SENSEX50
Sensex 50
Historical option data for SENSEX50
12 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 84800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 85267.66 | 976.9 | 230.2 | - | 563 | 14.133 | 58.133 | |||||||||
| 11 Dec | 84818.13 | 743.3 | 117.3 | - | 1,200 | -6.133 | 44 | |||||||||
| 10 Dec | 84391.27 | 604.35 | -200.55 | - | 739 | 7.2 | 50.133 | |||||||||
| 9 Dec | 84666.28 | 809.05 | -291.45 | - | 343 | 8.8 | 42.933 | |||||||||
| 8 Dec | 85102.69 | 1020.45 | -552.95 | - | 6 | 0.533 | 34.133 | |||||||||
| 5 Dec | 85712.37 | 1565.85 | 237.8 | - | 123 | -18.133 | 33.6 | |||||||||
| 4 Dec | 85265.32 | 1328.05 | 65.8 | - | 27 | -0.267 | 51.733 | |||||||||
| 3 Dec | 85106.81 | 1280.5 | -199.35 | - | 205 | 30.133 | 52 | |||||||||
| 2 Dec | 85138.27 | 1479.85 | -459.1 | - | 41 | 3.733 | 21.867 | |||||||||
| 1 Dec | 85641.90 | 1938.95 | 29.95 | - | 6 | 0.267 | 18.133 | |||||||||
| 28 Nov | 85706.67 | 1909 | 127.6 | - | 3 | 0 | 17.867 | |||||||||
| 27 Nov | 85720.38 | 1649.3 | 293.8 | - | 0 | 0 | 17.867 | |||||||||
| 26 Nov | 85609.51 | 1649.3 | 293.8 | - | 7 | -0.533 | 17.867 | |||||||||
| 25 Nov | 84587.01 | 1355.5 | -294.6 | - | 91 | 16.533 | 18.4 | |||||||||
| 24 Nov | 84900.71 | 1650.1 | 41.85 | - | 6 | 1.333 | 1.867 | |||||||||
| 21 Nov | 85231.92 | 1613.2 | 122.55 | - | 0 | 0 | 0.533 | |||||||||
| 20 Nov | 85632.68 | 1613.2 | 122.55 | - | 0 | 0 | 0.533 | |||||||||
| 19 Nov | 85186.47 | 1613.2 | 122.55 | - | 0 | 0 | 0.533 | |||||||||
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| 18 Nov | 84673.02 | 1613.2 | 122.55 | - | 0 | 0 | 0.533 | |||||||||
| 17 Nov | 84950.95 | 1613.2 | 122.55 | - | 4 | 0.533 | 0.533 | |||||||||
| 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 | |||||||||
| 23 Oct | 84556.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 84800 expiring on 24DEC2025
Delta for 84800 CE is -
Historical price for 84800 CE is as follows
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 976.9, which was 230.2 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 218
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 743.3, which was 117.3 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 165
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 604.35, which was -200.55 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 188
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 809.05, which was -291.45 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 161
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1020.45, which was -552.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 128
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1565.85, which was 237.8 higher than the previous day. The implied volatity was -, the open interest changed by -68 which decreased total open position to 126
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1328.05, which was 65.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 194
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1280.5, which was -199.35 lower than the previous day. The implied volatity was -, the open interest changed by 113 which increased total open position to 195
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1479.85, which was -459.1 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 82
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1938.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1909, which was 127.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1649.3, which was 293.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1649.3, which was 293.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1355.5, which was -294.6 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 69
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1650.1, which was 41.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1613.2, which was 122.55 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 1613.2, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1613.2, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1613.2, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1613.2, which was 122.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 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 84800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 85267.66 | 262.55 | -187.5 | - | 2,369 | 97.867 | 151.733 |
| 11 Dec | 84818.13 | 420.15 | -265.7 | - | 990 | 16.533 | 53.867 |
| 10 Dec | 84391.27 | 700 | 139 | - | 834 | 3.2 | 37.333 |
| 9 Dec | 84666.28 | 546.65 | 98.5 | - | 2,745 | -16.8 | 34.133 |
| 8 Dec | 85102.69 | 444.85 | 179.9 | - | 502 | -5.6 | 50.933 |
| 5 Dec | 85712.37 | 254.7 | -137.35 | - | 155 | -3.733 | 56.533 |
| 4 Dec | 85265.32 | 399.55 | -86.45 | - | 227 | -22.4 | 60.267 |
| 3 Dec | 85106.81 | 496.25 | 37.6 | - | 353 | -0.533 | 82.667 |
| 2 Dec | 85138.27 | 446.5 | 72.5 | - | 302 | 13.067 | 83.2 |
| 1 Dec | 85641.90 | 374 | -1.2 | - | 65 | -3.2 | 70.133 |
| 28 Nov | 85706.67 | 367.05 | -49.55 | - | 206 | -27.733 | 73.333 |
| 27 Nov | 85720.38 | 405.9 | -97.45 | - | 66 | 5.867 | 101.067 |
| 26 Nov | 85609.51 | 498.95 | -288.85 | - | 126 | 22.667 | 95.2 |
| 25 Nov | 84587.01 | 775.3 | 11.15 | - | 273 | 63.733 | 72.533 |
| 24 Nov | 84900.71 | 768.65 | 47 | - | 17 | 0 | 8.8 |
| 21 Nov | 85231.92 | 745.25 | 157.4 | - | 14 | -1.067 | 8.8 |
| 20 Nov | 85632.68 | 587.85 | -172.15 | - | 21 | 4.8 | 9.867 |
| 19 Nov | 85186.47 | 760 | -657.75 | - | 23 | 4.533 | 5.067 |
| 18 Nov | 84673.02 | 871 | -324.2 | - | 0 | 0 | 0.533 |
| 17 Nov | 84950.95 | 871 | -324.2 | - | 2 | 0.533 | 0.533 |
| 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 |
| 23 Oct | 84556.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 84800 expiring on 24DEC2025
Delta for 84800 PE is -
Historical price for 84800 PE is as follows
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 262.55, which was -187.5 lower than the previous day. The implied volatity was -, the open interest changed by 367 which increased total open position to 569
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 420.15, which was -265.7 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 202
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 700, which was 139 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 140
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 546.65, which was 98.5 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 128
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 444.85, which was 179.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 191
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 254.7, which was -137.35 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 212
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 399.55, which was -86.45 lower than the previous day. The implied volatity was -, the open interest changed by -84 which decreased total open position to 226
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 496.25, which was 37.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 310
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 446.5, which was 72.5 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 312
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 374, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 263
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 367.05, which was -49.55 lower than the previous day. The implied volatity was -, the open interest changed by -104 which decreased total open position to 275
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 405.9, which was -97.45 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 379
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 498.95, which was -288.85 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 357
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 775.3, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 239 which increased total open position to 272
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 768.65, which was 47 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 745.25, which was 157.4 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 33
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 587.85, which was -172.15 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 37
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 760, which was -657.75 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 19
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 871, which was -324.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 871, which was -324.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 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































































































































































































































