SENSEX50
Sensex 50
Historical option data for SENSEX50
26 Dec 2025 04:11 PM IST
| SENSEX50 29-JAN-2026 85500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Dec | 85041.45 | 1019.65 | -218.65 | - | 773 | 90.4 | 137.6 | |||||||||
| 24 Dec | 85408.70 | 1226.55 | -137.4 | - | 147 | 18.667 | 47.2 | |||||||||
| 23 Dec | 85524.84 | 1353.8 | -41.5 | - | 52 | 4.8 | 28.533 | |||||||||
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| 22 Dec | 85567.48 | 1395 | 265.65 | - | 93 | 11.733 | 23.733 | |||||||||
| 19 Dec | 84929.36 | 1129.35 | 181.4 | - | 61 | 2.667 | 14.667 | |||||||||
| 18 Dec | 84481.81 | 951 | -79 | - | 70 | 2.667 | 12 | |||||||||
| 17 Dec | 84559.65 | 1030 | -170 | - | 41 | 0.8 | 9.333 | |||||||||
| 16 Dec | 84679.86 | 1200 | -255 | - | 17 | 2.133 | 8.533 | |||||||||
| 15 Dec | 85213.36 | 1455 | -60.95 | - | 5 | 0 | 6.4 | |||||||||
| 12 Dec | 85267.66 | 1515.95 | 193.4 | - | 18 | 4 | 6.4 | |||||||||
| 11 Dec | 84818.13 | 1322.55 | 169.05 | - | 9 | 0.533 | 2.4 | |||||||||
| 10 Dec | 84391.27 | 1345.8 | -279.65 | - | 0 | 0 | 1.867 | |||||||||
| 9 Dec | 84666.28 | 1345.8 | -279.65 | - | 3 | 0.533 | 1.867 | |||||||||
| 8 Dec | 85102.69 | 1625.45 | -332.6 | - | 3 | 0 | 1.333 | |||||||||
| 5 Dec | 85712.37 | 1958.05 | 54.5 | - | 2 | 0 | 1.333 | |||||||||
| 4 Dec | 85265.32 | 1903.55 | 238 | - | 2 | 0 | 1.333 | |||||||||
| 3 Dec | 85106.81 | 1930 | -619.05 | - | 0 | 0 | 1.333 | |||||||||
| 2 Dec | 85138.27 | 1930 | -619.05 | - | 7 | 1.333 | 1.333 | |||||||||
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 85500 expiring on 29JAN2026
Delta for 85500 CE is -
Historical price for 85500 CE is as follows
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 1019.65, which was -218.65 lower than the previous day. The implied volatity was -, the open interest changed by 339 which increased total open position to 516
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 1226.55, which was -137.4 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 177
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 1353.8, which was -41.5 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 107
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 1395, which was 265.65 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 89
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 1129.35, which was 181.4 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 55
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 951, which was -79 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 45
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1030, which was -170 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 35
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1200, which was -255 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 32
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1455, which was -60.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1515.95, which was 193.4 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 24
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1322.55, which was 169.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1345.8, which was -279.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1345.8, which was -279.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1625.45, which was -332.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1958.05, which was 54.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1903.55, which was 238 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1930, which was -619.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1930, which was -619.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 1 Dec SENSEX50 was trading at 85641.90. 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 21 Nov SENSEX50 was trading at 85231.92. 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 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
| SENSEX50 29JAN2026 85500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Dec | 85041.45 | 820.45 | 121.75 | - | 751 | 23.467 | 112.533 |
| 24 Dec | 85408.70 | 697 | 10.95 | - | 868 | -4 | 89.067 |
| 23 Dec | 85524.84 | 690.05 | -50.6 | - | 312 | 47.467 | 93.067 |
| 22 Dec | 85567.48 | 735 | -239.25 | - | 237 | 36 | 45.6 |
| 19 Dec | 84929.36 | 969.95 | -175.7 | - | 110 | 17.867 | 27.467 |
| 18 Dec | 84481.81 | 1145.65 | -14.35 | - | 43 | -2.133 | 9.6 |
| 17 Dec | 84559.65 | 1160 | 110.25 | - | 18 | 2.667 | 11.733 |
| 16 Dec | 84679.86 | 1049.75 | 130.7 | - | 15 | 0.533 | 9.067 |
| 15 Dec | 85213.36 | 905 | -1.45 | - | 21 | 1.6 | 8.533 |
| 12 Dec | 85267.66 | 896.8 | -199.3 | - | 22 | 4 | 6.933 |
| 11 Dec | 84818.13 | 1091.65 | -246.35 | - | 8 | 0.8 | 2.933 |
| 10 Dec | 84391.27 | 1338 | 157.85 | - | 3 | 0.533 | 2.133 |
| 9 Dec | 84666.28 | 1180.15 | 140.25 | - | 9 | 0.533 | 1.6 |
| 8 Dec | 85102.69 | 1062.4 | 282.4 | - | 9 | 0 | 1.067 |
| 5 Dec | 85712.37 | 765 | -285 | - | 5 | 0.8 | 1.067 |
| 4 Dec | 85265.32 | 1050 | -3.75 | - | 1 | 0.267 | 0.267 |
| 3 Dec | 85106.81 | 1053.75 | -501.75 | - | 4 | 0 | 0 |
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 85500 expiring on 29JAN2026
Delta for 85500 PE is -
Historical price for 85500 PE is as follows
On 26 Dec SENSEX50 was trading at 85041.45. The strike last trading price was 820.45, which was 121.75 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 422
On 24 Dec SENSEX50 was trading at 85408.70. The strike last trading price was 697, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 334
On 23 Dec SENSEX50 was trading at 85524.84. The strike last trading price was 690.05, which was -50.6 lower than the previous day. The implied volatity was -, the open interest changed by 178 which increased total open position to 349
On 22 Dec SENSEX50 was trading at 85567.48. The strike last trading price was 735, which was -239.25 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 171
On 19 Dec SENSEX50 was trading at 84929.36. The strike last trading price was 969.95, which was -175.7 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 103
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1145.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 36
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1160, which was 110.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 44
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1049.75, which was 130.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 34
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 905, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 32
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 896.8, which was -199.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 26
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1091.65, which was -246.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1338, which was 157.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1180.15, which was 140.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1062.4, which was 282.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 765, which was -285 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1050, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1053.75, which was -501.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SENSEX50 was trading at 85138.27. 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 1 Dec SENSEX50 was trading at 85641.90. 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 21 Nov SENSEX50 was trading at 85231.92. 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 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































































































































































































































