SENSEX50
Sensex 50
Historical option data for SENSEX50
15 Dec 2025 09:06 AM IST
| SENSEX50 24-DEC-2025 84300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85071.23 | 1347 | 257.9 | - | 23 | 0 | 39.733 | |||||||||
| 12 Dec | 85267.66 | 1347 | 257.9 | - | 23 | -1.6 | 39.733 | |||||||||
| 11 Dec | 84818.13 | 1039.45 | 157.5 | - | 510 | -70.667 | 41.333 | |||||||||
| 10 Dec | 84391.27 | 881.95 | -300.8 | - | 70 | -5.6 | 112 | |||||||||
| 9 Dec | 84666.28 | 1182.75 | -455 | - | 4 | 1.067 | 117.6 | |||||||||
| 8 Dec | 85102.69 | 1900.2 | 252.3 | - | 0 | 0 | 116.533 | |||||||||
|
|
||||||||||||||||
| 5 Dec | 85712.37 | 1900.2 | 252.3 | - | 16 | -4 | 116.533 | |||||||||
| 4 Dec | 85265.32 | 1647.9 | 111.95 | - | 46 | -11.733 | 120.533 | |||||||||
| 3 Dec | 85106.81 | 1795.05 | -638.05 | - | 0 | 0 | 132.267 | |||||||||
| 2 Dec | 85138.27 | 1795.05 | -638.05 | - | 91 | -24 | 132.267 | |||||||||
| 1 Dec | 85641.90 | 2433.1 | 78.35 | - | 48 | -6.667 | 156.267 | |||||||||
| 28 Nov | 85706.67 | 2354.75 | -124.6 | - | 70 | -13.867 | 162.933 | |||||||||
| 27 Nov | 85720.38 | 2479.35 | 472.9 | - | 3 | -0.267 | 176.8 | |||||||||
| 26 Nov | 85609.51 | 2006.45 | 424.35 | - | 3 | -0.8 | 177.067 | |||||||||
| 25 Nov | 84587.01 | 1582.1 | -419.25 | - | 1,149 | 170.133 | 177.867 | |||||||||
| 24 Nov | 84900.71 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 21 Nov | 85231.92 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 20 Nov | 85632.68 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 19 Nov | 85186.47 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 18 Nov | 84673.02 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 17 Nov | 84950.95 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 14 Nov | 84562.78 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 13 Nov | 84478.67 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 12 Nov | 84466.51 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 11 Nov | 83871.32 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 10 Nov | 83535.35 | 1137.6 | -21.45 | - | 0 | 0 | 7.733 | |||||||||
| 7 Nov | 83216.28 | 1137.6 | -21.45 | - | 91 | 7.733 | 7.733 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 84556.40 | 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 84300 expiring on 24DEC2025
Delta for 84300 CE is -
Historical price for 84300 CE is as follows
On 15 Dec SENSEX50 was trading at 85071.23. The strike last trading price was 1347, which was 257.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1347, which was 257.9 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 149
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1039.45, which was 157.5 higher than the previous day. The implied volatity was -, the open interest changed by -265 which decreased total open position to 155
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 881.95, which was -300.8 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 420
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1182.75, which was -455 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 441
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1900.2, which was 252.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 437
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1900.2, which was 252.3 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 437
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1647.9, which was 111.95 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 452
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1795.05, which was -638.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 496
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1795.05, which was -638.05 lower than the previous day. The implied volatity was -, the open interest changed by -90 which decreased total open position to 496
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2433.1, which was 78.35 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 586
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2354.75, which was -124.6 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 611
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2479.35, which was 472.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 663
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2006.45, which was 424.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 664
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1582.1, which was -419.25 lower than the previous day. The implied volatity was -, the open interest changed by 638 which increased total open position to 667
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1137.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29
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 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 28 Oct SENSEX50 was trading at 84628.16. 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 27 Oct SENSEX50 was trading at 84778.84. 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 23 Oct SENSEX50 was trading at 84556.40. 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 84300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85071.23 | 156.1 | -127.55 | - | 758 | 0 | 91.467 |
| 12 Dec | 85267.66 | 156.1 | -127.55 | - | 758 | 10.4 | 91.467 |
| 11 Dec | 84818.13 | 286 | -186.35 | - | 1,722 | 39.733 | 81.067 |
| 10 Dec | 84391.27 | 486.6 | 115.7 | - | 424 | 0.267 | 41.333 |
| 9 Dec | 84666.28 | 362.8 | 54.7 | - | 352 | -6.133 | 41.067 |
| 8 Dec | 85102.69 | 315.55 | 142.15 | - | 200 | 21.867 | 47.2 |
| 5 Dec | 85712.37 | 169.6 | -104.6 | - | 282 | -45.067 | 25.333 |
| 4 Dec | 85265.32 | 279.65 | -63.05 | - | 166 | -15.467 | 70.4 |
| 3 Dec | 85106.81 | 336.3 | 1.9 | - | 404 | 9.333 | 85.867 |
| 2 Dec | 85138.27 | 320.55 | 49.9 | - | 103 | -5.6 | 76.533 |
| 1 Dec | 85641.90 | 265.75 | -5.6 | - | 103 | 1.067 | 82.133 |
| 28 Nov | 85706.67 | 262.75 | -64.4 | - | 98 | -6.933 | 81.067 |
| 27 Nov | 85720.38 | 305.25 | -78.25 | - | 136 | -20.533 | 88 |
| 26 Nov | 85609.51 | 388.4 | -226 | - | 68 | -2.667 | 108.533 |
| 25 Nov | 84587.01 | 620.3 | 16.3 | - | 549 | 102.133 | 111.2 |
| 24 Nov | 84900.71 | 624.85 | 44.95 | - | 18 | 0.533 | 9.067 |
| 21 Nov | 85231.92 | 577.3 | 88.45 | - | 15 | 0.533 | 8.533 |
| 20 Nov | 85632.68 | 488.85 | -112.2 | - | 19 | 0.533 | 8 |
| 19 Nov | 85186.47 | 601.05 | -593.4 | - | 31 | 7.467 | 7.467 |
| 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 |
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 84556.40 | 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 84300 expiring on 24DEC2025
Delta for 84300 PE is -
Historical price for 84300 PE is as follows
On 15 Dec SENSEX50 was trading at 85071.23. The strike last trading price was 156.1, which was -127.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 343
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 156.1, which was -127.55 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 343
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 286, which was -186.35 lower than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 304
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 486.6, which was 115.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 155
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 362.8, which was 54.7 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 154
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 315.55, which was 142.15 higher than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 177
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 169.6, which was -104.6 lower than the previous day. The implied volatity was -, the open interest changed by -169 which decreased total open position to 95
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 279.65, which was -63.05 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 264
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 336.3, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 322
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 320.55, which was 49.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 287
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 265.75, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 308
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 262.75, which was -64.4 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 304
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 305.25, which was -78.25 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 330
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 388.4, which was -226 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 407
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 620.3, which was 16.3 higher than the previous day. The implied volatity was -, the open interest changed by 383 which increased total open position to 417
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 624.85, which was 44.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 34
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 577.3, which was 88.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 488.85, which was -112.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 30
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 601.05, which was -593.4 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28
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 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 28 Oct SENSEX50 was trading at 84628.16. 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 27 Oct SENSEX50 was trading at 84778.84. 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 23 Oct SENSEX50 was trading at 84556.40. 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































































































































































































































