SENSEX50
Sensex 50
Historical option data for SENSEX50
16 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 86300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 56.15 | -108 | - | 2,740 | 127.2 | 212.533 | |||||||||
| 15 Dec | 85213.36 | 160.65 | -58.55 | - | 723 | 35.467 | 85.333 | |||||||||
| 12 Dec | 85267.66 | 219.1 | 51.9 | - | 755 | 18.667 | 49.867 | |||||||||
| 11 Dec | 84818.13 | 168.25 | 7.35 | - | 178 | 5.867 | 31.2 | |||||||||
| 10 Dec | 84391.27 | 162.15 | -62.25 | - | 358 | 0.8 | 25.333 | |||||||||
| 9 Dec | 84666.28 | 219.7 | -134.95 | - | 118 | -5.067 | 24.533 | |||||||||
| 8 Dec | 85102.69 | 347.1 | -263.5 | - | 123 | -2.133 | 29.6 | |||||||||
| 5 Dec | 85712.37 | 605.85 | 117.35 | - | 164 | -1.067 | 31.733 | |||||||||
| 4 Dec | 85265.32 | 480.85 | -5.1 | - | 189 | -16 | 32.8 | |||||||||
| 3 Dec | 85106.81 | 486.7 | -106.3 | - | 86 | 7.733 | 48.8 | |||||||||
| 2 Dec | 85138.27 | 611.4 | -229.35 | - | 48 | 6.4 | 41.067 | |||||||||
| 1 Dec | 85641.90 | 828.3 | -96.75 | - | 71 | 6.667 | 34.667 | |||||||||
| 28 Nov | 85706.67 | 927.4 | -8.2 | - | 38 | 3.467 | 28 | |||||||||
| 27 Nov | 85720.38 | 950 | 34.6 | - | 46 | 1.6 | 24.533 | |||||||||
| 26 Nov | 85609.51 | 911.45 | 351.05 | - | 77 | 2.667 | 22.933 | |||||||||
| 25 Nov | 84587.01 | 537.95 | -236.45 | - | 364 | 12.8 | 20.267 | |||||||||
| 24 Nov | 84900.71 | 722.35 | -178.25 | - | 22 | 4 | 7.467 | |||||||||
| 21 Nov | 85231.92 | 900.6 | -96.85 | - | 11 | 0.267 | 3.467 | |||||||||
| 20 Nov | 85632.68 | 997.45 | 139.55 | - | 8 | 0.267 | 3.2 | |||||||||
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| 19 Nov | 85186.47 | 857.9 | -238.45 | - | 8 | 0.267 | 2.933 | |||||||||
| 18 Nov | 84673.02 | 829.15 | -6.15 | - | 0 | 0 | 2.667 | |||||||||
| 17 Nov | 84950.95 | 829.15 | -6.15 | - | 13 | 2.667 | 2.667 | |||||||||
| 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 86300 expiring on 24DEC2025
Delta for 86300 CE is -
Historical price for 86300 CE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 56.15, which was -108 lower than the previous day. The implied volatity was -, the open interest changed by 477 which increased total open position to 797
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 160.65, which was -58.55 lower than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 320
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 219.1, which was 51.9 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 187
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 168.25, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 117
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 162.15, which was -62.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 95
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 219.7, which was -134.95 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 92
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 347.1, which was -263.5 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 111
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 605.85, which was 117.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 119
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 480.85, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 123
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 486.7, which was -106.3 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 183
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 611.4, which was -229.35 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 154
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 828.3, which was -96.75 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 130
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 927.4, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 105
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 950, which was 34.6 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 92
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 911.45, which was 351.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 86
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 537.95, which was -236.45 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 76
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 722.35, which was -178.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 28
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 900.6, which was -96.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 997.45, which was 139.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 857.9, which was -238.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 829.15, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 829.15, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 86300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 1405 | 336.8 | - | 2 | 0 | 32.267 |
| 15 Dec | 85213.36 | 1068.2 | 4.8 | - | 25 | -2.133 | 32.267 |
| 12 Dec | 85267.66 | 1063.4 | -439.65 | - | 26 | 3.2 | 34.4 |
| 11 Dec | 84818.13 | 1503.05 | -395.05 | - | 5 | -1.067 | 31.2 |
| 10 Dec | 84391.27 | 1285.8 | 522.5 | - | 0 | 0 | 32.267 |
| 9 Dec | 84666.28 | 1285.8 | 522.5 | - | 0 | 0 | 32.267 |
| 8 Dec | 85102.69 | 1285.8 | 522.5 | - | 8 | -1.333 | 32.267 |
| 5 Dec | 85712.37 | 760.1 | -280.65 | - | 477 | -50.133 | 33.6 |
| 4 Dec | 85265.32 | 1069.4 | -93.75 | - | 208 | -33.333 | 83.733 |
| 3 Dec | 85106.81 | 1163.15 | 50.9 | - | 8 | 0 | 117.067 |
| 2 Dec | 85138.27 | 1082.25 | 188.8 | - | 180 | -38.4 | 117.067 |
| 1 Dec | 85641.90 | 894.45 | 41.55 | - | 297 | -3.733 | 155.467 |
| 28 Nov | 85706.67 | 845.75 | -55.85 | - | 75 | 6.133 | 159.2 |
| 27 Nov | 85720.38 | 900 | -162 | - | 34 | 1.067 | 153.067 |
| 26 Nov | 85609.51 | 1062 | -614.45 | - | 27 | 2.667 | 152 |
| 25 Nov | 84587.01 | 1676.45 | 262.05 | - | 779 | 137.333 | 149.333 |
| 24 Nov | 84900.71 | 1438.35 | 109.6 | - | 39 | 10.4 | 12 |
| 21 Nov | 85231.92 | 1322 | 67.65 | - | 14 | 1.6 | 1.6 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 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 86300 expiring on 24DEC2025
Delta for 86300 PE is -
Historical price for 86300 PE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1405, which was 336.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1068.2, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 121
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1063.4, which was -439.65 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 129
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1503.05, which was -395.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 117
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 121
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 760.1, which was -280.65 lower than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 126
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1069.4, which was -93.75 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 314
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1163.15, which was 50.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 439
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1082.25, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by -144 which decreased total open position to 439
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 894.45, which was 41.55 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 583
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 845.75, which was -55.85 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 597
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 900, which was -162 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 574
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1062, which was -614.45 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 570
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1676.45, which was 262.05 higher than the previous day. The implied volatity was -, the open interest changed by 515 which increased total open position to 560
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1438.35, which was 109.6 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 45
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1322, which was 67.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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
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































































































































































































































