SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 84500 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 | 709.8 | -382.9 | - | 6,605 | 0 | 868.8 | |||||||||
| 16 Dec | 84679.86 | 709.8 | -382.9 | - | 6,605 | 543.2 | 868.8 | |||||||||
| 15 Dec | 85213.36 | 1095 | -101.4 | - | 1,931 | 63.733 | 325.6 | |||||||||
| 12 Dec | 85267.66 | 1191.75 | 252.4 | - | 597 | -15.733 | 261.867 | |||||||||
| 11 Dec | 84818.13 | 932.95 | 150.05 | - | 3,067 | 121.333 | 277.6 | |||||||||
| 10 Dec | 84391.27 | 757.8 | -227.15 | - | 1,383 | 59.467 | 156.267 | |||||||||
| 9 Dec | 84666.28 | 994.2 | -344.15 | - | 1,214 | 46.133 | 96.8 | |||||||||
| 8 Dec | 85102.69 | 1311.7 | -526.3 | - | 88 | 2.4 | 50.667 | |||||||||
| 5 Dec | 85712.37 | 1835.4 | 271.75 | - | 137 | -30.133 | 48.267 | |||||||||
| 4 Dec | 85265.32 | 1557.05 | 69 | - | 308 | -28 | 78.4 | |||||||||
| 3 Dec | 85106.81 | 1489.65 | -155 | - | 92 | 3.2 | 106.4 | |||||||||
| 2 Dec | 85138.27 | 1644.65 | -387.85 | - | 24 | -1.333 | 103.2 | |||||||||
| 1 Dec | 85641.90 | 2032.5 | -142.5 | - | 8 | 0.533 | 104.533 | |||||||||
| 28 Nov | 85706.67 | 2175 | 76.8 | - | 65 | -0.267 | 104 | |||||||||
| 27 Nov | 85720.38 | 2098.2 | 30.15 | - | 13 | -0.267 | 104.267 | |||||||||
| 26 Nov | 85609.51 | 2068.05 | 565.4 | - | 174 | -2.4 | 104.533 | |||||||||
| 25 Nov | 84587.01 | 1516.9 | -367.15 | - | 554 | 95.733 | 106.933 | |||||||||
| 24 Nov | 84900.71 | 1955.35 | -144.65 | - | 0 | 0 | 11.2 | |||||||||
| 21 Nov | 85231.92 | 1955.35 | -144.65 | - | 48 | 5.333 | 11.2 | |||||||||
| 20 Nov | 85632.68 | 2100 | 200 | - | 16 | -1.867 | 5.867 | |||||||||
| 19 Nov | 85186.47 | 1900 | 244.65 | - | 71 | -10.133 | 7.733 | |||||||||
| 18 Nov | 84673.02 | 1647 | -195.8 | - | 6 | -0.533 | 17.867 | |||||||||
| 17 Nov | 84950.95 | 1871.2 | 192.15 | - | 37 | -2.933 | 18.4 | |||||||||
| 14 Nov | 84562.78 | 1717.4 | 67.4 | - | 65 | 8 | 21.333 | |||||||||
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| 13 Nov | 84478.67 | 1650 | -72.25 | - | 11 | -0.8 | 13.333 | |||||||||
| 12 Nov | 84466.51 | 1720.8 | 323.45 | - | 58 | -7.2 | 14.133 | |||||||||
| 11 Nov | 83871.32 | 1416.95 | 221.25 | - | 55 | 8.8 | 21.333 | |||||||||
| 10 Nov | 83535.35 | 1195.7 | 144.9 | - | 26 | 6.4 | 12.533 | |||||||||
| 7 Nov | 83216.28 | 1050.8 | -67.95 | - | 23 | 2.4 | 6.133 | |||||||||
| 6 Nov | 83311.01 | 1118.75 | -304.85 | - | 14 | 3.733 | 3.733 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 84997.13 | 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 | |||||||||
For Sensex 50 - strike price 84500 expiring on 24DEC2025
Delta for 84500 CE is -
Historical price for 84500 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 709.8, which was -382.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3258
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 709.8, which was -382.9 lower than the previous day. The implied volatity was -, the open interest changed by 2037 which increased total open position to 3258
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1095, which was -101.4 lower than the previous day. The implied volatity was -, the open interest changed by 239 which increased total open position to 1221
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1191.75, which was 252.4 higher than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 982
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 932.95, which was 150.05 higher than the previous day. The implied volatity was -, the open interest changed by 455 which increased total open position to 1041
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 757.8, which was -227.15 lower than the previous day. The implied volatity was -, the open interest changed by 223 which increased total open position to 586
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 994.2, which was -344.15 lower than the previous day. The implied volatity was -, the open interest changed by 173 which increased total open position to 363
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1311.7, which was -526.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 190
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1835.4, which was 271.75 higher than the previous day. The implied volatity was -, the open interest changed by -113 which decreased total open position to 181
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1557.05, which was 69 higher than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 294
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1489.65, which was -155 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 399
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1644.65, which was -387.85 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 387
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2032.5, which was -142.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 392
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2175, which was 76.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 390
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2098.2, which was 30.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 391
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2068.05, which was 565.4 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 392
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1516.9, which was -367.15 lower than the previous day. The implied volatity was -, the open interest changed by 359 which increased total open position to 401
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1955.35, which was -144.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1955.35, which was -144.65 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 42
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 2100, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 22
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1900, which was 244.65 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 29
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1647, which was -195.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1871.2, which was 192.15 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 69
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1717.4, which was 67.4 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 80
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1650, which was -72.25 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 50
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1720.8, which was 323.45 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 53
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1416.95, which was 221.25 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 80
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1195.7, which was 144.9 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 47
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1050.8, which was -67.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 23
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 1118.75, which was -304.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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 29 Oct SENSEX50 was trading at 84997.13. 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
| SENSEX50 24DEC2025 84500 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 | 312.1 | 110.85 | - | 15,891 | 0 | 1,095.2 |
| 16 Dec | 84679.86 | 312.1 | 110.85 | - | 15,891 | 370.133 | 1,095.2 |
| 15 Dec | 85213.36 | 201.6 | 3.05 | - | 10,092 | 312.267 | 725.067 |
| 12 Dec | 85267.66 | 192.95 | -148.2 | - | 4,978 | 173.067 | 412.8 |
| 11 Dec | 84818.13 | 340.55 | -208.8 | - | 4,299 | 90.133 | 239.733 |
| 10 Dec | 84391.27 | 571.65 | 130.65 | - | 2,608 | -2.4 | 149.6 |
| 9 Dec | 84666.28 | 435.2 | 82.15 | - | 1,646 | 16 | 152 |
| 8 Dec | 85102.69 | 365.2 | 159.9 | - | 1,030 | 25.867 | 136 |
| 5 Dec | 85712.37 | 204.65 | -112.4 | - | 833 | -5.6 | 110.133 |
| 4 Dec | 85265.32 | 325.05 | -68.85 | - | 810 | -36.267 | 115.733 |
| 3 Dec | 85106.81 | 385.1 | 5.5 | - | 836 | -0.267 | 152 |
| 2 Dec | 85138.27 | 363.85 | 50.35 | - | 680 | -90.4 | 152.267 |
| 1 Dec | 85641.90 | 298.2 | -10.05 | - | 515 | 28.533 | 242.667 |
| 28 Nov | 85706.67 | 300.7 | -49.6 | - | 190 | 2.933 | 214.133 |
| 27 Nov | 85720.38 | 336.1 | -86.55 | - | 164 | -1.867 | 211.2 |
| 26 Nov | 85609.51 | 419.25 | -260.55 | - | 429 | 6.133 | 213.067 |
| 25 Nov | 84587.01 | 671 | 10.05 | - | 1,068 | 168 | 206.933 |
| 24 Nov | 84900.71 | 682.9 | 52.75 | - | 126 | 5.6 | 38.933 |
| 21 Nov | 85231.92 | 630 | 127.1 | - | 148 | 4.8 | 33.333 |
| 20 Nov | 85632.68 | 500 | -166.9 | - | 78 | 12.8 | 28.533 |
| 19 Nov | 85186.47 | 666.9 | -128.5 | - | 63 | 9.6 | 15.733 |
| 18 Nov | 84673.02 | 795.25 | 71.15 | - | 76 | -3.733 | 6.133 |
| 17 Nov | 84950.95 | 705.75 | -166.4 | - | 66 | 2.667 | 9.867 |
| 14 Nov | 84562.78 | 854 | -52.7 | - | 90 | -0.533 | 7.2 |
| 13 Nov | 84478.67 | 903.75 | 65.7 | - | 128 | -7.467 | 7.733 |
| 12 Nov | 84466.51 | 852.85 | -270.2 | - | 193 | 3.2 | 15.2 |
| 11 Nov | 83871.32 | 1095.6 | -177.4 | - | 63 | 9.333 | 12 |
| 10 Nov | 83535.35 | 1273 | -205 | - | 9 | 0.267 | 2.667 |
| 7 Nov | 83216.28 | 1477.45 | -147.1 | - | 9 | 2.4 | 2.4 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 84997.13 | 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 |
For Sensex 50 - strike price 84500 expiring on 24DEC2025
Delta for 84500 PE is -
Historical price for 84500 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 312.1, which was 110.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4107
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 312.1, which was 110.85 higher than the previous day. The implied volatity was -, the open interest changed by 1388 which increased total open position to 4107
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 201.6, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 1171 which increased total open position to 2719
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 192.95, which was -148.2 lower than the previous day. The implied volatity was -, the open interest changed by 649 which increased total open position to 1548
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 340.55, which was -208.8 lower than the previous day. The implied volatity was -, the open interest changed by 338 which increased total open position to 899
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 571.65, which was 130.65 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 561
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 435.2, which was 82.15 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 570
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 365.2, which was 159.9 higher than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 510
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 204.65, which was -112.4 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 413
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 325.05, which was -68.85 lower than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 434
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 385.1, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 570
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 363.85, which was 50.35 higher than the previous day. The implied volatity was -, the open interest changed by -339 which decreased total open position to 571
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 298.2, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 910
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 300.7, which was -49.6 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 803
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 336.1, which was -86.55 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 792
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 419.25, which was -260.55 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 799
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 671, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 776
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 682.9, which was 52.75 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 146
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 630, which was 127.1 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 125
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 500, which was -166.9 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 107
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 666.9, which was -128.5 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 59
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 795.25, which was 71.15 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 23
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 705.75, which was -166.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 37
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 854, which was -52.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 27
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 903.75, which was 65.7 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 29
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 852.85, which was -270.2 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 57
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1095.6, which was -177.4 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 45
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1273, which was -205 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1477.45, which was -147.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
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 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 29 Oct SENSEX50 was trading at 84997.13. 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































































































































































































































