SENSEX50
Sensex 50
Historical option data for SENSEX50
08 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 85200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Dec | 85102.69 | 836.3 | -455.25 | - | 151 | 18.4 | 48.533 | |||||||||
| 5 Dec | 85712.37 | 1319.2 | 252.25 | - | 234 | -27.733 | 30.133 | |||||||||
| 4 Dec | 85265.32 | 1050 | 26.7 | - | 277 | -3.2 | 57.867 | |||||||||
| 3 Dec | 85106.81 | 1014.8 | -168.95 | - | 247 | 14.667 | 61.067 | |||||||||
| 2 Dec | 85138.27 | 1190.1 | -529.35 | - | 70 | 12.267 | 46.4 | |||||||||
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| 1 Dec | 85641.90 | 1719.45 | -27.55 | - | 3 | 0 | 34.133 | |||||||||
| 28 Nov | 85706.67 | 1747 | 21.95 | - | 7 | -0.8 | 34.133 | |||||||||
| 27 Nov | 85720.38 | 1725.05 | 145.05 | - | 10 | 0.8 | 34.933 | |||||||||
| 26 Nov | 85609.51 | 1580 | 496.8 | - | 48 | 1.6 | 34.133 | |||||||||
| 25 Nov | 84587.01 | 1066.85 | -457.1 | - | 154 | 29.867 | 32.533 | |||||||||
| 24 Nov | 84900.71 | 1523.95 | 14.1 | - | 6 | 1.067 | 2.667 | |||||||||
| 21 Nov | 85231.92 | 1488.55 | -150.8 | - | 17 | 1.6 | 1.6 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 85200 expiring on 24DEC2025
Delta for 85200 CE is -
Historical price for 85200 CE is as follows
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 836.3, which was -455.25 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 182
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1319.2, which was 252.25 higher than the previous day. The implied volatity was -, the open interest changed by -104 which decreased total open position to 113
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1050, which was 26.7 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 217
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1014.8, which was -168.95 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 229
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1190.1, which was -529.35 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 174
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1719.45, which was -27.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1747, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 128
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1725.05, which was 145.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 131
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1580, which was 496.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 128
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1066.85, which was -457.1 lower than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 122
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1523.95, which was 14.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1488.55, which was -150.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 20 Nov SENSEX50 was trading at 85632.68. 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 19 Nov SENSEX50 was trading at 85186.47. 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 18 Nov SENSEX50 was trading at 84673.02. 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 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 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 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
| SENSEX50 24DEC2025 85200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Dec | 85102.69 | 605.45 | 248.3 | - | 648 | 5.867 | 46.133 |
| 5 Dec | 85712.37 | 355.3 | -165.45 | - | 414 | -6.667 | 40.267 |
| 4 Dec | 85265.32 | 527.35 | -96.9 | - | 292 | -22.667 | 46.933 |
| 3 Dec | 85106.81 | 619.4 | 31 | - | 122 | -6.933 | 69.6 |
| 2 Dec | 85138.27 | 589.3 | 113.95 | - | 209 | -9.867 | 76.533 |
| 1 Dec | 85641.90 | 475 | 1.05 | - | 142 | 0.533 | 86.4 |
| 28 Nov | 85706.67 | 463 | -70.25 | - | 75 | 8 | 85.867 |
| 27 Nov | 85720.38 | 513 | -89.7 | - | 238 | 1.067 | 77.867 |
| 26 Nov | 85609.51 | 606.75 | -343.4 | - | 166 | 10.133 | 76.8 |
| 25 Nov | 84587.01 | 953.45 | 39.45 | - | 310 | 60.533 | 66.667 |
| 24 Nov | 84900.71 | 917.5 | 69.45 | - | 42 | 0.533 | 6.133 |
| 21 Nov | 85231.92 | 846.15 | 107.2 | - | 27 | 1.867 | 5.6 |
| 20 Nov | 85632.68 | 738.95 | -306 | - | 16 | 3.733 | 3.733 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 85200 expiring on 24DEC2025
Delta for 85200 PE is -
Historical price for 85200 PE is as follows
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 605.45, which was 248.3 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 173
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 355.3, which was -165.45 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 151
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 527.35, which was -96.9 lower than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 176
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 619.4, which was 31 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 261
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 589.3, which was 113.95 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 287
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 475, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 324
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 463, which was -70.25 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 322
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 513, which was -89.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 292
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 606.75, which was -343.4 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 288
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 953.45, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 227 which increased total open position to 250
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 917.5, which was 69.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 23
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 846.15, which was 107.2 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 21
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 738.95, which was -306 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
On 19 Nov SENSEX50 was trading at 85186.47. 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 18 Nov SENSEX50 was trading at 84673.02. 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 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 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 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































































































































































































































