SENSEX50
Sensex 50
Historical option data for SENSEX50
15 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 84700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85213.36 | 935.25 | -109.25 | - | 385 | 11.467 | 68.8 | |||||||||
| 12 Dec | 85267.66 | 1048 | 228.7 | - | 404 | 6.933 | 57.333 | |||||||||
| 11 Dec | 84818.13 | 793.75 | 122.9 | - | 750 | -6.933 | 50.4 | |||||||||
| 10 Dec | 84391.27 | 671.15 | -208.15 | - | 307 | 16.533 | 57.333 | |||||||||
| 9 Dec | 84666.28 | 866.1 | -527.05 | - | 247 | 19.467 | 40.8 | |||||||||
| 8 Dec | 85102.69 | 1717.65 | 316.75 | - | 0 | 0 | 21.333 | |||||||||
| 5 Dec | 85712.37 | 1717.65 | 316.75 | - | 170 | -36 | 21.333 | |||||||||
| 4 Dec | 85265.32 | 1400.9 | 72.9 | - | 25 | 3.733 | 57.333 | |||||||||
| 3 Dec | 85106.81 | 1344.9 | -215.55 | - | 35 | 2.133 | 53.6 | |||||||||
| 2 Dec | 85138.27 | 1560.45 | -389.55 | - | 27 | -6.4 | 51.467 | |||||||||
| 1 Dec | 85641.90 | 1950 | -9.4 | - | 11 | -0.8 | 57.867 | |||||||||
| 28 Nov | 85706.67 | 1959.4 | 108.9 | - | 6 | 0 | 58.667 | |||||||||
| 27 Nov | 85720.38 | 1812.15 | 439.65 | - | 0 | 0 | 58.667 | |||||||||
| 26 Nov | 85609.51 | 1812.15 | 439.65 | - | 39 | -6.933 | 58.667 | |||||||||
| 25 Nov | 84587.01 | 1346.8 | -308.1 | - | 273 | 64.267 | 65.6 | |||||||||
| 24 Nov | 84900.71 | 1654.95 | -15.2 | - | 3 | 0.8 | 1.333 | |||||||||
| 21 Nov | 85231.92 | 1806.1 | 17.3 | - | 0 | 0 | 0.533 | |||||||||
| 20 Nov | 85632.68 | 1806.1 | 17.3 | - | 1 | -0.267 | 0.533 | |||||||||
| 19 Nov | 85186.47 | 1662.6 | -453.2 | - | 0 | 0 | 0.8 | |||||||||
| 18 Nov | 84673.02 | 1662.6 | -453.2 | - | 4 | 0.8 | 0.8 | |||||||||
| 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 | |||||||||
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| 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 84700 expiring on 24DEC2025
Delta for 84700 CE is -
Historical price for 84700 CE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 935.25, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 258
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1048, which was 228.7 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 215
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 793.75, which was 122.9 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 189
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 671.15, which was -208.15 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 215
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 866.1, which was -527.05 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 153
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1717.65, which was 316.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1717.65, which was 316.75 higher than the previous day. The implied volatity was -, the open interest changed by -135 which decreased total open position to 80
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1400.9, which was 72.9 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 215
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1344.9, which was -215.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 201
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1560.45, which was -389.55 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 193
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1950, which was -9.4 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 217
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1959.4, which was 108.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 220
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1812.15, which was 439.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 220
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1812.15, which was 439.65 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 220
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1346.8, which was -308.1 lower than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 246
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1654.95, which was -15.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1806.1, which was 17.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1806.1, which was 17.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1662.6, which was -453.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1662.6, which was -453.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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 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 84700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85213.36 | 247.65 | 3.6 | - | 1,526 | 18.667 | 145.067 |
| 12 Dec | 85267.66 | 235.6 | -175.9 | - | 1,595 | 82.133 | 126.4 |
| 11 Dec | 84818.13 | 414.95 | -227.2 | - | 844 | 19.467 | 44.267 |
| 10 Dec | 84391.27 | 665 | 138.3 | - | 572 | -2.667 | 24.8 |
| 9 Dec | 84666.28 | 505.7 | 89.5 | - | 531 | -15.467 | 27.467 |
| 8 Dec | 85102.69 | 411.85 | 171.1 | - | 278 | -5.867 | 42.933 |
| 5 Dec | 85712.37 | 244.5 | -123.4 | - | 152 | -3.467 | 48.8 |
| 4 Dec | 85265.32 | 374.55 | -82.85 | - | 195 | -21.067 | 52.267 |
| 3 Dec | 85106.81 | 443 | 19 | - | 244 | -17.067 | 73.333 |
| 2 Dec | 85138.27 | 415.15 | 63.75 | - | 281 | 6.667 | 90.4 |
| 1 Dec | 85641.90 | 353.3 | 0.3 | - | 91 | -1.333 | 83.733 |
| 28 Nov | 85706.67 | 340.7 | -52.45 | - | 158 | -22.933 | 85.067 |
| 27 Nov | 85720.38 | 387.95 | -88.45 | - | 40 | -0.533 | 108 |
| 26 Nov | 85609.51 | 471.6 | -273.65 | - | 126 | 8.267 | 108.533 |
| 25 Nov | 84587.01 | 745 | 12.55 | - | 474 | 94.133 | 100.267 |
| 24 Nov | 84900.71 | 733.7 | 37.25 | - | 21 | 0 | 6.133 |
| 21 Nov | 85231.92 | 695.25 | 107.25 | - | 12 | 0.267 | 6.133 |
| 20 Nov | 85632.68 | 588 | -133.85 | - | 6 | 1.067 | 5.867 |
| 19 Nov | 85186.47 | 721.85 | -649.25 | - | 18 | 4.533 | 4.8 |
| 18 Nov | 84673.02 | 854.8 | -294 | - | 0 | 0 | 0.267 |
| 17 Nov | 84950.95 | 854.8 | -294 | - | 2 | 0.267 | 0.267 |
| 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 |
| 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 84700 expiring on 24DEC2025
Delta for 84700 PE is -
Historical price for 84700 PE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 247.65, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 544
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 235.6, which was -175.9 lower than the previous day. The implied volatity was -, the open interest changed by 308 which increased total open position to 474
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 414.95, which was -227.2 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 166
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 665, which was 138.3 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 93
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 505.7, which was 89.5 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 103
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 411.85, which was 171.1 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 161
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 244.5, which was -123.4 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 183
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 374.55, which was -82.85 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 196
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 443, which was 19 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 275
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 415.15, which was 63.75 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 339
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 353.3, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 314
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 340.7, which was -52.45 lower than the previous day. The implied volatity was -, the open interest changed by -86 which decreased total open position to 319
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 387.95, which was -88.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 405
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 471.6, which was -273.65 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 407
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 745, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 353 which increased total open position to 376
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 733.7, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 695.25, which was 107.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 588, which was -133.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 22
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 721.85, which was -649.25 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 18
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 854.8, which was -294 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 854.8, which was -294 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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































































































































































































































