SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:01 PM IST
| SENSEX50 24-DEC-2025 83700 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 | 1015.8 | -138.95 | - | 585 | 88.267 | 110.933 | |||||||||
| 17 Dec | 84559.65 | 1171.45 | -129.1 | - | 74 | -1.333 | 22.667 | |||||||||
| 16 Dec | 84679.86 | 1300.55 | -472.6 | - | 49 | -7.2 | 24 | |||||||||
| 15 Dec | 85213.36 | 1773.15 | -66.85 | - | 24 | -5.6 | 31.2 | |||||||||
| 12 Dec | 85267.66 | 1840 | 338.2 | - | 8 | -0.8 | 36.8 | |||||||||
| 11 Dec | 84818.13 | 1501.8 | 264.95 | - | 57 | -11.2 | 37.6 | |||||||||
| 10 Dec | 84391.27 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 9 Dec | 84666.28 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 8 Dec | 85102.69 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 5 Dec | 85712.37 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 4 Dec | 85265.32 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 3 Dec | 85106.81 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 2 Dec | 85138.27 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 1 Dec | 85641.90 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
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| 28 Nov | 85706.67 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 27 Nov | 85720.38 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 26 Nov | 85609.51 | 3023.2 | 644.65 | - | 0 | 0 | 48.8 | |||||||||
| 25 Nov | 84587.01 | 3023.2 | 644.65 | - | 183 | 48.8 | 48.8 | |||||||||
| 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 | |||||||||
| 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 83700 expiring on 24DEC2025
Delta for 83700 CE is -
Historical price for 83700 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1015.8, which was -138.95 lower than the previous day. The implied volatity was -, the open interest changed by 331 which increased total open position to 416
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1171.45, which was -129.1 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 85
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1300.55, which was -472.6 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 90
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1773.15, which was -66.85 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 117
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1840, which was 338.2 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 138
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1501.8, which was 264.95 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 141
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 183
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 3023.2, which was 644.65 higher than the previous day. The implied volatity was -, the open interest changed by 183 which increased total open position to 183
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 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 83700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 108 | 3 | - | 18,376 | 376 | 548.8 |
| 17 Dec | 84559.65 | 98.6 | -15.85 | - | 6,875 | 89.867 | 172.8 |
| 16 Dec | 84679.86 | 121 | 36.6 | - | 1,225 | 24.8 | 82.933 |
| 15 Dec | 85213.36 | 84.2 | 1.7 | - | 518 | 29.6 | 58.133 |
| 12 Dec | 85267.66 | 80 | -70.7 | - | 441 | -9.867 | 28.533 |
| 11 Dec | 84818.13 | 146.9 | -134.8 | - | 782 | 21.867 | 38.4 |
| 10 Dec | 84391.27 | 294 | 73.75 | - | 185 | -3.2 | 16.533 |
| 9 Dec | 84666.28 | 214.8 | 22.9 | - | 21 | 1.067 | 19.733 |
| 8 Dec | 85102.69 | 196.5 | 88.2 | - | 63 | 2.933 | 18.667 |
| 5 Dec | 85712.37 | 108.7 | -63.6 | - | 52 | 1.867 | 15.733 |
| 4 Dec | 85265.32 | 175.8 | -69.4 | - | 46 | -7.467 | 13.867 |
| 3 Dec | 85106.81 | 245.2 | 31.65 | - | 19 | 0.267 | 21.333 |
| 2 Dec | 85138.27 | 206.3 | 22.8 | - | 19 | 0.8 | 21.067 |
| 1 Dec | 85641.90 | 183.5 | -5.85 | - | 32 | 0 | 20.267 |
| 28 Nov | 85706.67 | 187.65 | -22.35 | - | 10 | 0 | 20.267 |
| 27 Nov | 85720.38 | 210 | -65.5 | - | 71 | -1.333 | 20.267 |
| 26 Nov | 85609.51 | 274.75 | -182.1 | - | 25 | 0.267 | 21.6 |
| 25 Nov | 84587.01 | 452.75 | 14 | - | 98 | 18.133 | 21.333 |
| 24 Nov | 84900.71 | 455.4 | 19.5 | - | 12 | -0.267 | 3.2 |
| 21 Nov | 85231.92 | 435.9 | 98.8 | - | 14 | -2.133 | 3.467 |
| 20 Nov | 85632.68 | 337.1 | -113.6 | - | 17 | 0.8 | 5.6 |
| 19 Nov | 85186.47 | 450.7 | -508 | - | 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 83700 expiring on 24DEC2025
Delta for 83700 PE is -
Historical price for 83700 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 108, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 2058
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 98.6, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by 337 which increased total open position to 648
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 121, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 311
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 84.2, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 111 which increased total open position to 218
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 80, which was -70.7 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 107
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 146.9, which was -134.8 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 144
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 294, which was 73.75 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 62
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 214.8, which was 22.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 74
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 196.5, which was 88.2 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 70
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 108.7, which was -63.6 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 59
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 175.8, which was -69.4 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 52
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 245.2, which was 31.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 80
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 206.3, which was 22.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 79
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 183.5, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 187.65, which was -22.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 210, which was -65.5 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 76
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 274.75, which was -182.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 81
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 452.75, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 80
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 455.4, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 12
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 435.9, which was 98.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 13
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 337.1, which was -113.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 21
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 450.7, which was -508 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































































































































































































































