FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
12 Dec 2025 04:12 PM IST
| FINNIFTY 30-DEC-2025 27400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 19.83
Theta: -11.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 27672.60 | 496.6 | 53.85 | 10.21 | 35 | -4 | 73 | |||||||||
| 11 Dec | 27561.90 | 429.1 | 57.5 | 10.12 | 546 | 6 | 77 | |||||||||
| 10 Dec | 27404.30 | 370.9 | -104.5 | 11.41 | 440 | 38 | 67 | |||||||||
| 9 Dec | 27549.75 | 467.7 | -178.8 | 11.45 | 38 | -5 | 28 | |||||||||
| 8 Dec | 27687.15 | 646.5 | -66.7 | 15.07 | 7 | -2 | 33 | |||||||||
| 5 Dec | 27881.90 | 713.2 | 146.95 | 9.66 | 47 | -5 | 35 | |||||||||
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| 4 Dec | 27611.45 | 565 | -33.7 | 10.97 | 58 | 14 | 41 | |||||||||
| 3 Dec | 27629.60 | 609.25 | 8.65 | 11.76 | 71 | 5 | 27 | |||||||||
| 2 Dec | 27565.25 | 609.1 | -99.05 | 12.16 | 14 | 5 | 19 | |||||||||
| 1 Dec | 27814.50 | 708.15 | -122.7 | 9.12 | 3 | 0 | 14 | |||||||||
| 28 Nov | 27890.25 | 830.85 | -30.45 | 10.95 | 3 | 0 | 14 | |||||||||
| 27 Nov | 27946.20 | 861.3 | 121.65 | 9.37 | 8 | 0 | 14 | |||||||||
| 26 Nov | 27799.50 | 749 | 260.65 | 9.50 | 30 | -4 | 14 | |||||||||
| 25 Nov | 27409.40 | 485 | -56.1 | 10.04 | 36 | 18 | 18 | |||||||||
| 24 Nov | 27498.65 | 541.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 27566.15 | 541.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 27861.35 | 541.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 27643.70 | 541.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 27546.75 | 541.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 27646.20 | 541.1 | 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 27400 expiring on 30DEC2025
Delta for 27400 CE is 0.74
Historical price for 27400 CE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 496.6, which was 53.85 higher than the previous day. The implied volatity was 10.21, the open interest changed by -4 which decreased total open position to 73
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 429.1, which was 57.5 higher than the previous day. The implied volatity was 10.12, the open interest changed by 6 which increased total open position to 77
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 370.9, which was -104.5 lower than the previous day. The implied volatity was 11.41, the open interest changed by 38 which increased total open position to 67
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 467.7, which was -178.8 lower than the previous day. The implied volatity was 11.45, the open interest changed by -5 which decreased total open position to 28
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 646.5, which was -66.7 lower than the previous day. The implied volatity was 15.07, the open interest changed by -2 which decreased total open position to 33
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 713.2, which was 146.95 higher than the previous day. The implied volatity was 9.66, the open interest changed by -5 which decreased total open position to 35
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 565, which was -33.7 lower than the previous day. The implied volatity was 10.97, the open interest changed by 14 which increased total open position to 41
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 609.25, which was 8.65 higher than the previous day. The implied volatity was 11.76, the open interest changed by 5 which increased total open position to 27
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 609.1, which was -99.05 lower than the previous day. The implied volatity was 12.16, the open interest changed by 5 which increased total open position to 19
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 708.15, which was -122.7 lower than the previous day. The implied volatity was 9.12, the open interest changed by 0 which decreased total open position to 14
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 830.85, which was -30.45 lower than the previous day. The implied volatity was 10.95, the open interest changed by 0 which decreased total open position to 14
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 861.3, which was 121.65 higher than the previous day. The implied volatity was 9.37, the open interest changed by 0 which decreased total open position to 14
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 749, which was 260.65 higher than the previous day. The implied volatity was 9.50, the open interest changed by -4 which decreased total open position to 14
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 485, which was -56.1 lower than the previous day. The implied volatity was 10.04, the open interest changed by 18 which increased total open position to 18
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 541.1, 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 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 541.1, 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 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 541.1, 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 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 541.1, 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 541.1, 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 541.1, 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
| FINNIFTY 30DEC2025 27400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 19.61
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 27672.60 | 97.15 | -45.1 | 10.37 | 192 | 44 | 280 |
| 11 Dec | 27561.90 | 144.2 | -74.25 | 10.78 | 1,432 | -11 | 237 |
| 10 Dec | 27404.30 | 216 | 41.85 | 11.12 | 1,170 | 4 | 251 |
| 9 Dec | 27549.75 | 175.1 | 23.35 | 11.51 | 1,075 | 7 | 264 |
| 8 Dec | 27687.15 | 155.2 | 51.55 | 11.94 | 354 | 10 | 249 |
| 5 Dec | 27881.90 | 101.05 | -77.85 | 11.30 | 294 | 7 | 239 |
| 4 Dec | 27611.45 | 170.2 | -17.3 | 11.50 | 378 | 19 | 234 |
| 3 Dec | 27629.60 | 182.65 | -26.35 | 12.06 | 1,828 | 68 | 216 |
| 2 Dec | 27565.25 | 204.3 | 31.1 | 12.36 | 454 | 57 | 146 |
| 1 Dec | 27814.50 | 174.8 | 21.3 | 13.54 | 139 | 14 | 89 |
| 28 Nov | 27890.25 | 152 | -2.65 | 12.88 | 97 | -10 | 70 |
| 27 Nov | 27946.20 | 149 | -52.4 | 13.24 | 98 | 28 | 82 |
| 26 Nov | 27799.50 | 201 | -132.9 | 13.64 | 97 | 33 | 52 |
| 25 Nov | 27409.40 | 335 | 42.15 | 13.46 | 69 | 18 | 19 |
| 24 Nov | 27498.65 | 292.85 | -1211.25 | 13.13 | 1 | 0 | 0 |
| 21 Nov | 27566.15 | 1504.1 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 27861.35 | 1504.1 | 0 | 1.97 | 0 | 0 | 0 |
| 19 Nov | 27643.70 | 1504.1 | 0 | 1.41 | 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 27400 expiring on 30DEC2025
Delta for 27400 PE is -0.25
Historical price for 27400 PE is as follows
On 12 Dec FINNIFTY was trading at 27672.60. The strike last trading price was 97.15, which was -45.1 lower than the previous day. The implied volatity was 10.37, the open interest changed by 44 which increased total open position to 280
On 11 Dec FINNIFTY was trading at 27561.90. The strike last trading price was 144.2, which was -74.25 lower than the previous day. The implied volatity was 10.78, the open interest changed by -11 which decreased total open position to 237
On 10 Dec FINNIFTY was trading at 27404.30. The strike last trading price was 216, which was 41.85 higher than the previous day. The implied volatity was 11.12, the open interest changed by 4 which increased total open position to 251
On 9 Dec FINNIFTY was trading at 27549.75. The strike last trading price was 175.1, which was 23.35 higher than the previous day. The implied volatity was 11.51, the open interest changed by 7 which increased total open position to 264
On 8 Dec FINNIFTY was trading at 27687.15. The strike last trading price was 155.2, which was 51.55 higher than the previous day. The implied volatity was 11.94, the open interest changed by 10 which increased total open position to 249
On 5 Dec FINNIFTY was trading at 27881.90. The strike last trading price was 101.05, which was -77.85 lower than the previous day. The implied volatity was 11.30, the open interest changed by 7 which increased total open position to 239
On 4 Dec FINNIFTY was trading at 27611.45. The strike last trading price was 170.2, which was -17.3 lower than the previous day. The implied volatity was 11.50, the open interest changed by 19 which increased total open position to 234
On 3 Dec FINNIFTY was trading at 27629.60. The strike last trading price was 182.65, which was -26.35 lower than the previous day. The implied volatity was 12.06, the open interest changed by 68 which increased total open position to 216
On 2 Dec FINNIFTY was trading at 27565.25. The strike last trading price was 204.3, which was 31.1 higher than the previous day. The implied volatity was 12.36, the open interest changed by 57 which increased total open position to 146
On 1 Dec FINNIFTY was trading at 27814.50. The strike last trading price was 174.8, which was 21.3 higher than the previous day. The implied volatity was 13.54, the open interest changed by 14 which increased total open position to 89
On 28 Nov FINNIFTY was trading at 27890.25. The strike last trading price was 152, which was -2.65 lower than the previous day. The implied volatity was 12.88, the open interest changed by -10 which decreased total open position to 70
On 27 Nov FINNIFTY was trading at 27946.20. The strike last trading price was 149, which was -52.4 lower than the previous day. The implied volatity was 13.24, the open interest changed by 28 which increased total open position to 82
On 26 Nov FINNIFTY was trading at 27799.50. The strike last trading price was 201, which was -132.9 lower than the previous day. The implied volatity was 13.64, the open interest changed by 33 which increased total open position to 52
On 25 Nov FINNIFTY was trading at 27409.40. The strike last trading price was 335, which was 42.15 higher than the previous day. The implied volatity was 13.46, the open interest changed by 18 which increased total open position to 19
On 24 Nov FINNIFTY was trading at 27498.65. The strike last trading price was 292.85, which was -1211.25 lower than the previous day. The implied volatity was 13.13, the open interest changed by 0 which decreased total open position to 0
On 21 Nov FINNIFTY was trading at 27566.15. The strike last trading price was 1504.1, 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 20 Nov FINNIFTY was trading at 27861.35. The strike last trading price was 1504.1, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
On 19 Nov FINNIFTY was trading at 27643.70. The strike last trading price was 1504.1, which was 0 lower than the previous day. The implied volatity was 1.41, 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































































































































































































































