SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 84000 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 | 1070 | -427.1 | - | 823 | 0 | 217.867 | |||||||||
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| 16 Dec | 84679.86 | 1070 | -427.1 | - | 823 | 73.333 | 217.867 | |||||||||
| 15 Dec | 85213.36 | 1500 | -103 | - | 262 | 12.267 | 144.533 | |||||||||
| 12 Dec | 85267.66 | 1600 | 296.65 | - | 74 | -3.2 | 132.267 | |||||||||
| 11 Dec | 84818.13 | 1318.7 | 220.85 | - | 1,826 | 2.667 | 135.467 | |||||||||
| 10 Dec | 84391.27 | 1077.45 | -252.05 | - | 323 | 29.067 | 132.8 | |||||||||
| 9 Dec | 84666.28 | 1359.8 | -360.2 | - | 319 | 17.333 | 103.733 | |||||||||
| 8 Dec | 85102.69 | 1720 | -540.4 | - | 75 | -3.2 | 86.4 | |||||||||
| 5 Dec | 85712.37 | 2242.5 | 290.65 | - | 66 | -11.2 | 89.6 | |||||||||
| 4 Dec | 85265.32 | 1970.1 | 104.75 | - | 147 | -7.733 | 100.8 | |||||||||
| 3 Dec | 85106.81 | 1924.4 | -125.65 | - | 93 | 3.733 | 108.533 | |||||||||
| 2 Dec | 85138.27 | 2092.65 | -344.35 | - | 127 | -10.4 | 104.8 | |||||||||
| 1 Dec | 85641.90 | 2437 | -82.25 | - | 78 | 0.8 | 115.2 | |||||||||
| 28 Nov | 85706.67 | 2519.25 | -67.55 | - | 37 | 0.8 | 114.4 | |||||||||
| 27 Nov | 85720.38 | 2589.8 | 94.75 | - | 86 | 0 | 113.6 | |||||||||
| 26 Nov | 85609.51 | 2495.05 | 660.2 | - | 40 | -4.8 | 113.6 | |||||||||
| 25 Nov | 84587.01 | 1830 | -365.85 | - | 640 | 84.533 | 118.4 | |||||||||
| 24 Nov | 84900.71 | 2081 | -220.6 | - | 61 | 7.733 | 33.867 | |||||||||
| 21 Nov | 85231.92 | 2300 | -348.45 | - | 154 | 14.933 | 26.133 | |||||||||
| 20 Nov | 85632.68 | 2648.45 | 534.75 | - | 15 | -2.4 | 11.2 | |||||||||
| 19 Nov | 85186.47 | 2113.7 | 107.8 | - | 11 | -0.533 | 13.6 | |||||||||
| 18 Nov | 84673.02 | 2002.65 | -192.95 | - | 33 | -4 | 14.133 | |||||||||
| 17 Nov | 84950.95 | 2196.2 | 210.25 | - | 9 | -1.067 | 18.133 | |||||||||
| 14 Nov | 84562.78 | 2040.5 | 68.5 | - | 43 | 4.8 | 19.2 | |||||||||
| 13 Nov | 84478.67 | 1972 | -68.9 | - | 28 | -6.667 | 14.4 | |||||||||
| 12 Nov | 84466.51 | 2040.9 | 359.6 | - | 52 | 8.8 | 21.067 | |||||||||
| 11 Nov | 83871.32 | 1681.3 | 203.85 | - | 54 | 7.2 | 12.267 | |||||||||
| 10 Nov | 83535.35 | 1477.45 | 147.4 | - | 3 | 0.267 | 5.067 | |||||||||
| 7 Nov | 83216.28 | 1330.05 | -124.95 | - | 33 | 4.533 | 4.8 | |||||||||
| 6 Nov | 83311.01 | 1455 | -205.5 | - | 1 | 0.267 | 0.267 | |||||||||
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 84000 expiring on 24DEC2025
Delta for 84000 CE is -
Historical price for 84000 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1070, which was -427.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 817
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1070, which was -427.1 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 817
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1500, which was -103 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 542
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1600, which was 296.65 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 496
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1318.7, which was 220.85 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 508
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1077.45, which was -252.05 lower than the previous day. The implied volatity was -, the open interest changed by 109 which increased total open position to 498
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1359.8, which was -360.2 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 389
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1720, which was -540.4 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 324
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 2242.5, which was 290.65 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 336
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1970.1, which was 104.75 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 378
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1924.4, which was -125.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 407
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2092.65, which was -344.35 lower than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 393
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2437, which was -82.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 432
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2519.25, which was -67.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 429
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2589.8, which was 94.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 426
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2495.05, which was 660.2 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 426
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1830, which was -365.85 lower than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 444
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 2081, which was -220.6 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 127
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 2300, which was -348.45 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 98
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 2648.45, which was 534.75 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 42
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 2113.7, which was 107.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 51
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 2002.65, which was -192.95 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 53
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 2196.2, which was 210.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 68
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 2040.5, which was 68.5 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 72
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1972, which was -68.9 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 54
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 2040.9, which was 359.6 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 79
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1681.3, which was 203.85 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 46
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1477.45, which was 147.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1330.05, which was -124.95 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 18
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1455, which was -205.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 30 Oct SENSEX50 was trading at 84404.46. 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 24 Oct SENSEX50 was trading at 84211.88. 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 Oct SENSEX50 was trading at 84363.37. 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
| SENSEX50 24DEC2025 84000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 175.55 | 58.6 | - | 16,285 | 0 | 1,335.467 |
| 16 Dec | 84679.86 | 175.55 | 58.6 | - | 16,285 | 281.867 | 1,335.467 |
| 15 Dec | 85213.36 | 119.55 | 5.7 | - | 13,903 | 595.2 | 1,053.6 |
| 12 Dec | 85267.66 | 110.65 | -99.3 | - | 6,382 | 21.333 | 458.4 |
| 11 Dec | 84818.13 | 205 | -161.4 | - | 4,841 | 142.933 | 437.067 |
| 10 Dec | 84391.27 | 377.45 | 90.15 | - | 2,281 | 38.667 | 294.133 |
| 9 Dec | 84666.28 | 283.5 | 39.25 | - | 2,235 | 52.8 | 255.467 |
| 8 Dec | 85102.69 | 251.85 | 110.7 | - | 962 | -24 | 202.667 |
| 5 Dec | 85712.37 | 130 | -91.95 | - | 822 | 5.867 | 226.667 |
| 4 Dec | 85265.32 | 228.95 | -45.25 | - | 711 | -7.2 | 220.8 |
| 3 Dec | 85106.81 | 272 | 2.7 | - | 862 | 23.467 | 228 |
| 2 Dec | 85138.27 | 251.8 | 35.55 | - | 906 | -26.933 | 204.533 |
| 1 Dec | 85641.90 | 237.95 | 9.3 | - | 416 | 43.467 | 231.467 |
| 28 Nov | 85706.67 | 219.8 | -39.3 | - | 457 | 13.067 | 188 |
| 27 Nov | 85720.38 | 258.2 | -62.45 | - | 587 | -12.267 | 174.933 |
| 26 Nov | 85609.51 | 309.8 | -218.95 | - | 513 | 22.667 | 187.2 |
| 25 Nov | 84587.01 | 531.95 | 27.45 | - | 978 | 109.333 | 164.533 |
| 24 Nov | 84900.71 | 534.8 | 35.8 | - | 99 | 4.8 | 55.2 |
| 21 Nov | 85231.92 | 489.65 | 90.75 | - | 205 | -2.933 | 50.4 |
| 20 Nov | 85632.68 | 399 | -135.45 | - | 149 | 7.2 | 53.333 |
| 19 Nov | 85186.47 | 537.8 | -98 | - | 141 | 18.133 | 46.133 |
| 18 Nov | 84673.02 | 644.55 | 72.5 | - | 109 | 0 | 28 |
| 17 Nov | 84950.95 | 578.7 | -144.9 | - | 72 | 2.667 | 28 |
| 14 Nov | 84562.78 | 692 | -43.5 | - | 94 | 6.4 | 25.333 |
| 13 Nov | 84478.67 | 737.15 | 51.1 | - | 121 | 10.133 | 18.933 |
| 12 Nov | 84466.51 | 693.75 | -279.3 | - | 119 | 1.333 | 8.8 |
| 11 Nov | 83871.32 | 973.05 | -71.45 | - | 31 | 2.4 | 7.467 |
| 10 Nov | 83535.35 | 1052 | -199.1 | - | 22 | 2.933 | 5.067 |
| 7 Nov | 83216.28 | 1234.95 | 61.3 | - | 12 | 1.6 | 2.133 |
| 6 Nov | 83311.01 | 1173.65 | -368.65 | - | 6 | 0.533 | 0.533 |
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 84000 expiring on 24DEC2025
Delta for 84000 PE is -
Historical price for 84000 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 175.55, which was 58.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5008
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 175.55, which was 58.6 higher than the previous day. The implied volatity was -, the open interest changed by 1057 which increased total open position to 5008
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 119.55, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 2232 which increased total open position to 3951
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 110.65, which was -99.3 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 1719
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 205, which was -161.4 lower than the previous day. The implied volatity was -, the open interest changed by 536 which increased total open position to 1639
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 377.45, which was 90.15 higher than the previous day. The implied volatity was -, the open interest changed by 145 which increased total open position to 1103
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 283.5, which was 39.25 higher than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 958
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 251.85, which was 110.7 higher than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 760
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 130, which was -91.95 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 850
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 228.95, which was -45.25 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 828
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 272, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 855
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 251.8, which was 35.55 higher than the previous day. The implied volatity was -, the open interest changed by -101 which decreased total open position to 767
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 237.95, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 868
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 219.8, which was -39.3 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 705
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 258.2, which was -62.45 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 656
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 309.8, which was -218.95 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 702
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 531.95, which was 27.45 higher than the previous day. The implied volatity was -, the open interest changed by 410 which increased total open position to 617
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 534.8, which was 35.8 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 207
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 489.65, which was 90.75 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 189
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 399, which was -135.45 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 200
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 537.8, which was -98 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 173
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 644.55, which was 72.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 578.7, which was -144.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 105
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 692, which was -43.5 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 95
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 737.15, which was 51.1 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 71
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 693.75, which was -279.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 33
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 973.05, which was -71.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 28
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1052, which was -199.1 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 19
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1234.95, which was 61.3 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1173.65, which was -368.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 30 Oct SENSEX50 was trading at 84404.46. 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 24 Oct SENSEX50 was trading at 84211.88. 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 Oct SENSEX50 was trading at 84363.37. 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































































































































































































































