[--[65.84.65.76]--]

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 30500 CE
Delta: 0.01
Vega: 1.21
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 2.8 -0.05 19.54 8 0 93
12 Dec 27672.60 2.8 -0.45 17.17 32 2 93
11 Dec 27561.90 3.15 -1.35 17.58 121 5 91
10 Dec 27404.30 4.5 -0.55 18.75 17 3 86
9 Dec 27549.75 4.8 -1.25 17.67 26 -5 85
8 Dec 27687.15 6.4 0.65 17.23 133 -34 90
5 Dec 27881.90 5.95 -0.35 14.72 193 -55 124
4 Dec 27611.45 6.5 0.85 15.95 105 3 174
3 Dec 27629.60 6 -0.3 15.30 33 6 172
2 Dec 27565.25 6.6 -0.65 15.36 45 -13 166
1 Dec 27814.50 7.3 -2.1 14.13 179 -19 181
28 Nov 27890.25 9.45 -0.55 13.53 124 14 201
27 Nov 27946.20 10.5 2.2 13.17 262 112 186
26 Nov 27799.50 8.5 1.15 13.25 76 73 74


For Nifty Financial Services - strike price 30500 expiring on 30DEC2025

Delta for 30500 CE is 0.01

Historical price for 30500 CE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 19.54, the open interest changed by 0 which decreased total open position to 93


On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 2.8, which was -0.45 lower than the previous day. The implied volatity was 17.17, the open interest changed by 2 which increased total open position to 93


On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 17.58, the open interest changed by 5 which increased total open position to 91


On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was 18.75, the open interest changed by 3 which increased total open position to 86


On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 17.67, the open interest changed by -5 which decreased total open position to 85


On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 6.4, which was 0.65 higher than the previous day. The implied volatity was 17.23, the open interest changed by -34 which decreased total open position to 90


On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 5.95, which was -0.35 lower than the previous day. The implied volatity was 14.72, the open interest changed by -55 which decreased total open position to 124


On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 6.5, which was 0.85 higher than the previous day. The implied volatity was 15.95, the open interest changed by 3 which increased total open position to 174


On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 6, which was -0.3 lower than the previous day. The implied volatity was 15.30, the open interest changed by 6 which increased total open position to 172


On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 6.6, which was -0.65 lower than the previous day. The implied volatity was 15.36, the open interest changed by -13 which decreased total open position to 166


On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 14.13, the open interest changed by -19 which decreased total open position to 181


On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 9.45, which was -0.55 lower than the previous day. The implied volatity was 13.53, the open interest changed by 14 which increased total open position to 201


On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 10.5, which was 2.2 higher than the previous day. The implied volatity was 13.17, the open interest changed by 112 which increased total open position to 186


On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 8.5, which was 1.15 higher than the previous day. The implied volatity was 13.25, the open interest changed by 73 which increased total open position to 74


FINNIFTY 30DEC2025 30500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 27603.15 4073.85 0 - 0 0 0
12 Dec 27672.60 4073.85 0 - 0 0 0
11 Dec 27561.90 4073.85 0 - 0 0 0
10 Dec 27404.30 4073.85 0 - 0 0 0
9 Dec 27549.75 4073.85 0 - 0 0 0
8 Dec 27687.15 4073.85 0 - 0 0 0
5 Dec 27881.90 4073.85 0 - 0 0 0
4 Dec 27611.45 4073.85 0 - 0 0 0
3 Dec 27629.60 4073.85 0 - 0 0 0
2 Dec 27565.25 4073.85 0 - 0 0 0
1 Dec 27814.50 4073.85 0 - 0 0 0
28 Nov 27890.25 4073.85 0 - 0 0 0
27 Nov 27946.20 4073.85 0 - 0 0 0
26 Nov 27799.50 4073.85 0 - 0 0 0


For Nifty Financial Services - strike price 30500 expiring on 30DEC2025

Delta for 30500 PE is -

Historical price for 30500 PE is as follows

On 15 Dec FINNIFTY was trading at 27603.15. The strike last trading price was 4073.85, 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 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 4073.85, 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 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 4073.85, 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 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 4073.85, 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 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 4073.85, 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 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 4073.85, 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 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 4073.85, 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 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 4073.85, 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 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 4073.85, 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 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 4073.85, 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 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 4073.85, 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 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 4073.85, 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 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 4073.85, 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 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 4073.85, 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