[--[65.84.65.76]--]

SENSEX50

Sensex 50
27165.46 -17.32 (-0.06%)
L: 27042.54 H: 27188.49

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Historical option data for SENSEX50

15 Dec 2025 04:11 PM IST
SENSEX50 24-DEC-2025 84700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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