SENSEX50
Sensex 50
Historical option data for SENSEX50
15 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 85800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85213.36 | 317.55 | -69.4 | - | 1,533 | 41.067 | 134.933 | |||||||||
| 12 Dec | 85267.66 | 394.55 | 99.2 | - | 866 | 20 | 93.867 | |||||||||
| 11 Dec | 84818.13 | 285.45 | 24.85 | - | 627 | 18.933 | 73.867 | |||||||||
| 10 Dec | 84391.27 | 253.25 | -107.9 | - | 389 | 9.333 | 54.933 | |||||||||
| 9 Dec | 84666.28 | 356.8 | -192.95 | - | 297 | 1.333 | 45.6 | |||||||||
| 8 Dec | 85102.69 | 533.7 | -364.8 | - | 363 | -3.467 | 44.267 | |||||||||
| 5 Dec | 85712.37 | 892 | 178.85 | - | 287 | -10.4 | 47.733 | |||||||||
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| 4 Dec | 85265.32 | 688.6 | 2.75 | - | 82 | -1.6 | 58.133 | |||||||||
| 3 Dec | 85106.81 | 697.5 | -125.7 | - | 83 | -0.267 | 59.733 | |||||||||
| 2 Dec | 85138.27 | 839.8 | -230.1 | - | 75 | 9.333 | 60 | |||||||||
| 1 Dec | 85641.90 | 1069.9 | -150.05 | - | 73 | -0.533 | 50.667 | |||||||||
| 28 Nov | 85706.67 | 1223.95 | -43.95 | - | 234 | 22.4 | 51.2 | |||||||||
| 27 Nov | 85720.38 | 1267.9 | 72.9 | - | 23 | 0.8 | 28.8 | |||||||||
| 26 Nov | 85609.51 | 1195 | 431.25 | - | 59 | 7.467 | 28 | |||||||||
| 25 Nov | 84587.01 | 749.6 | -258.2 | - | 163 | 15.2 | 20.533 | |||||||||
| 24 Nov | 84900.71 | 976.6 | -237.8 | - | 15 | 3.733 | 5.333 | |||||||||
| 21 Nov | 85231.92 | 1214.4 | -58.45 | - | 4 | 0.267 | 1.6 | |||||||||
| 20 Nov | 85632.68 | 1272.85 | 174.2 | - | 9 | 0.8 | 1.333 | |||||||||
| 19 Nov | 85186.47 | 1098.65 | -198.1 | - | 4 | 0.533 | 0.533 | |||||||||
| 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 | |||||||||
For Sensex 50 - strike price 85800 expiring on 24DEC2025
Delta for 85800 CE is -
Historical price for 85800 CE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 317.55, which was -69.4 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 506
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 394.55, which was 99.2 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 352
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 285.45, which was 24.85 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 277
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 253.25, which was -107.9 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 206
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 356.8, which was -192.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 171
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 533.7, which was -364.8 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 166
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 892, which was 178.85 higher than the previous day. The implied volatity was -, the open interest changed by -39 which decreased total open position to 179
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 688.6, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 218
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 697.5, which was -125.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 224
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 839.8, which was -230.1 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 225
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1069.9, which was -150.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 190
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1223.95, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 84 which increased total open position to 192
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1267.9, which was 72.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 108
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1195, which was 431.25 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 105
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 749.6, which was -258.2 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 77
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 976.6, which was -237.8 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 20
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1214.4, which was -58.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1272.85, which was 174.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1098.65, which was -198.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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
| SENSEX50 24DEC2025 85800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85213.36 | 718.85 | 25.5 | - | 1,450 | -60.267 | 36.8 |
| 12 Dec | 85267.66 | 686.05 | -304.95 | - | 1,169 | 66.133 | 97.067 |
| 11 Dec | 84818.13 | 975 | -358.75 | - | 17 | -0.8 | 30.933 |
| 10 Dec | 84391.27 | 1333.75 | 226.4 | - | 27 | 0 | 31.733 |
| 9 Dec | 84666.28 | 1107.35 | 203.25 | - | 6 | -0.533 | 31.733 |
| 8 Dec | 85102.69 | 925.3 | 380.55 | - | 469 | -2.667 | 32.267 |
| 5 Dec | 85712.37 | 538 | -236.9 | - | 274 | -9.333 | 34.933 |
| 4 Dec | 85265.32 | 797.7 | -80.35 | - | 195 | -13.067 | 44.267 |
| 3 Dec | 85106.81 | 910.75 | 42.1 | - | 16 | -0.533 | 57.333 |
| 2 Dec | 85138.27 | 867.3 | 180.4 | - | 63 | 1.333 | 57.867 |
| 1 Dec | 85641.90 | 689.45 | 32.75 | - | 188 | 0.8 | 56.533 |
| 28 Nov | 85706.67 | 647.65 | -58.1 | - | 214 | 7.733 | 55.733 |
| 27 Nov | 85720.38 | 704.35 | -123.2 | - | 298 | 0.8 | 48 |
| 26 Nov | 85609.51 | 827.55 | -361.55 | - | 60 | 7.467 | 47.2 |
| 25 Nov | 84587.01 | 1189.1 | 17.55 | - | 172 | 37.6 | 39.733 |
| 24 Nov | 84900.71 | 1177.35 | 66.85 | - | 6 | 1.333 | 2.133 |
| 21 Nov | 85231.92 | 1120.05 | 207.85 | - | 12 | -2.4 | 0.8 |
| 20 Nov | 85632.68 | 915.2 | -420.75 | - | 17 | 3.2 | 3.2 |
| 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 |
For Sensex 50 - strike price 85800 expiring on 24DEC2025
Delta for 85800 PE is -
Historical price for 85800 PE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 718.85, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by -226 which decreased total open position to 138
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 686.05, which was -304.95 lower than the previous day. The implied volatity was -, the open interest changed by 248 which increased total open position to 364
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 975, which was -358.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 116
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1333.75, which was 226.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 119
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1107.35, which was 203.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 119
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 925.3, which was 380.55 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 121
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 538, which was -236.9 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 131
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 797.7, which was -80.35 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 166
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 910.75, which was 42.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 215
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 867.3, which was 180.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 217
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 689.45, which was 32.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 212
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 647.65, which was -58.1 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 209
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 704.35, which was -123.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 180
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 827.55, which was -361.55 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 177
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1189.1, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 149
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1177.35, which was 66.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1120.05, which was 207.85 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 3
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 915.2, which was -420.75 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
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































































































































































































































