SENSEX50
Sensex 50
Historical option data for SENSEX50
16 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 82700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 2566.85 | -212.2 | - | 0 | 0 | 1.867 | |||||||||
| 15 Dec | 85213.36 | 2566.85 | -212.2 | - | 2 | 0 | 1.867 | |||||||||
| 12 Dec | 85267.66 | 2779.05 | 619.55 | - | 4 | 0.267 | 1.867 | |||||||||
| 11 Dec | 84818.13 | 2159.5 | 154.6 | - | 11 | -1.067 | 1.6 | |||||||||
| 10 Dec | 84391.27 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 9 Dec | 84666.28 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 8 Dec | 85102.69 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 5 Dec | 85712.37 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 4 Dec | 85265.32 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 3 Dec | 85106.81 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 2 Dec | 85138.27 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 1 Dec | 85641.90 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 28 Nov | 85706.67 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 27 Nov | 85720.38 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 26 Nov | 85609.51 | 4762.45 | 1675.95 | - | 0 | 0 | 2.667 | |||||||||
| 25 Nov | 84587.01 | 4762.45 | 1675.95 | - | 10 | 2.667 | 2.667 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 82605.43 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 82327.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 82500.82 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 82700 expiring on 24DEC2025
Delta for 82700 CE is -
Historical price for 82700 CE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2566.85, which was -212.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2566.85, which was -212.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2779.05, which was 619.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2159.5, which was 154.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 6
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 4762.45, which was 1675.95 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 SENSEX50 was trading at 85712.37. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 4762.45, which was 1675.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 4762.45, which was 1675.95 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 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 21 Nov SENSEX50 was trading at 85231.92. 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 20 Nov SENSEX50 was trading at 85632.68. 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 19 Nov SENSEX50 was trading at 85186.47. 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 18 Nov SENSEX50 was trading at 84673.02. 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 SENSEX50 was trading at 84950.95. 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 14 Nov SENSEX50 was trading at 84562.78. 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 SENSEX50 was trading at 84478.67. 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 SENSEX50 was trading at 84466.51. 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 SENSEX50 was trading at 83871.32. 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 SENSEX50 was trading at 83535.35. 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 7 Nov SENSEX50 was trading at 83216.28. 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 SENSEX50 was trading at 83311.01. 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 15 Oct SENSEX50 was trading at 82605.43. 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 Oct SENSEX50 was trading at 82327.05. 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 10 Oct SENSEX50 was trading at 82500.82. 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
| SENSEX50 24DEC2025 82700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 64 | -0.2 | - | 1 | 0.267 | 7.2 |
| 15 Dec | 85213.36 | 40.15 | -14.85 | - | 0 | 0 | 6.933 |
| 12 Dec | 85267.66 | 40.15 | -14.85 | - | 18 | 1.6 | 6.933 |
| 11 Dec | 84818.13 | 55 | -84.35 | - | 66 | 4.267 | 5.333 |
| 10 Dec | 84391.27 | 81.45 | -39.35 | - | 0 | 0 | 1.067 |
| 9 Dec | 84666.28 | 81.45 | -39.35 | - | 0 | 0 | 1.067 |
| 8 Dec | 85102.69 | 81.45 | -39.35 | - | 0 | 0 | 1.067 |
| 5 Dec | 85712.37 | 81.45 | -39.35 | - | 0 | 0 | 1.067 |
| 4 Dec | 85265.32 | 81.45 | -39.35 | - | 85 | -9.6 | 1.067 |
| 3 Dec | 85106.81 | 105.75 | -11.85 | - | 0 | 0 | 10.667 |
| 2 Dec | 85138.27 | 105.75 | -11.85 | - | 0 | 0 | 10.667 |
| 1 Dec | 85641.90 | 105.75 | -11.85 | - | 0 | 0 | 10.667 |
| 28 Nov | 85706.67 | 105.75 | -11.85 | - | 22 | 0 | 10.667 |
| 27 Nov | 85720.38 | 117.6 | -42.75 | - | 34 | -2.4 | 10.667 |
| 26 Nov | 85609.51 | 160.1 | -114 | - | 12 | 2.133 | 13.067 |
| 25 Nov | 84587.01 | 271.3 | 7.55 | - | 75 | 9.067 | 10.933 |
| 24 Nov | 84900.71 | 271.7 | -0.15 | - | 18 | -0.533 | 1.867 |
| 21 Nov | 85231.92 | 271.4 | 62.55 | - | 19 | -3.2 | 2.4 |
| 20 Nov | 85632.68 | 205.05 | -72.5 | - | 15 | -0.267 | 5.6 |
| 19 Nov | 85186.47 | 277.55 | -363.15 | - | 26 | 5.867 | 5.867 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 82605.43 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 82327.05 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 82500.82 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 82700 expiring on 24DEC2025
Delta for 82700 PE is -
Historical price for 82700 PE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 64, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 27
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 40.15, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 40.15, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 26
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 55, which was -84.35 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 20
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 81.45, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 81.45, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 81.45, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 81.45, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 81.45, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 4
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 105.75, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 105.75, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 105.75, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 105.75, which was -11.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 117.6, which was -42.75 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 40
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 160.1, which was -114 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 271.3, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 41
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 271.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 7
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 271.4, which was 62.55 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 9
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 205.05, which was -72.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 21
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 277.55, which was -363.15 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
On 18 Nov SENSEX50 was trading at 84673.02. 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 SENSEX50 was trading at 84950.95. 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 14 Nov SENSEX50 was trading at 84562.78. 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 SENSEX50 was trading at 84478.67. 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 SENSEX50 was trading at 84466.51. 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 SENSEX50 was trading at 83871.32. 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 SENSEX50 was trading at 83535.35. 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 7 Nov SENSEX50 was trading at 83216.28. 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 SENSEX50 was trading at 83311.01. 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 15 Oct SENSEX50 was trading at 82605.43. 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 Oct SENSEX50 was trading at 82327.05. 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 10 Oct SENSEX50 was trading at 82500.82. 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































































































































































































































