SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:01 AM IST
| SENSEX50 24-DEC-2025 83200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84683.05 | 1777.75 | -324.65 | - | 7 | 0 | 7.733 | |||||||||
| 16 Dec | 84679.86 | 1777.75 | -324.65 | - | 7 | -1.6 | 7.733 | |||||||||
| 15 Dec | 85213.36 | 2102.4 | -27.7 | - | 12 | -2.933 | 9.333 | |||||||||
| 12 Dec | 85267.66 | 2130.1 | 160.75 | - | 21 | -5.333 | 12.267 | |||||||||
| 11 Dec | 84818.13 | 1969.35 | 369.4 | - | 15 | -3.733 | 17.6 | |||||||||
| 10 Dec | 84391.27 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 9 Dec | 84666.28 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 8 Dec | 85102.69 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 5 Dec | 85712.37 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 4 Dec | 85265.32 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 3 Dec | 85106.81 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 2 Dec | 85138.27 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 1 Dec | 85641.90 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 28 Nov | 85706.67 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 27 Nov | 85720.38 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 26 Nov | 85609.51 | 4182.8 | 1462.15 | - | 0 | 0 | 21.333 | |||||||||
| 25 Nov | 84587.01 | 4182.8 | 1462.15 | - | 80 | 21.333 | 21.333 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
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| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 83200 expiring on 24DEC2025
Delta for 83200 CE is -
Historical price for 83200 CE is as follows
On 17 Dec SENSEX50 was trading at 84683.05. The strike last trading price was 1777.75, which was -324.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1777.75, which was -324.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 29
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2102.4, which was -27.7 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 35
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2130.1, which was 160.75 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 46
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1969.35, which was 369.4 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 66
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 4182.8, which was 1462.15 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
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 16 Oct SENSEX50 was trading at 83467.66. 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 83200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84683.05 | 61.05 | 12.4 | - | 876 | 0 | 73.067 |
| 16 Dec | 84679.86 | 61.05 | 12.4 | - | 876 | 55.2 | 73.067 |
| 15 Dec | 85213.36 | 51.4 | 2.15 | - | 213 | 9.067 | 17.867 |
| 12 Dec | 85267.66 | 53.15 | -35.5 | - | 115 | -1.333 | 8.8 |
| 11 Dec | 84818.13 | 83.45 | -88.4 | - | 306 | 4.8 | 10.133 |
| 10 Dec | 84391.27 | 174.75 | 32.9 | - | 130 | 0.267 | 5.333 |
| 9 Dec | 84666.28 | 144.95 | 21.85 | - | 19 | -0.267 | 5.067 |
| 8 Dec | 85102.69 | 129.95 | 57.35 | - | 36 | -1.867 | 5.333 |
| 5 Dec | 85712.37 | 73.55 | -42.1 | - | 88 | -3.2 | 7.2 |
| 4 Dec | 85265.32 | 117.35 | -72.95 | - | 215 | -24 | 10.4 |
| 3 Dec | 85106.81 | 102.35 | 20.6 | - | 0 | 0 | 34.4 |
| 2 Dec | 85138.27 | 102.35 | 20.6 | - | 11 | -2.667 | 34.4 |
| 1 Dec | 85641.90 | 81.75 | -59 | - | 1 | 0.267 | 37.067 |
| 28 Nov | 85706.67 | 137.45 | -33.9 | - | 25 | -0.267 | 36.8 |
| 27 Nov | 85720.38 | 171.35 | -36.55 | - | 27 | 0.267 | 37.067 |
| 26 Nov | 85609.51 | 207.45 | -148.4 | - | 19 | 3.2 | 36.8 |
| 25 Nov | 84587.01 | 364.15 | 28.75 | - | 187 | 32.533 | 33.6 |
| 24 Nov | 84900.71 | 350.9 | 5.4 | - | 10 | -0.8 | 1.067 |
| 21 Nov | 85231.92 | 345.5 | 80.8 | - | 8 | -2.133 | 1.867 |
| 20 Nov | 85632.68 | 264.7 | -87.95 | - | 9 | -0.8 | 4 |
| 19 Nov | 85186.47 | 352.65 | -435.75 | - | 18 | 4.8 | 4.8 |
| 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 |
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 83200 expiring on 24DEC2025
Delta for 83200 PE is -
Historical price for 83200 PE is as follows
On 17 Dec SENSEX50 was trading at 84683.05. The strike last trading price was 61.05, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 274
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 61.05, which was 12.4 higher than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 274
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 51.4, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 67
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 53.15, which was -35.5 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 33
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 83.45, which was -88.4 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 38
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 174.75, which was 32.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 144.95, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 19
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 129.95, which was 57.35 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 20
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 73.55, which was -42.1 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 27
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 117.35, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 39
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 102.35, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 102.35, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 129
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 81.75, which was -59 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 139
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 137.45, which was -33.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 138
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 171.35, which was -36.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 139
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 207.45, which was -148.4 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 138
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 364.15, which was 28.75 higher than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 126
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 350.9, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 4
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 345.5, which was 80.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 7
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 264.7, which was -87.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 352.65, which was -435.75 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
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 16 Oct SENSEX50 was trading at 83467.66. 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































































































































































































































