SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 86000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84856.26 | 93.55 | -152.35 | - | 27,391 | 0 | 2,283.2 | |||||||||
| 16 Dec | 84679.86 | 93.55 | -152.35 | - | 27,391 | 1,570.933 | 2,283.2 | |||||||||
| 15 Dec | 85213.36 | 246.15 | -65.85 | - | 10,608 | 320 | 712.267 | |||||||||
| 12 Dec | 85267.66 | 311.3 | 75.8 | - | 5,977 | -32.267 | 392.267 | |||||||||
| 11 Dec | 84818.13 | 235.9 | 20.1 | - | 4,272 | 2.933 | 424.533 | |||||||||
| 10 Dec | 84391.27 | 206.3 | -91.3 | - | 3,636 | 129.333 | 421.6 | |||||||||
| 9 Dec | 84666.28 | 300 | -182.9 | - | 2,510 | 43.2 | 292.267 | |||||||||
| 8 Dec | 85102.69 | 454.4 | -317.85 | - | 1,923 | 17.333 | 249.067 | |||||||||
| 5 Dec | 85712.37 | 767.65 | 146.75 | - | 2,201 | 32.533 | 231.733 | |||||||||
| 4 Dec | 85265.32 | 596.75 | -4.8 | - | 1,867 | -15.2 | 199.2 | |||||||||
| 3 Dec | 85106.81 | 607.65 | -132.5 | - | 1,253 | 14.667 | 214.4 | |||||||||
| 2 Dec | 85138.27 | 756.9 | -240.3 | - | 979 | -12.267 | 199.733 | |||||||||
| 1 Dec | 85641.90 | 988.35 | -112.05 | - | 1,220 | 56.533 | 212 | |||||||||
| 28 Nov | 85706.67 | 1115.95 | 16.1 | - | 534 | 18.933 | 155.467 | |||||||||
| 27 Nov | 85720.38 | 1107.55 | 26 | - | 950 | 32 | 136.533 | |||||||||
| 26 Nov | 85609.51 | 1113.2 | 438.35 | - | 502 | 2.667 | 104.533 | |||||||||
| 25 Nov | 84587.01 | 655 | -214.75 | - | 792 | 51.733 | 101.867 | |||||||||
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| 24 Nov | 84900.71 | 841 | -204.25 | - | 260 | 19.733 | 50.133 | |||||||||
| 21 Nov | 85231.92 | 1036.25 | -207.5 | - | 314 | -1.867 | 30.4 | |||||||||
| 20 Nov | 85632.68 | 1254.7 | 260.3 | - | 256 | 6.4 | 32.267 | |||||||||
| 19 Nov | 85186.47 | 1022 | 148.65 | - | 205 | -8.8 | 25.867 | |||||||||
| 18 Nov | 84673.02 | 840 | -128.6 | - | 171 | 3.2 | 34.667 | |||||||||
| 17 Nov | 84950.95 | 970.4 | 72.65 | - | 106 | 6.933 | 31.467 | |||||||||
| 14 Nov | 84562.78 | 899.85 | 43.8 | - | 243 | 0 | 24.533 | |||||||||
| 13 Nov | 84478.67 | 867.5 | -35.5 | - | 159 | -1.067 | 24.533 | |||||||||
| 12 Nov | 84466.51 | 900.85 | 202.85 | - | 113 | 18.933 | 25.6 | |||||||||
| 11 Nov | 83871.32 | 698 | -277.8 | - | 40 | 6.667 | 6.667 | |||||||||
| 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 86000 expiring on 24DEC2025
Delta for 86000 CE is -
Historical price for 86000 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 93.55, which was -152.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8562
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 93.55, which was -152.35 lower than the previous day. The implied volatity was -, the open interest changed by 5891 which increased total open position to 8562
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 246.15, which was -65.85 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 2671
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 311.3, which was 75.8 higher than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 1471
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 235.9, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 1592
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 206.3, which was -91.3 lower than the previous day. The implied volatity was -, the open interest changed by 485 which increased total open position to 1581
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 300, which was -182.9 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 1096
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 454.4, which was -317.85 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 934
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 767.65, which was 146.75 higher than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 869
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 596.75, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 747
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 607.65, which was -132.5 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 804
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 756.9, which was -240.3 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 749
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 988.35, which was -112.05 lower than the previous day. The implied volatity was -, the open interest changed by 212 which increased total open position to 795
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1115.95, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 583
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1107.55, which was 26 higher than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 512
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1113.2, which was 438.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 392
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 655, which was -214.75 lower than the previous day. The implied volatity was -, the open interest changed by 194 which increased total open position to 382
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 841, which was -204.25 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 188
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1036.25, which was -207.5 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 114
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1254.7, which was 260.3 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 121
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1022, which was 148.65 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 97
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 840, which was -128.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 130
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 970.4, which was 72.65 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 118
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 899.85, which was 43.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 867.5, which was -35.5 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 92
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 900.85, which was 202.85 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 96
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 698, which was -277.8 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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 86000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 1190 | 337.25 | - | 1,072 | 0 | 125.067 |
| 16 Dec | 84679.86 | 1190 | 337.25 | - | 1,072 | 3.733 | 125.067 |
| 15 Dec | 85213.36 | 856.15 | 46.8 | - | 1,977 | -16.533 | 121.333 |
| 12 Dec | 85267.66 | 796.2 | -322.35 | - | 1,440 | 59.2 | 137.867 |
| 11 Dec | 84818.13 | 1121.6 | -367.6 | - | 367 | -9.6 | 78.667 |
| 10 Dec | 84391.27 | 1503.15 | 260.4 | - | 129 | -8.267 | 88.267 |
| 9 Dec | 84666.28 | 1232.4 | 226.35 | - | 453 | -49.867 | 96.533 |
| 8 Dec | 85102.69 | 1016.9 | 394.35 | - | 1,031 | -36.267 | 146.4 |
| 5 Dec | 85712.37 | 624 | -254.85 | - | 1,982 | 55.2 | 182.667 |
| 4 Dec | 85265.32 | 895.65 | -111.55 | - | 743 | -34.4 | 127.467 |
| 3 Dec | 85106.81 | 990 | 62.3 | - | 478 | -31.733 | 161.867 |
| 2 Dec | 85138.27 | 913.45 | 148.1 | - | 869 | -40.8 | 193.6 |
| 1 Dec | 85641.90 | 760 | 23.15 | - | 1,868 | 65.067 | 234.4 |
| 28 Nov | 85706.67 | 721.2 | -67.95 | - | 1,258 | 3.467 | 169.333 |
| 27 Nov | 85720.38 | 771.15 | -131.2 | - | 1,344 | -13.333 | 165.867 |
| 26 Nov | 85609.51 | 890 | -465.4 | - | 592 | 6.933 | 179.2 |
| 25 Nov | 84587.01 | 1388.7 | 109.95 | - | 1,338 | 97.867 | 172.267 |
| 24 Nov | 84900.71 | 1319.05 | 110.15 | - | 318 | 19.467 | 74.4 |
| 21 Nov | 85231.92 | 1209 | 213.3 | - | 286 | 0.267 | 54.933 |
| 20 Nov | 85632.68 | 986.25 | -288.55 | - | 198 | 40.267 | 54.667 |
| 19 Nov | 85186.47 | 1274.15 | -59.15 | - | 61 | -3.733 | 14.4 |
| 18 Nov | 84673.02 | 1333.3 | -25.3 | - | 14 | 0.267 | 18.133 |
| 17 Nov | 84950.95 | 1358.6 | -204.65 | - | 40 | -0.267 | 17.867 |
| 14 Nov | 84562.78 | 1525.2 | 41.9 | - | 105 | 2.667 | 18.133 |
| 13 Nov | 84478.67 | 1483.3 | -10.55 | - | 47 | -8.533 | 15.467 |
| 12 Nov | 84466.51 | 1493.9 | -1018.75 | - | 99 | 24 | 24 |
| 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 86000 expiring on 24DEC2025
Delta for 86000 PE is -
Historical price for 86000 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1190, which was 337.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 469
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1190, which was 337.25 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 469
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 856.15, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 455
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 796.2, which was -322.35 lower than the previous day. The implied volatity was -, the open interest changed by 222 which increased total open position to 517
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1121.6, which was -367.6 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 295
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1503.15, which was 260.4 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 331
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1232.4, which was 226.35 higher than the previous day. The implied volatity was -, the open interest changed by -187 which decreased total open position to 362
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1016.9, which was 394.35 higher than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 549
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 624, which was -254.85 lower than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 685
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 895.65, which was -111.55 lower than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 478
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 990, which was 62.3 higher than the previous day. The implied volatity was -, the open interest changed by -119 which decreased total open position to 607
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 913.45, which was 148.1 higher than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 726
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 760, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by 244 which increased total open position to 879
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 721.2, which was -67.95 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 635
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 771.15, which was -131.2 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 622
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 890, which was -465.4 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 672
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1388.7, which was 109.95 higher than the previous day. The implied volatity was -, the open interest changed by 367 which increased total open position to 646
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1319.05, which was 110.15 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 279
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1209, which was 213.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 206
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 986.25, which was -288.55 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 205
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 1274.15, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 54
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 1333.3, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 1358.6, which was -204.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 67
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 1525.2, which was 41.9 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 68
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 1483.3, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 58
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 1493.9, which was -1018.75 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90
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































































































































































































































