SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 83400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84856.26 | 1685 | -227.7 | - | 12 | 0 | 8.533 | |||||||||
| 16 Dec | 84679.86 | 1685 | -227.7 | - | 12 | -0.533 | 8.533 | |||||||||
| 15 Dec | 85213.36 | 1912.7 | -59.7 | - | 1 | 0 | 9.067 | |||||||||
| 12 Dec | 85267.66 | 1972.4 | 240 | - | 2 | -0.267 | 9.067 | |||||||||
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| 11 Dec | 84818.13 | 1732.4 | 283.2 | - | 11 | -1.867 | 9.333 | |||||||||
| 10 Dec | 84391.27 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 9 Dec | 84666.28 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 8 Dec | 85102.69 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 5 Dec | 85712.37 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 4 Dec | 85265.32 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 3 Dec | 85106.81 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 2 Dec | 85138.27 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 1 Dec | 85641.90 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 28 Nov | 85706.67 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 27 Nov | 85720.38 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 26 Nov | 85609.51 | 3474.6 | 893.7 | - | 0 | 0 | 11.2 | |||||||||
| 25 Nov | 84587.01 | 3474.6 | 893.7 | - | 48 | 4.267 | 11.2 | |||||||||
| 24 Nov | 84900.71 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 21 Nov | 85231.92 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 20 Nov | 85632.68 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 19 Nov | 85186.47 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 18 Nov | 84673.02 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 17 Nov | 84950.95 | 2285.95 | -16.05 | - | 0 | 0 | 6.933 | |||||||||
| 14 Nov | 84562.78 | 2285.95 | -16.05 | - | 15 | 1.6 | 6.933 | |||||||||
| 13 Nov | 84478.67 | 1833.1 | 240.55 | - | 0 | 0 | 5.333 | |||||||||
| 12 Nov | 84466.51 | 1833.1 | 240.55 | - | 0 | 0 | 5.333 | |||||||||
| 11 Nov | 83871.32 | 1833.1 | 240.55 | - | 0 | 0 | 5.333 | |||||||||
| 10 Nov | 83535.35 | 1833.1 | 240.55 | - | 19 | 0 | 5.333 | |||||||||
| 7 Nov | 83216.28 | 1592.55 | -149.3 | - | 2 | 0 | 5.333 | |||||||||
| 6 Nov | 83311.01 | 1741.85 | -235.2 | - | 20 | 5.333 | 5.333 | |||||||||
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 83400 expiring on 24DEC2025
Delta for 83400 CE is -
Historical price for 83400 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1685, which was -227.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1685, which was -227.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 32
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1912.7, which was -59.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1972.4, which was 240 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 34
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1732.4, which was 283.2 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 35
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 3474.6, which was 893.7 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 42
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 2285.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 26
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1833.1, which was 240.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1833.1, which was 240.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1833.1, which was 240.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1833.1, which was 240.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1592.55, which was -149.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1741.85, which was -235.2 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 83400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 79.25 | 17.75 | - | 757 | 0 | 70.667 |
| 16 Dec | 84679.86 | 79.25 | 17.75 | - | 757 | 20.267 | 70.667 |
| 15 Dec | 85213.36 | 61.7 | 1.5 | - | 209 | 12.8 | 50.4 |
| 12 Dec | 85267.66 | 60.2 | -54.15 | - | 352 | 34.933 | 37.6 |
| 11 Dec | 84818.13 | 110.1 | -98.1 | - | 99 | -3.467 | 2.667 |
| 10 Dec | 84391.27 | 210.95 | 42.65 | - | 40 | 1.6 | 6.133 |
| 9 Dec | 84666.28 | 162.05 | 54.65 | - | 18 | 1.067 | 4.533 |
| 8 Dec | 85102.69 | 107.4 | 22.15 | - | 27 | -1.333 | 3.467 |
| 5 Dec | 85712.37 | 85.65 | -52.4 | - | 42 | 2.133 | 4.8 |
| 4 Dec | 85265.32 | 144 | -22.5 | - | 47 | -5.067 | 2.667 |
| 3 Dec | 85106.81 | 162.75 | -17 | - | 27 | -3.467 | 7.733 |
| 2 Dec | 85138.27 | 166.95 | 19.95 | - | 74 | -14.667 | 11.2 |
| 1 Dec | 85641.90 | 144.55 | -13.3 | - | 30 | 0 | 25.867 |
| 28 Nov | 85706.67 | 159.45 | -54.05 | - | 10 | 0.267 | 25.867 |
| 27 Nov | 85720.38 | 213.5 | -20.5 | - | 76 | -0.267 | 25.6 |
| 26 Nov | 85609.51 | 233.9 | -162.2 | - | 10 | 0.533 | 25.867 |
| 25 Nov | 84587.01 | 403.25 | 17.65 | - | 138 | 24.8 | 25.333 |
| 24 Nov | 84900.71 | 390.8 | 13.6 | - | 14 | -1.067 | 0.533 |
| 21 Nov | 85231.92 | 377.2 | 84.6 | - | 8 | -2.133 | 1.6 |
| 20 Nov | 85632.68 | 291.7 | -94.15 | - | 4 | -1.067 | 3.733 |
| 19 Nov | 85186.47 | 385.85 | -467.9 | - | 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 83400 expiring on 24DEC2025
Delta for 83400 PE is -
Historical price for 83400 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 79.25, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 265
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 79.25, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 265
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 61.7, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 189
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 60.2, which was -54.15 lower than the previous day. The implied volatity was -, the open interest changed by 131 which increased total open position to 141
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 110.1, which was -98.1 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 10
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 210.95, which was 42.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 23
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 162.05, which was 54.65 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 107.4, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 13
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 85.65, which was -52.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 18
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 144, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 10
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 162.75, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 29
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 166.95, which was 19.95 higher than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 42
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 144.55, which was -13.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 159.45, which was -54.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 97
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 213.5, which was -20.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 96
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 233.9, which was -162.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 97
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 403.25, which was 17.65 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 95
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 390.8, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 2
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 377.2, which was 84.6 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 6
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 291.7, which was -94.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 385.85, which was -467.9 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































































































































































































































