SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 86400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84856.26 | 46.5 | -95.2 | - | 1,574 | 0 | 94.4 | |||||||||
| 16 Dec | 84679.86 | 46.5 | -95.2 | - | 1,574 | 42.667 | 94.4 | |||||||||
| 15 Dec | 85213.36 | 143.8 | -47.3 | - | 787 | 15.467 | 51.733 | |||||||||
| 12 Dec | 85267.66 | 193.2 | 37.85 | - | 599 | 3.733 | 36.267 | |||||||||
| 11 Dec | 84818.13 | 146.2 | -3 | - | 195 | 2.4 | 32.533 | |||||||||
| 10 Dec | 84391.27 | 152.3 | -47.85 | - | 360 | 6.667 | 30.133 | |||||||||
| 9 Dec | 84666.28 | 202.25 | -131 | - | 287 | 2.667 | 23.467 | |||||||||
| 8 Dec | 85102.69 | 316.7 | -250.05 | - | 230 | -4.8 | 20.8 | |||||||||
| 5 Dec | 85712.37 | 558.45 | 104.3 | - | 109 | -0.8 | 25.6 | |||||||||
| 4 Dec | 85265.32 | 446 | 2.5 | - | 375 | -25.333 | 26.4 | |||||||||
| 3 Dec | 85106.81 | 449.15 | -108.45 | - | 135 | 5.067 | 51.733 | |||||||||
| 2 Dec | 85138.27 | 565.95 | -222.5 | - | 130 | -5.333 | 46.667 | |||||||||
| 1 Dec | 85641.90 | 776.35 | -92.15 | - | 43 | 1.333 | 52 | |||||||||
| 28 Nov | 85706.67 | 885 | 14.3 | - | 146 | -4.8 | 50.667 | |||||||||
| 27 Nov | 85720.38 | 870.7 | 8.55 | - | 127 | 15.2 | 55.467 | |||||||||
| 26 Nov | 85609.51 | 862.15 | 337.9 | - | 30 | 0 | 40.267 | |||||||||
| 25 Nov | 84587.01 | 503.35 | -214.4 | - | 279 | 32.267 | 40.267 | |||||||||
| 24 Nov | 84900.71 | 704.75 | -145 | - | 19 | 4 | 8 | |||||||||
| 21 Nov | 85231.92 | 849.75 | -157.95 | - | 17 | 1.067 | 4 | |||||||||
| 20 Nov | 85632.68 | 1009.5 | 272 | - | 11 | 0 | 2.933 | |||||||||
|
|
||||||||||||||||
| 19 Nov | 85186.47 | 737.5 | -321.6 | - | 13 | 2.933 | 2.933 | |||||||||
| 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 86400 expiring on 24DEC2025
Delta for 86400 CE is -
Historical price for 86400 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 46.5, which was -95.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 354
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 46.5, which was -95.2 lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 354
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 143.8, which was -47.3 lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 194
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 193.2, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 136
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 146.2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 122
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 152.3, which was -47.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 113
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 202.25, which was -131 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 88
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 316.7, which was -250.05 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 78
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 558.45, which was 104.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 96
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 446, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 99
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 449.15, which was -108.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 194
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 565.95, which was -222.5 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 175
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 776.35, which was -92.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 195
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 885, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 190
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 870.7, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 208
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 862.15, which was 337.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 151
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 503.35, which was -214.4 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 151
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 704.75, which was -145 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 30
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 849.75, which was -157.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 15
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 1009.5, which was 272 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 737.5, which was -321.6 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
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 86400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 1140 | -402.55 | - | 0 | 0 | 21.867 |
| 16 Dec | 84679.86 | 1140 | -402.55 | - | 0 | 0 | 21.867 |
| 15 Dec | 85213.36 | 1140 | -402.55 | - | 0 | 0 | 21.867 |
| 12 Dec | 85267.66 | 1140 | -402.55 | - | 22 | 0.533 | 21.867 |
| 11 Dec | 84818.13 | 1542.55 | -255.95 | - | 4 | -0.533 | 21.333 |
| 10 Dec | 84391.27 | 1800 | 266.25 | - | 7 | -1.867 | 21.867 |
| 9 Dec | 84666.28 | 1535 | 222.6 | - | 6 | -1.333 | 23.733 |
| 8 Dec | 85102.69 | 1312.4 | 474.7 | - | 77 | -15.2 | 25.067 |
| 5 Dec | 85712.37 | 837.7 | -317.6 | - | 159 | 17.6 | 40.267 |
| 4 Dec | 85265.32 | 1155.3 | -65.7 | - | 224 | -26.667 | 22.667 |
| 3 Dec | 85106.81 | 1226.9 | 75.05 | - | 16 | 0.267 | 49.333 |
| 2 Dec | 85138.27 | 1152.25 | 152.05 | - | 49 | 9.6 | 49.067 |
| 1 Dec | 85641.90 | 1000.2 | 70.4 | - | 35 | 1.067 | 39.467 |
| 28 Nov | 85706.67 | 929.8 | -29 | - | 44 | -0.267 | 38.4 |
| 27 Nov | 85720.38 | 958.95 | -115.45 | - | 201 | 26.933 | 38.667 |
| 26 Nov | 85609.51 | 1074.4 | 161.9 | - | 45 | 8 | 11.733 |
| 25 Nov | 84587.01 | 912.5 | -511.45 | - | 13 | 0.8 | 3.733 |
| 24 Nov | 84900.71 | 1423.95 | 12.75 | - | 9 | 1.867 | 2.933 |
| 21 Nov | 85231.92 | 1411.2 | 102.9 | - | 10 | 1.067 | 1.067 |
| 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 86400 expiring on 24DEC2025
Delta for 86400 PE is -
Historical price for 86400 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 82
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1542.55, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 80
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1800, which was 266.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 82
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1535, which was 222.6 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 89
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1312.4, which was 474.7 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 94
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 837.7, which was -317.6 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 151
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1155.3, which was -65.7 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 85
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1226.9, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 185
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1152.25, which was 152.05 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 184
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1000.2, which was 70.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 148
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 929.8, which was -29 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 144
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 958.95, which was -115.45 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 145
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1074.4, which was 161.9 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 44
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 912.5, which was -511.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1423.95, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 11
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1411.2, which was 102.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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































































































































































































































