SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:01 PM IST
| SENSEX50 24-DEC-2025 86100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 34.6 | -21.5 | - | 14,799 | 181.333 | 565.6 | |||||||||
| 17 Dec | 84559.65 | 58.35 | -24.45 | - | 5,578 | 187.733 | 384.267 | |||||||||
| 16 Dec | 84679.86 | 80.7 | -133.35 | - | 2,227 | 120 | 196.533 | |||||||||
| 15 Dec | 85213.36 | 217.1 | -58.8 | - | 1,492 | 24 | 76.533 | |||||||||
| 12 Dec | 85267.66 | 278.05 | 63.55 | - | 1,080 | 20 | 52.533 | |||||||||
| 11 Dec | 84818.13 | 213.95 | 19.35 | - | 223 | 3.467 | 32.533 | |||||||||
| 10 Dec | 84391.27 | 192.3 | -82.05 | - | 407 | 1.333 | 29.067 | |||||||||
| 9 Dec | 84666.28 | 270.2 | -163.6 | - | 217 | -3.467 | 27.733 | |||||||||
| 8 Dec | 85102.69 | 417.95 | -295.45 | - | 124 | -1.333 | 31.2 | |||||||||
| 5 Dec | 85712.37 | 712.65 | 137.45 | - | 285 | -25.333 | 32.533 | |||||||||
| 4 Dec | 85265.32 | 563.7 | 7.9 | - | 203 | -18.667 | 57.867 | |||||||||
| 3 Dec | 85106.81 | 564.8 | -117.5 | - | 248 | 19.467 | 76.533 | |||||||||
| 2 Dec | 85138.27 | 700.9 | -223.6 | - | 93 | 2.667 | 57.067 | |||||||||
| 1 Dec | 85641.90 | 909.9 | -121.35 | - | 148 | 20.8 | 54.4 | |||||||||
| 28 Nov | 85706.67 | 1048 | 6.5 | - | 14 | 2.4 | 33.6 | |||||||||
| 27 Nov | 85720.38 | 1040.3 | 22.05 | - | 39 | 1.333 | 31.2 | |||||||||
| 26 Nov | 85609.51 | 1007.6 | 368.35 | - | 59 | 5.6 | 29.867 | |||||||||
| 25 Nov | 84587.01 | 624 | -215.15 | - | 181 | 18.933 | 24.267 | |||||||||
| 24 Nov | 84900.71 | 836.25 | -167.85 | - | 12 | 2.933 | 5.333 | |||||||||
| 21 Nov | 85231.92 | 1004.1 | -91 | - | 8 | 1.333 | 2.4 | |||||||||
| 20 Nov | 85632.68 | 1095.1 | 227.5 | - | 4 | 0 | 1.067 | |||||||||
| 19 Nov | 85186.47 | 867.6 | -306.1 | - | 6 | 1.067 | 1.067 | |||||||||
| 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 86100 expiring on 24DEC2025
Delta for 86100 CE is -
Historical price for 86100 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 34.6, which was -21.5 lower than the previous day. The implied volatity was -, the open interest changed by 680 which increased total open position to 2121
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 58.35, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 704 which increased total open position to 1441
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 80.7, which was -133.35 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 737
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 217.1, which was -58.8 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 287
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 278.05, which was 63.55 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 197
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 213.95, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 122
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 192.3, which was -82.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 109
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 270.2, which was -163.6 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 104
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 417.95, which was -295.45 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 117
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 712.65, which was 137.45 higher than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 122
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 563.7, which was 7.9 higher than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 217
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 564.8, which was -117.5 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 287
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 700.9, which was -223.6 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 214
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 909.9, which was -121.35 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 204
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1048, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 126
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1040.3, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 117
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1007.6, which was 368.35 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 112
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 624, which was -215.15 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 91
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 836.25, which was -167.85 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 20
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1004.1, which was -91 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 9
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1095.1, which was 227.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 867.6, which was -306.1 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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 86100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1522.8 | 112.15 | - | 122 | 10.4 | 30.667 |
| 17 Dec | 84559.65 | 1391.3 | 197.25 | - | 80 | -1.867 | 20.267 |
| 16 Dec | 84679.86 | 1194.05 | 267.8 | - | 39 | -2.933 | 22.133 |
| 15 Dec | 85213.36 | 925.25 | 60.25 | - | 96 | -5.333 | 25.067 |
| 12 Dec | 85267.66 | 865 | -486.2 | - | 86 | 3.467 | 30.4 |
| 11 Dec | 84818.13 | 1351.2 | -384.2 | - | 9 | -1.867 | 26.933 |
| 10 Dec | 84391.27 | 1339.15 | 291.05 | - | 0 | 0 | 28.8 |
| 9 Dec | 84666.28 | 1339.15 | 291.05 | - | 8 | -0.533 | 28.8 |
| 8 Dec | 85102.69 | 1049.15 | 379.3 | - | 43 | -8.8 | 29.333 |
| 5 Dec | 85712.37 | 657.7 | -302.3 | - | 256 | -23.467 | 38.133 |
| 4 Dec | 85265.32 | 960 | -202.65 | - | 87 | -20 | 61.6 |
| 3 Dec | 85106.81 | 1162.65 | 147.95 | - | 7 | 0 | 81.6 |
| 2 Dec | 85138.27 | 968.7 | 151.55 | - | 150 | -33.6 | 81.6 |
| 1 Dec | 85641.90 | 802.7 | 37.25 | - | 160 | -0.8 | 115.2 |
| 28 Nov | 85706.67 | 760.15 | -72.4 | - | 82 | 0.267 | 116 |
| 27 Nov | 85720.38 | 814.7 | -128.25 | - | 63 | 1.067 | 115.733 |
| 26 Nov | 85609.51 | 934.6 | -524.05 | - | 75 | 0.533 | 114.667 |
| 25 Nov | 84587.01 | 1458.65 | 130.8 | - | 614 | 105.6 | 114.133 |
| 24 Nov | 84900.71 | 1336.45 | 99.4 | - | 11 | 2.667 | 8.533 |
| 21 Nov | 85231.92 | 1264.4 | 221.85 | - | 30 | 2.4 | 5.867 |
| 20 Nov | 85632.68 | 1042.55 | -455.7 | - | 28 | 3.467 | 3.467 |
| 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 86100 expiring on 24DEC2025
Delta for 86100 PE is -
Historical price for 86100 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1522.8, which was 112.15 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 115
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1391.3, which was 197.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 76
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1194.05, which was 267.8 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 83
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 925.25, which was 60.25 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 94
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 865, which was -486.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 114
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1351.2, which was -384.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 101
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1339.15, which was 291.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 108
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1339.15, which was 291.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 108
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1049.15, which was 379.3 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 110
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 657.7, which was -302.3 lower than the previous day. The implied volatity was -, the open interest changed by -88 which decreased total open position to 143
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 960, which was -202.65 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 231
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1162.65, which was 147.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 306
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 968.7, which was 151.55 higher than the previous day. The implied volatity was -, the open interest changed by -126 which decreased total open position to 306
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 802.7, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 432
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 760.15, which was -72.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 435
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 814.7, which was -128.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 434
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 934.6, which was -524.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 430
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1458.65, which was 130.8 higher than the previous day. The implied volatity was -, the open interest changed by 396 which increased total open position to 428
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1336.45, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 32
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1264.4, which was 221.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 22
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1042.55, which was -455.7 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
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































































































































































































































