SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 83500 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 | 1178 | -131.5 | - | 1,406 | 136 | 163.2 | |||||||||
| 17 Dec | 84559.65 | 1332.1 | -201.9 | - | 207 | 2.933 | 27.2 | |||||||||
| 16 Dec | 84679.86 | 1494.8 | -434.55 | - | 39 | -5.867 | 24.267 | |||||||||
| 15 Dec | 85213.36 | 1929.35 | -120.65 | - | 17 | 1.333 | 30.133 | |||||||||
| 12 Dec | 85267.66 | 2050 | 310.6 | - | 20 | -1.067 | 28.8 | |||||||||
| 11 Dec | 84818.13 | 1720 | 253.35 | - | 32 | -3.467 | 29.867 | |||||||||
| 10 Dec | 84391.27 | 1450 | -289.75 | - | 32 | 1.6 | 33.333 | |||||||||
| 9 Dec | 84666.28 | 1739.75 | -815.25 | - | 15 | 0.533 | 31.733 | |||||||||
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| 8 Dec | 85102.69 | 2555 | 10.75 | - | 1 | 0 | 31.2 | |||||||||
| 5 Dec | 85712.37 | 2484.5 | -365.5 | - | 0 | 0 | 31.2 | |||||||||
| 4 Dec | 85265.32 | 2484.5 | -365.5 | - | 0 | 0 | 31.2 | |||||||||
| 3 Dec | 85106.81 | 2484.5 | -365.5 | - | 0 | 0 | 31.2 | |||||||||
| 2 Dec | 85138.27 | 2484.5 | -365.5 | - | 7 | 0 | 31.2 | |||||||||
| 1 Dec | 85641.90 | 2850 | -137.95 | - | 48 | 0 | 31.2 | |||||||||
| 28 Nov | 85706.67 | 2987.95 | 31.8 | - | 2 | -0.533 | 31.2 | |||||||||
| 27 Nov | 85720.38 | 2968.4 | 80.5 | - | 27 | -6.133 | 31.733 | |||||||||
| 26 Nov | 85609.51 | 2873.2 | 611.55 | - | 8 | 0.533 | 37.867 | |||||||||
| 25 Nov | 84587.01 | 2261.65 | -250.8 | - | 134 | 21.867 | 37.333 | |||||||||
| 24 Nov | 84900.71 | 2620 | 87 | - | 0 | 0 | 15.467 | |||||||||
| 21 Nov | 85231.92 | 2620 | 87 | - | 0 | 0 | 15.467 | |||||||||
| 20 Nov | 85632.68 | 2620 | 87 | - | 0 | 0 | 15.467 | |||||||||
| 19 Nov | 85186.47 | 2620 | 87 | - | 13 | -2.933 | 15.467 | |||||||||
| 18 Nov | 84673.02 | 2561.35 | 459.1 | - | 0 | 0 | 18.4 | |||||||||
| 17 Nov | 84950.95 | 2561.35 | 459.1 | - | 3 | 0 | 18.4 | |||||||||
| 14 Nov | 84562.78 | 2102.25 | -165.45 | - | 50 | 4.8 | 18.4 | |||||||||
| 13 Nov | 84478.67 | 2267.7 | -32.1 | - | 2 | 0 | 13.6 | |||||||||
| 12 Nov | 84466.51 | 2299.8 | 377.85 | - | 9 | -1.6 | 13.6 | |||||||||
| 11 Nov | 83871.32 | 1921.95 | 134.85 | - | 14 | 0.267 | 15.2 | |||||||||
| 10 Nov | 83535.35 | 1792.4 | 423.05 | - | 81 | -4 | 14.933 | |||||||||
| 7 Nov | 83216.28 | 1369.35 | -269.55 | - | 11 | 2.933 | 18.933 | |||||||||
| 6 Nov | 83311.01 | 1638.9 | -282.95 | - | 65 | 16 | 16 | |||||||||
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 83500 expiring on 24DEC2025
Delta for 83500 CE is -
Historical price for 83500 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1178, which was -131.5 lower than the previous day. The implied volatity was -, the open interest changed by 510 which increased total open position to 612
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1332.1, which was -201.9 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 102
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1494.8, which was -434.55 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 91
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1929.35, which was -120.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 113
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2050, which was 310.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 108
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1720, which was 253.35 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 112
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1450, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 125
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1739.75, which was -815.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 119
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 2555, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 2484.5, which was -365.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2484.5, which was -365.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 2484.5, which was -365.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2484.5, which was -365.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2850, which was -137.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2987.95, which was 31.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 117
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2968.4, which was 80.5 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 119
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2873.2, which was 611.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 142
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 2261.65, which was -250.8 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 140
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 2620, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 2620, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 2620, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 2620, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 58
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 2561.35, which was 459.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 2561.35, which was 459.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 2102.25, which was -165.45 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 69
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 2267.7, which was -32.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 2299.8, which was 377.85 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 51
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1921.95, which was 134.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 57
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1792.4, which was 423.05 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 56
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1369.35, which was -269.55 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 71
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1638.9, which was -282.95 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 31 Oct SENSEX50 was trading at 83938.71. 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 17 Oct SENSEX50 was trading at 83952.19. 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 83500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 78.95 | -0.1 | - | 62,504 | 1,406.667 | 2,385.6 |
| 17 Dec | 84559.65 | 74.9 | -10.7 | - | 27,268 | 235.2 | 978.933 |
| 16 Dec | 84679.86 | 92.35 | 25.85 | - | 16,650 | 153.867 | 743.733 |
| 15 Dec | 85213.36 | 66.35 | 0.55 | - | 11,091 | 203.2 | 589.867 |
| 12 Dec | 85267.66 | 65.05 | -50 | - | 4,665 | -76.8 | 386.667 |
| 11 Dec | 84818.13 | 114.8 | -115.25 | - | 2,378 | 288 | 463.467 |
| 10 Dec | 84391.27 | 242 | 65.4 | - | 875 | 17.333 | 175.467 |
| 9 Dec | 84666.28 | 174 | 11.15 | - | 595 | 63.733 | 158.133 |
| 8 Dec | 85102.69 | 163 | 70.4 | - | 448 | 25.867 | 94.4 |
| 5 Dec | 85712.37 | 90 | -59.45 | - | 185 | 0.533 | 68.533 |
| 4 Dec | 85265.32 | 155 | -28.5 | - | 308 | -21.333 | 68 |
| 3 Dec | 85106.81 | 170.15 | -17.9 | - | 447 | 43.2 | 89.333 |
| 2 Dec | 85138.27 | 178 | 19.9 | - | 337 | -17.333 | 46.133 |
| 1 Dec | 85641.90 | 159.05 | -8.45 | - | 103 | -6.133 | 63.467 |
| 28 Nov | 85706.67 | 165.5 | -12.7 | - | 65 | 5.333 | 69.6 |
| 27 Nov | 85720.38 | 178 | -63 | - | 239 | 2.667 | 64.267 |
| 26 Nov | 85609.51 | 234.3 | -175.4 | - | 81 | 6.667 | 61.6 |
| 25 Nov | 84587.01 | 412.55 | 10.55 | - | 232 | 37.867 | 54.933 |
| 24 Nov | 84900.71 | 420.5 | 20.5 | - | 46 | 0.267 | 17.067 |
| 21 Nov | 85231.92 | 400 | 92.75 | - | 27 | -1.067 | 16.8 |
| 20 Nov | 85632.68 | 305 | -99 | - | 48 | -6.133 | 17.867 |
| 19 Nov | 85186.47 | 404 | -107.35 | - | 32 | 0.533 | 24 |
| 18 Nov | 84673.02 | 510 | 50.35 | - | 27 | -1.333 | 23.467 |
| 17 Nov | 84950.95 | 453.2 | -141.35 | - | 34 | 0 | 24.8 |
| 14 Nov | 84562.78 | 547.45 | -52.55 | - | 123 | 17.333 | 24.8 |
| 13 Nov | 84478.67 | 600 | 34.35 | - | 18 | 1.6 | 7.467 |
| 12 Nov | 84466.51 | 576.3 | -193.6 | - | 77 | -6.933 | 5.867 |
| 11 Nov | 83871.32 | 769.9 | -86.6 | - | 151 | 10.933 | 12.8 |
| 10 Nov | 83535.35 | 847.7 | -216.15 | - | 14 | 1.067 | 1.867 |
| 7 Nov | 83216.28 | 1068.2 | -45.65 | - | 9 | 0.8 | 0.8 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 83500 expiring on 24DEC2025
Delta for 83500 PE is -
Historical price for 83500 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 78.95, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 5275 which increased total open position to 8946
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 74.9, which was -10.7 lower than the previous day. The implied volatity was -, the open interest changed by 882 which increased total open position to 3671
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 92.35, which was 25.85 higher than the previous day. The implied volatity was -, the open interest changed by 577 which increased total open position to 2789
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 66.35, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 762 which increased total open position to 2212
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 65.05, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by -288 which decreased total open position to 1450
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 114.8, which was -115.25 lower than the previous day. The implied volatity was -, the open interest changed by 1080 which increased total open position to 1738
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 242, which was 65.4 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 658
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 174, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 239 which increased total open position to 593
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 163, which was 70.4 higher than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 354
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 90, which was -59.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 257
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 155, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 255
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 170.15, which was -17.9 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 335
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 178, which was 19.9 higher than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 173
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 159.05, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 238
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 165.5, which was -12.7 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 261
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 178, which was -63 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 241
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 234.3, which was -175.4 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 231
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 412.55, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 142 which increased total open position to 206
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 420.5, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 64
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 400, which was 92.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 63
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 305, which was -99 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 67
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 404, which was -107.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 90
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 510, which was 50.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 88
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 453.2, which was -141.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 547.45, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 93
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 600, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 28
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 576.3, which was -193.6 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 22
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 769.9, which was -86.6 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 48
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 847.7, which was -216.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1068.2, which was -45.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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 31 Oct SENSEX50 was trading at 83938.71. 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 17 Oct SENSEX50 was trading at 83952.19. 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































































































































































































































