SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 83600 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 | 1410.75 | -297.5 | - | 23 | 0 | 13.6 | |||||||||
| 16 Dec | 84679.86 | 1410.75 | -297.5 | - | 23 | -0.8 | 13.6 | |||||||||
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| 15 Dec | 85213.36 | 1708.25 | -198.2 | - | 2 | 0 | 14.4 | |||||||||
| 12 Dec | 85267.66 | 1563.85 | 258.1 | - | 0 | 0 | 14.4 | |||||||||
| 11 Dec | 84818.13 | 1563.85 | 258.1 | - | 15 | -2.4 | 14.4 | |||||||||
| 10 Dec | 84391.27 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 9 Dec | 84666.28 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 8 Dec | 85102.69 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 5 Dec | 85712.37 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 4 Dec | 85265.32 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 3 Dec | 85106.81 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 2 Dec | 85138.27 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 1 Dec | 85641.90 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 28 Nov | 85706.67 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 27 Nov | 85720.38 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 26 Nov | 85609.51 | 2205 | -240 | - | 0 | 0 | 16.8 | |||||||||
| 25 Nov | 84587.01 | 2205 | -240 | - | 62 | 14.133 | 16.8 | |||||||||
| 24 Nov | 84900.71 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 21 Nov | 85231.92 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 20 Nov | 85632.68 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 19 Nov | 85186.47 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 18 Nov | 84673.02 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 17 Nov | 84950.95 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 14 Nov | 84562.78 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 13 Nov | 84478.67 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 12 Nov | 84466.51 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 11 Nov | 83871.32 | 1775.55 | 347.25 | - | 0 | 0 | 2.667 | |||||||||
| 10 Nov | 83535.35 | 1775.55 | 347.25 | - | 10 | 0 | 2.667 | |||||||||
| 7 Nov | 83216.28 | 1620.45 | -247.2 | - | 0 | 0 | 2.667 | |||||||||
| 6 Nov | 83311.01 | 1620.45 | -247.2 | - | 10 | 2.667 | 2.667 | |||||||||
| 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 83600 expiring on 24DEC2025
Delta for 83600 CE is -
Historical price for 83600 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1410.75, which was -297.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1410.75, which was -297.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 51
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1708.25, which was -198.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1563.85, which was 258.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1563.85, which was 258.1 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 54
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 2205, which was -240 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 63
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1775.55, which was 347.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1620.45, which was -247.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1620.45, which was -247.2 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 83600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 103.15 | 30.35 | - | 946 | 0 | 82.667 |
| 16 Dec | 84679.86 | 103.15 | 30.35 | - | 946 | 12 | 82.667 |
| 15 Dec | 85213.36 | 74.05 | 0 | - | 789 | 35.467 | 70.667 |
| 12 Dec | 85267.66 | 70.35 | -67.35 | - | 490 | 8 | 35.2 |
| 11 Dec | 84818.13 | 134.8 | -117.75 | - | 550 | 9.867 | 27.2 |
| 10 Dec | 84391.27 | 254.55 | 52.6 | - | 73 | -0.533 | 17.333 |
| 9 Dec | 84666.28 | 196 | 21.55 | - | 28 | 2.667 | 17.867 |
| 8 Dec | 85102.69 | 183.65 | 84.25 | - | 40 | -2.667 | 15.2 |
| 5 Dec | 85712.37 | 100.7 | -60.3 | - | 52 | 2.4 | 17.867 |
| 4 Dec | 85265.32 | 163.2 | -34.1 | - | 42 | -5.6 | 15.467 |
| 3 Dec | 85106.81 | 195.15 | -0.65 | - | 36 | 1.867 | 21.067 |
| 2 Dec | 85138.27 | 191.9 | 25.25 | - | 44 | 2.933 | 19.2 |
| 1 Dec | 85641.90 | 166.15 | -13.35 | - | 42 | 0 | 16.267 |
| 28 Nov | 85706.67 | 179.35 | -59.15 | - | 6 | 0 | 16.267 |
| 27 Nov | 85720.38 | 238.5 | -19.95 | - | 69 | -2.933 | 16.267 |
| 26 Nov | 85609.51 | 249.65 | -48.95 | - | 14 | 0.267 | 19.2 |
| 25 Nov | 84587.01 | 298.6 | -117.7 | - | 72 | 15.733 | 18.933 |
| 24 Nov | 84900.71 | 430 | 13.25 | - | 12 | 0.267 | 3.2 |
| 21 Nov | 85231.92 | 416.75 | 92.5 | - | 14 | -1.867 | 2.933 |
| 20 Nov | 85632.68 | 324.25 | -107.5 | - | 14 | 0 | 4.8 |
| 19 Nov | 85186.47 | 431.75 | -491.05 | - | 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 |
| 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 83600 expiring on 24DEC2025
Delta for 83600 PE is -
Historical price for 83600 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 103.15, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 310
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 103.15, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 310
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 74.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 265
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 70.35, which was -67.35 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 132
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 134.8, which was -117.75 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 102
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 254.55, which was 52.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 65
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 196, which was 21.55 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 67
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 183.65, which was 84.25 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 57
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 100.7, which was -60.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 67
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 163.2, which was -34.1 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 58
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 195.15, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 79
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 191.9, which was 25.25 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 72
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 166.15, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 179.35, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 238.5, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 61
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 249.65, which was -48.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 72
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 298.6, which was -117.7 lower than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 71
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 430, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 416.75, which was 92.5 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 11
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 324.25, which was -107.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 431.75, which was -491.05 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 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































































































































































































































