SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:01 PM IST
| SENSEX50 24-DEC-2025 85400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 114.95 | -56.6 | - | 23,077 | 553.6 | 853.067 | |||||||||
| 17 Dec | 84559.65 | 180.9 | -70.6 | - | 3,697 | 134.133 | 299.467 | |||||||||
| 16 Dec | 84679.86 | 248 | -252.15 | - | 1,904 | 47.467 | 165.333 | |||||||||
| 15 Dec | 85213.36 | 499.4 | -85.55 | - | 3,057 | 33.867 | 117.867 | |||||||||
| 12 Dec | 85267.66 | 589.3 | 143.35 | - | 1,006 | 25.067 | 84 | |||||||||
| 11 Dec | 84818.13 | 434.15 | 58.15 | - | 478 | -5.6 | 58.933 | |||||||||
| 10 Dec | 84391.27 | 370.4 | -134.3 | - | 316 | 7.733 | 64.533 | |||||||||
| 9 Dec | 84666.28 | 510.15 | -230.7 | - | 247 | -3.2 | 56.8 | |||||||||
| 8 Dec | 85102.69 | 729.3 | -425.75 | - | 280 | 18.667 | 60 | |||||||||
| 5 Dec | 85712.37 | 1156.7 | 202.6 | - | 265 | -16.8 | 41.333 | |||||||||
| 4 Dec | 85265.32 | 933.5 | 25.1 | - | 162 | 1.6 | 58.133 | |||||||||
| 3 Dec | 85106.81 | 900 | -130.25 | - | 99 | 16 | 56.533 | |||||||||
| 2 Dec | 85138.27 | 1030.25 | -349.75 | - | 23 | 4 | 40.533 | |||||||||
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| 1 Dec | 85641.90 | 1380 | 105.7 | - | 3 | 0 | 36.533 | |||||||||
| 28 Nov | 85706.67 | 1502.45 | 549.05 | - | 0 | 0 | 36.533 | |||||||||
| 27 Nov | 85720.38 | 1502.45 | 549.05 | - | 0 | 0 | 36.533 | |||||||||
| 26 Nov | 85609.51 | 1502.45 | 549.05 | - | 61 | 5.867 | 36.533 | |||||||||
| 25 Nov | 84587.01 | 935.3 | -475.95 | - | 171 | 27.2 | 30.667 | |||||||||
| 24 Nov | 84900.71 | 1411.25 | 33.2 | - | 8 | 0 | 3.467 | |||||||||
| 21 Nov | 85231.92 | 1381.5 | -138.1 | - | 12 | 1.333 | 3.467 | |||||||||
| 20 Nov | 85632.68 | 1474.4 | 0 | - | 0 | 0 | 2.133 | |||||||||
| 19 Nov | 85186.47 | 1474.4 | 0 | - | 8 | 2.133 | 2.133 | |||||||||
| 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 | |||||||||
For Sensex 50 - strike price 85400 expiring on 24DEC2025
Delta for 85400 CE is -
Historical price for 85400 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 114.95, which was -56.6 lower than the previous day. The implied volatity was -, the open interest changed by 2076 which increased total open position to 3199
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 180.9, which was -70.6 lower than the previous day. The implied volatity was -, the open interest changed by 503 which increased total open position to 1123
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 248, which was -252.15 lower than the previous day. The implied volatity was -, the open interest changed by 178 which increased total open position to 620
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 499.4, which was -85.55 lower than the previous day. The implied volatity was -, the open interest changed by 127 which increased total open position to 442
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 589.3, which was 143.35 higher than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 315
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 434.15, which was 58.15 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 221
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 370.4, which was -134.3 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 242
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 510.15, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 213
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 729.3, which was -425.75 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 225
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1156.7, which was 202.6 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 155
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 933.5, which was 25.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 218
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 900, which was -130.25 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 212
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1030.25, which was -349.75 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 152
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1380, which was 105.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1502.45, which was 549.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1502.45, which was 549.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1502.45, which was 549.05 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 137
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 935.3, which was -475.95 lower than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 115
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1411.25, which was 33.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1381.5, which was -138.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 13
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1474.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1474.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
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
| SENSEX50 24DEC2025 85400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 914.45 | 80.3 | - | 1,519 | -6.4 | 56 |
| 17 Dec | 84559.65 | 815.85 | 78.15 | - | 540 | 2.4 | 62.4 |
| 16 Dec | 84679.86 | 740.65 | 234.55 | - | 858 | -37.6 | 60 |
| 15 Dec | 85213.36 | 504.9 | 24.2 | - | 1,161 | 31.467 | 97.6 |
| 12 Dec | 85267.66 | 477.75 | -239.8 | - | 1,036 | 46.133 | 66.133 |
| 11 Dec | 84818.13 | 717.5 | -332.5 | - | 76 | -5.067 | 20 |
| 10 Dec | 84391.27 | 1050 | 282.75 | - | 41 | -8.267 | 25.067 |
| 9 Dec | 84666.28 | 767.25 | 90.1 | - | 17 | 0 | 33.333 |
| 8 Dec | 85102.69 | 679.6 | 269.75 | - | 470 | 17.333 | 33.333 |
| 5 Dec | 85712.37 | 415.05 | -184.5 | - | 437 | -29.333 | 16 |
| 4 Dec | 85265.32 | 605.95 | -105.05 | - | 325 | -20.533 | 45.333 |
| 3 Dec | 85106.81 | 696.85 | 52.5 | - | 167 | -8.8 | 65.867 |
| 2 Dec | 85138.27 | 645.35 | 102.4 | - | 194 | -14.133 | 74.667 |
| 1 Dec | 85641.90 | 536.5 | 4.85 | - | 160 | 12.267 | 88.8 |
| 28 Nov | 85706.67 | 521 | -46 | - | 59 | 5.333 | 76.533 |
| 27 Nov | 85720.38 | 567 | -115.55 | - | 262 | 17.333 | 71.2 |
| 26 Nov | 85609.51 | 706.45 | -327.1 | - | 168 | 6.4 | 53.867 |
| 25 Nov | 84587.01 | 1044.6 | 51.8 | - | 222 | 43.467 | 47.467 |
| 24 Nov | 84900.71 | 993.1 | 53.9 | - | 17 | 1.6 | 4 |
| 21 Nov | 85231.92 | 947.4 | 188.95 | - | 46 | -1.867 | 2.4 |
| 20 Nov | 85632.68 | 753.8 | -383.2 | - | 28 | 4.267 | 4.267 |
| 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 |
For Sensex 50 - strike price 85400 expiring on 24DEC2025
Delta for 85400 PE is -
Historical price for 85400 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 914.45, which was 80.3 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 210
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 815.85, which was 78.15 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 234
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 740.65, which was 234.55 higher than the previous day. The implied volatity was -, the open interest changed by -141 which decreased total open position to 225
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 504.9, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 118 which increased total open position to 366
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 477.75, which was -239.8 lower than the previous day. The implied volatity was -, the open interest changed by 173 which increased total open position to 248
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 717.5, which was -332.5 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 75
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1050, which was 282.75 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 94
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 767.25, which was 90.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 679.6, which was 269.75 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 125
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 415.05, which was -184.5 lower than the previous day. The implied volatity was -, the open interest changed by -110 which decreased total open position to 60
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 605.95, which was -105.05 lower than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 170
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 696.85, which was 52.5 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 247
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 645.35, which was 102.4 higher than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 280
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 536.5, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 333
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 521, which was -46 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 287
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 567, which was -115.55 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 267
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 706.45, which was -327.1 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 202
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1044.6, which was 51.8 higher than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 178
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 993.1, which was 53.9 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 947.4, which was 188.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 9
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 753.8, which was -383.2 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
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































































































































































































































