1.55
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 497.2 -32.65 9.06 8 6 23
12 Dec 27672.60 529.85 -152.45 - 0 0 17
11 Dec 27561.90 529.85 -152.45 9.78 4 2 18
10 Dec 27404.30 682.3 142.25 11.23 5 3 15
9 Dec 27549.75 540.05 -97.9 9.74 7 1 11
8 Dec 27687.15 637.95 79.65 - 0 0 10
5 Dec 27881.90 637.95 79.65 - 0 0 0
4 Dec 27611.45 637.95 79.65 - 0 -1 0
3 Dec 27629.60 637.95 79.65 15.48 2 0 11
2 Dec 27565.25 558.3 79.05 11.98 6 0 11
1 Dec 27814.50 479.25 66.4 13.52 25 5 11
28 Nov 27890.25 426 -488.25 12.66 38 6 6
27 Nov 27946.20 914.25 0 0.18 0 0 0
26 Nov 27799.50 914.25 0 - 0 0 0


For Nifty Financial Services - strike price 28150 expiring on 30DEC2025

Delta for 28150 PE is -0.80

Historical price for 28150 PE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 497.2, which was -32.65 lower than the previous day. The implied volatity was 9.06, the open interest changed by 6 which increased total open position to 23


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 529.85, which was -152.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 529.85, which was -152.45 lower than the previous day. The implied volatity was 9.78, the open interest changed by 2 which increased total open position to 18


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 682.3, which was 142.25 higher than the previous day. The implied volatity was 11.23, the open interest changed by 3 which increased total open position to 15


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 540.05, which was -97.9 lower than the previous day. The implied volatity was 9.74, the open interest changed by 1 which increased total open position to 11


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 637.95, which was 79.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 637.95, which was 79.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 637.95, which was 79.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 637.95, which was 79.65 higher than the previous day. The implied volatity was 15.48, the open interest changed by 0 which decreased total open position to 11


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 558.3, which was 79.05 higher than the previous day. The implied volatity was 11.98, the open interest changed by 0 which decreased total open position to 11


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 479.25, which was 66.4 higher than the previous day. The implied volatity was 13.52, the open interest changed by 5 which increased total open position to 11


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 426, which was -488.25 lower than the previous day. The implied volatity was 12.66, the open interest changed by 6 which increased total open position to 6


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 914.25, 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 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 914.25, 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