SENSEX50
Sensex 50
Historical option data for SENSEX50
09 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 85000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 694.95 | -286.6 | - | 4,811 | 212.267 | 428.267 | |||||||||
| 8 Dec | 85102.69 | 955 | -494.15 | - | 1,040 | 63.467 | 216 | |||||||||
| 5 Dec | 85712.37 | 1445.05 | 247.6 | - | 796 | -17.333 | 152.533 | |||||||||
| 4 Dec | 85265.32 | 1176.5 | 38.75 | - | 1,104 | 6.667 | 169.867 | |||||||||
| 3 Dec | 85106.81 | 1149.35 | -160.75 | - | 1,110 | 42.667 | 163.2 | |||||||||
| 2 Dec | 85138.27 | 1330.2 | -339.8 | - | 326 | -13.867 | 120.533 | |||||||||
| 1 Dec | 85641.90 | 1670 | -85.35 | - | 100 | 2.133 | 134.4 | |||||||||
| 28 Nov | 85706.67 | 1768.1 | -3.35 | - | 87 | 1.6 | 132.267 | |||||||||
| 27 Nov | 85720.38 | 1778.45 | 84.65 | - | 86 | -8 | 130.667 | |||||||||
| 26 Nov | 85609.51 | 1647.9 | 486.45 | - | 481 | -45.6 | 138.667 | |||||||||
| 25 Nov | 84587.01 | 1152.5 | -294.8 | - | 2,078 | 129.333 | 184.267 | |||||||||
| 24 Nov | 84900.71 | 1395 | -228.65 | - | 190 | 25.333 | 54.933 | |||||||||
| 21 Nov | 85231.92 | 1617 | -271.8 | - | 117 | 11.467 | 29.6 | |||||||||
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| 20 Nov | 85632.68 | 1886 | 332.35 | - | 128 | -2.4 | 18.133 | |||||||||
| 19 Nov | 85186.47 | 1544.85 | 186.55 | - | 124 | -0.8 | 20.533 | |||||||||
| 18 Nov | 84673.02 | 1350 | -169.4 | - | 101 | -0.8 | 21.333 | |||||||||
| 17 Nov | 84950.95 | 1521 | 183.75 | - | 156 | -0.267 | 22.133 | |||||||||
| 14 Nov | 84562.78 | 1398.85 | 10.9 | - | 78 | 1.6 | 22.4 | |||||||||
| 13 Nov | 84478.67 | 1387.95 | -46.05 | - | 96 | -15.733 | 20.8 | |||||||||
| 12 Nov | 84466.51 | 1412.4 | 303.65 | - | 156 | 11.733 | 36.533 | |||||||||
| 11 Nov | 83871.32 | 1161.25 | 187.7 | - | 143 | 8.267 | 24.8 | |||||||||
| 10 Nov | 83535.35 | 973.55 | 123.95 | - | 37 | 6.133 | 16.533 | |||||||||
| 7 Nov | 83216.28 | 849.6 | -25.15 | - | 51 | 10.4 | 10.4 | |||||||||
| 6 Nov | 83311.01 | 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 | |||||||||
For Sensex 50 - strike price 85000 expiring on 24DEC2025
Delta for 85000 CE is -
Historical price for 85000 CE is as follows
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 694.95, which was -286.6 lower than the previous day. The implied volatity was -, the open interest changed by 796 which increased total open position to 1606
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 955, which was -494.15 lower than the previous day. The implied volatity was -, the open interest changed by 238 which increased total open position to 810
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1445.05, which was 247.6 higher than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 572
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1176.5, which was 38.75 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 637
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1149.35, which was -160.75 lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 612
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1330.2, which was -339.8 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 452
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1670, which was -85.35 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 504
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1768.1, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 496
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1778.45, which was 84.65 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 490
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1647.9, which was 486.45 higher than the previous day. The implied volatity was -, the open interest changed by -171 which decreased total open position to 520
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1152.5, which was -294.8 lower than the previous day. The implied volatity was -, the open interest changed by 485 which increased total open position to 691
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1395, which was -228.65 lower than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 206
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1617, which was -271.8 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 111
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1886, which was 332.35 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 68
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1544.85, which was 186.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 77
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1350, which was -169.4 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 80
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1521, which was 183.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 83
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1398.85, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 84
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1387.95, which was -46.05 lower than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 78
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1412.4, which was 303.65 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 137
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1161.25, which was 187.7 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 93
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 973.55, which was 123.95 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 62
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 849.6, which was -25.15 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39
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 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
| SENSEX50 24DEC2025 85000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 638.2 | 125.65 | - | 4,203 | 107.2 | 423.2 |
| 8 Dec | 85102.69 | 529 | 225.2 | - | 3,679 | 44.267 | 316 |
| 5 Dec | 85712.37 | 301.4 | -153.4 | - | 2,792 | 16.8 | 271.733 |
| 4 Dec | 85265.32 | 467.8 | -83.75 | - | 2,173 | -4 | 254.933 |
| 3 Dec | 85106.81 | 540.15 | 17.05 | - | 2,046 | 26.933 | 258.933 |
| 2 Dec | 85138.27 | 503.1 | 74.25 | - | 1,422 | -113.867 | 232 |
| 1 Dec | 85641.90 | 420 | -3.55 | - | 1,048 | 26.933 | 345.867 |
| 28 Nov | 85706.67 | 409.75 | -58 | - | 801 | 70.133 | 318.933 |
| 27 Nov | 85720.38 | 462 | -88.4 | - | 834 | 24.8 | 248.8 |
| 26 Nov | 85609.51 | 547.35 | -316.8 | - | 1,103 | -15.2 | 224 |
| 25 Nov | 84587.01 | 855 | 16.85 | - | 2,528 | 169.6 | 239.2 |
| 24 Nov | 84900.71 | 860.55 | 67.9 | - | 405 | 0.533 | 69.6 |
| 21 Nov | 85231.92 | 780 | 139.75 | - | 555 | -15.467 | 69.067 |
| 20 Nov | 85632.68 | 634 | -202.95 | - | 404 | 40.8 | 84.533 |
| 19 Nov | 85186.47 | 833.35 | -138.65 | - | 175 | 9.333 | 43.733 |
| 18 Nov | 84673.02 | 992 | 98.1 | - | 164 | -14.933 | 34.4 |
| 17 Nov | 84950.95 | 860 | -204.65 | - | 201 | 27.2 | 49.333 |
| 14 Nov | 84562.78 | 1040 | -81.6 | - | 280 | 5.067 | 22.133 |
| 13 Nov | 84478.67 | 1102.5 | 72.1 | - | 312 | -9.6 | 17.067 |
| 12 Nov | 84466.51 | 1039.7 | -325.45 | - | 187 | 20 | 26.667 |
| 11 Nov | 83871.32 | 1322.25 | -207 | - | 37 | 5.067 | 6.667 |
| 10 Nov | 83535.35 | 1529.25 | -164.4 | - | 6 | 1.333 | 1.6 |
| 7 Nov | 83216.28 | 1693.65 | -229.8 | - | 1 | 0.267 | 0.267 |
| 6 Nov | 83311.01 | 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 |
For Sensex 50 - strike price 85000 expiring on 24DEC2025
Delta for 85000 PE is -
Historical price for 85000 PE is as follows
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 638.2, which was 125.65 higher than the previous day. The implied volatity was -, the open interest changed by 402 which increased total open position to 1587
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 529, which was 225.2 higher than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 1185
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 301.4, which was -153.4 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 1019
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 467.8, which was -83.75 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 956
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 540.15, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 971
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 503.1, which was 74.25 higher than the previous day. The implied volatity was -, the open interest changed by -427 which decreased total open position to 870
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 420, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 1297
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 409.75, which was -58 lower than the previous day. The implied volatity was -, the open interest changed by 263 which increased total open position to 1196
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 462, which was -88.4 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 933
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 547.35, which was -316.8 lower than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 840
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 855, which was 16.85 higher than the previous day. The implied volatity was -, the open interest changed by 636 which increased total open position to 897
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 860.55, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 261
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 780, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 259
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 634, which was -202.95 lower than the previous day. The implied volatity was -, the open interest changed by 153 which increased total open position to 317
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 833.35, which was -138.65 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 164
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 992, which was 98.1 higher than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 129
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 860, which was -204.65 lower than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 185
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1040, which was -81.6 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 83
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1102.5, which was 72.1 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 64
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1039.7, which was -325.45 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 100
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1322.25, which was -207 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 25
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1529.25, which was -164.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 1693.65, which was -229.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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































































































































































































































