SENSEX50
Sensex 50
Historical option data for SENSEX50
04 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 85500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Dec | 85265.32 | 864.85 | 16.4 | - | 1,437 | 53.6 | 209.867 | |||||||||
| 3 Dec | 85106.81 | 854.7 | -140.55 | - | 938 | 17.867 | 156.267 | |||||||||
| 2 Dec | 85138.27 | 1013.05 | -303.85 | - | 446 | 24.533 | 138.4 | |||||||||
| 1 Dec | 85641.90 | 1318.05 | -78.1 | - | 248 | 2.133 | 113.867 | |||||||||
| 28 Nov | 85706.67 | 1369.3 | -50.95 | - | 331 | 4.8 | 111.733 | |||||||||
| 27 Nov | 85720.38 | 1425.55 | 32.35 | - | 229 | 9.067 | 106.933 | |||||||||
| 26 Nov | 85609.51 | 1390.7 | 471.7 | - | 227 | 7.467 | 97.867 | |||||||||
| 25 Nov | 84587.01 | 890 | -287 | - | 611 | 63.2 | 90.4 | |||||||||
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| 24 Nov | 84900.71 | 1127 | -190.45 | - | 59 | 2.4 | 27.2 | |||||||||
| 21 Nov | 85231.92 | 1309.6 | -207.25 | - | 97 | 7.2 | 24.8 | |||||||||
| 20 Nov | 85632.68 | 1547.75 | 297.5 | - | 155 | -2.4 | 17.6 | |||||||||
| 19 Nov | 85186.47 | 1245 | 152.95 | - | 42 | -1.333 | 20 | |||||||||
| 18 Nov | 84673.02 | 1097.5 | -130.3 | - | 11 | 0 | 21.333 | |||||||||
| 17 Nov | 84950.95 | 1231.65 | 218.85 | - | 76 | -0.533 | 21.333 | |||||||||
| 14 Nov | 84562.78 | 1012.8 | -52.55 | - | 14 | 3.467 | 21.867 | |||||||||
| 13 Nov | 84478.67 | 1065.35 | -86.75 | - | 85 | -10.133 | 18.4 | |||||||||
| 12 Nov | 84466.51 | 1134.35 | 254.35 | - | 146 | 10.4 | 28.533 | |||||||||
| 11 Nov | 83871.32 | 919.3 | 110.6 | - | 125 | 13.067 | 18.133 | |||||||||
| 10 Nov | 83535.35 | 808.7 | 121.2 | - | 13 | 2.933 | 5.067 | |||||||||
| 7 Nov | 83216.28 | 687.5 | -17.5 | - | 10 | 2.133 | 2.133 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 85500 expiring on 24DEC2025
Delta for 85500 CE is -
Historical price for 85500 CE is as follows
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 864.85, which was 16.4 higher than the previous day. The implied volatity was -, the open interest changed by 201 which increased total open position to 787
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 854.7, which was -140.55 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 586
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1013.05, which was -303.85 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 519
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1318.05, which was -78.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 427
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1369.3, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 419
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1425.55, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 401
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1390.7, which was 471.7 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 367
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 890, which was -287 lower than the previous day. The implied volatity was -, the open interest changed by 237 which increased total open position to 339
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1127, which was -190.45 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 102
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1309.6, which was -207.25 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 93
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1547.75, which was 297.5 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 66
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1245, which was 152.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 75
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1097.5, which was -130.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1231.65, which was 218.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 80
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1012.8, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 82
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1065.35, which was -86.75 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 69
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1134.35, which was 254.35 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 107
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 919.3, which was 110.6 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 68
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 808.7, which was 121.2 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 19
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 687.5, which was -17.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
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
| SENSEX50 24DEC2025 85500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Dec | 85265.32 | 655 | -96.85 | - | 1,955 | 61.333 | 284.8 |
| 3 Dec | 85106.81 | 739.7 | 41.45 | - | 866 | -11.733 | 223.467 |
| 2 Dec | 85138.27 | 685.2 | 108.95 | - | 1,296 | -50.667 | 235.2 |
| 1 Dec | 85641.90 | 571.75 | 16 | - | 1,949 | 6.667 | 285.867 |
| 28 Nov | 85706.67 | 546.65 | -62.25 | - | 943 | 30.133 | 279.2 |
| 27 Nov | 85720.38 | 601.2 | -111 | - | 1,542 | 38.667 | 249.067 |
| 26 Nov | 85609.51 | 707.85 | -377.65 | - | 1,151 | 21.333 | 210.4 |
| 25 Nov | 84587.01 | 1092.15 | 59.8 | - | 1,434 | 166.933 | 189.067 |
| 24 Nov | 84900.71 | 1051.6 | 71 | - | 119 | -4 | 22.133 |
| 21 Nov | 85231.92 | 983 | 186.85 | - | 322 | -11.2 | 26.133 |
| 20 Nov | 85632.68 | 792.65 | -246.05 | - | 215 | 28.267 | 37.333 |
| 19 Nov | 85186.47 | 1028.2 | -117.3 | - | 35 | -1.067 | 9.067 |
| 18 Nov | 84673.02 | 1145.5 | 47.1 | - | 27 | -1.6 | 10.133 |
| 17 Nov | 84950.95 | 1092.3 | -177.7 | - | 55 | -3.2 | 11.733 |
| 14 Nov | 84562.78 | 1270 | -45 | - | 7 | -1.067 | 14.933 |
| 13 Nov | 84478.67 | 1315 | 33.6 | - | 51 | -5.867 | 16 |
| 12 Nov | 84466.51 | 1281.4 | -412.7 | - | 73 | 7.2 | 21.867 |
| 11 Nov | 83871.32 | 1694.1 | -107.45 | - | 60 | 11.733 | 14.667 |
| 10 Nov | 83535.35 | 1801.55 | -509.25 | - | 12 | 2.933 | 2.933 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 85500 expiring on 24DEC2025
Delta for 85500 PE is -
Historical price for 85500 PE is as follows
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 655, which was -96.85 lower than the previous day. The implied volatity was -, the open interest changed by 230 which increased total open position to 1068
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 739.7, which was 41.45 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 838
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 685.2, which was 108.95 higher than the previous day. The implied volatity was -, the open interest changed by -190 which decreased total open position to 882
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 571.75, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 1072
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 546.65, which was -62.25 lower than the previous day. The implied volatity was -, the open interest changed by 113 which increased total open position to 1047
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 601.2, which was -111 lower than the previous day. The implied volatity was -, the open interest changed by 145 which increased total open position to 934
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 707.85, which was -377.65 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 789
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1092.15, which was 59.8 higher than the previous day. The implied volatity was -, the open interest changed by 626 which increased total open position to 709
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1051.6, which was 71 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 83
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 983, which was 186.85 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 98
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 792.65, which was -246.05 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 140
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1028.2, which was -117.3 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 34
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1145.5, which was 47.1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 38
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1092.3, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 44
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1270, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 56
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1315, which was 33.6 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 60
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1281.4, which was -412.7 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 82
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 1694.1, which was -107.45 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 55
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 1801.55, which was -509.25 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
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































































































































































































































