SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 81000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 3613.45 | -41.55 | - | 165 | 39.733 | 41.867 | |||||||||
| 17 Dec | 84559.65 | 3655 | -223.2 | - | 1 | 0.267 | 2.133 | |||||||||
| 16 Dec | 84679.86 | 3878.2 | -450.4 | - | 9 | -2.133 | 1.867 | |||||||||
| 15 Dec | 85213.36 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 12 Dec | 85267.66 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 84818.13 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 84391.27 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 84666.28 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
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| 8 Dec | 85102.69 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 85712.37 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 4 Dec | 85265.32 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 3 Dec | 85106.81 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 2 Dec | 85138.27 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 1 Dec | 85641.90 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 28 Nov | 85706.67 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 27 Nov | 85720.38 | 5100 | -500.85 | - | 0 | 0 | 4 | |||||||||
| 26 Nov | 85609.51 | 5100 | -500.85 | - | 5 | 1.333 | 4 | |||||||||
| 25 Nov | 84587.01 | 5600.85 | 1120.15 | - | 10 | 2.667 | 2.667 | |||||||||
| 24 Nov | 84900.71 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 83216.28 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 4686 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 81207.17 | 4686 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 1 Oct | 80983.31 | 4686 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 81000 expiring on 24DEC2025
Delta for 81000 CE is -
Historical price for 81000 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 3613.45, which was -41.55 lower than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 157
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 3655, which was -223.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 3878.2, which was -450.4 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 7
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 5100, which was -500.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 5600.85, which was 1120.15 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 4686, 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 SENSEX50 was trading at 85231.92. The strike last trading price was 4686, 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 SENSEX50 was trading at 85632.68. The strike last trading price was 4686, 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 SENSEX50 was trading at 85186.47. The strike last trading price was 4686, 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 SENSEX50 was trading at 84673.02. The strike last trading price was 4686, 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 SENSEX50 was trading at 84950.95. The strike last trading price was 4686, 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 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 4686, 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 SENSEX50 was trading at 84478.67. The strike last trading price was 4686, 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 SENSEX50 was trading at 84466.51. The strike last trading price was 4686, 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 SENSEX50 was trading at 83871.32. The strike last trading price was 4686, 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 SENSEX50 was trading at 83535.35. The strike last trading price was 4686, 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 SENSEX50 was trading at 83216.28. The strike last trading price was 4686, 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 SENSEX50 was trading at 83311.01. The strike last trading price was 4686, 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 Oct SENSEX50 was trading at 81207.17. The strike last trading price was 4686, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Oct SENSEX50 was trading at 80983.31. The strike last trading price was 4686, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX50 24DEC2025 81000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 11.3 | 2.1 | - | 36,803 | 2,584.533 | 3,262.933 |
| 17 Dec | 84559.65 | 9 | -1.2 | - | 6,049 | 421.067 | 678.4 |
| 16 Dec | 84679.86 | 9.8 | -3.85 | - | 1,645 | 113.067 | 257.333 |
| 15 Dec | 85213.36 | 12.4 | -2.7 | - | 646 | 19.733 | 144.267 |
| 12 Dec | 85267.66 | 14.75 | -3.9 | - | 446 | 31.2 | 124.533 |
| 11 Dec | 84818.13 | 16.5 | -13.5 | - | 318 | 9.333 | 93.333 |
| 10 Dec | 84391.27 | 30 | 4.15 | - | 194 | 25.867 | 84 |
| 9 Dec | 84666.28 | 22.55 | -8.9 | - | 83 | 3.733 | 58.133 |
| 8 Dec | 85102.69 | 24.05 | -1.25 | - | 17 | -1.067 | 54.4 |
| 5 Dec | 85712.37 | 24.7 | -8.05 | - | 196 | 9.6 | 55.467 |
| 4 Dec | 85265.32 | 32.75 | -6.75 | - | 5 | 0.533 | 45.867 |
| 3 Dec | 85106.81 | 36 | -6 | - | 45 | 1.333 | 45.333 |
| 2 Dec | 85138.27 | 42 | -6.6 | - | 214 | -22.933 | 44 |
| 1 Dec | 85641.90 | 48 | -11 | - | 133 | 30.933 | 66.933 |
| 28 Nov | 85706.67 | 59 | -3.5 | - | 82 | 1.6 | 36 |
| 27 Nov | 85720.38 | 62.5 | -22.3 | - | 31 | -4.533 | 34.4 |
| 26 Nov | 85609.51 | 84.8 | -26.05 | - | 18 | 2.4 | 38.933 |
| 25 Nov | 84587.01 | 116.5 | -7.05 | - | 103 | 3.467 | 36.533 |
| 24 Nov | 84900.71 | 123.55 | -3.95 | - | 62 | 6.4 | 33.067 |
| 21 Nov | 85231.92 | 130 | 23.75 | - | 53 | -4.267 | 26.667 |
| 20 Nov | 85632.68 | 103.65 | -29.3 | - | 101 | 3.733 | 30.933 |
| 19 Nov | 85186.47 | 130 | -34.45 | - | 77 | 3.2 | 27.2 |
| 18 Nov | 84673.02 | 166.1 | 8.75 | - | 365 | -5.067 | 24 |
| 17 Nov | 84950.95 | 157.2 | -47.15 | - | 77 | 3.467 | 29.067 |
| 14 Nov | 84562.78 | 196.3 | -22.6 | - | 98 | 9.6 | 25.6 |
| 13 Nov | 84478.67 | 220.35 | 7.2 | - | 52 | -5.867 | 16 |
| 12 Nov | 84466.51 | 213.15 | -84.85 | - | 41 | 3.733 | 21.867 |
| 11 Nov | 83871.32 | 298 | -16.7 | - | 39 | 8.533 | 18.133 |
| 10 Nov | 83535.35 | 314.7 | -80.7 | - | 22 | 4.8 | 9.6 |
| 7 Nov | 83216.28 | 386.9 | 20.4 | - | 16 | -0.533 | 4.8 |
| 6 Nov | 83311.01 | 359.15 | -126.85 | - | 65 | 5.333 | 5.333 |
| 3 Oct | 81207.17 | 4021 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Oct | 80983.31 | 4021 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex 50 - strike price 81000 expiring on 24DEC2025
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 11.3, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 9692 which increased total open position to 12236
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 9, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 1579 which increased total open position to 2544
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 9.8, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 424 which increased total open position to 965
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 12.4, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 541
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 14.75, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 467
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 16.5, which was -13.5 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 350
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 30, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 315
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 22.55, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 218
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 24.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 204
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 24.7, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 208
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 32.75, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 172
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 36, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 170
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 42, which was -6.6 lower than the previous day. The implied volatity was -, the open interest changed by -86 which decreased total open position to 165
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 48, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 251
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 59, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 135
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 62.5, which was -22.3 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 129
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 84.8, which was -26.05 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 146
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 116.5, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 137
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 123.55, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 124
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 130, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 100
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 103.65, which was -29.3 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 116
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 130, which was -34.45 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 102
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 166.1, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 90
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 157.2, which was -47.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 109
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 196.3, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 96
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 220.35, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 60
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 213.15, which was -84.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 82
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 298, which was -16.7 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 68
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 314.7, which was -80.7 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 36
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 386.9, which was 20.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 18
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 359.15, which was -126.85 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 3 Oct SENSEX50 was trading at 81207.17. The strike last trading price was 4021, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Oct SENSEX50 was trading at 80983.31. The strike last trading price was 4021, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































