[--[65.84.65.76]--]

FINNIFTY

Nifty Financial Services
27672.6 +110.70 (0.40%)
L: 27582.95 H: 27716

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Historical option data for FINNIFTY

12 Dec 2025 04:12 PM IST
FINNIFTY 30-DEC-2025 27400 CE
Delta: 0.74
Vega: 19.83
Theta: -11.11
Gamma: 0.00
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
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
Delta: -0.25
Vega: 19.61
Theta: -3.71
Gamma: 0.00
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