SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 86500 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 | 38.5 | -85.25 | - | 29,202 | 0 | 2,303.733 | |||||||||
| 16 Dec | 84679.86 | 38.5 | -85.25 | - | 29,202 | 1,706.4 | 2,303.733 | |||||||||
| 15 Dec | 85213.36 | 125.4 | -42.65 | - | 10,262 | 281.867 | 597.333 | |||||||||
| 12 Dec | 85267.66 | 169.7 | 36.05 | - | 4,668 | 77.6 | 315.467 | |||||||||
| 11 Dec | 84818.13 | 129.35 | -9.85 | - | 1,526 | 41.067 | 237.867 | |||||||||
| 10 Dec | 84391.27 | 143.2 | -36.2 | - | 1,435 | 73.867 | 196.8 | |||||||||
| 9 Dec | 84666.28 | 178 | -122.15 | - | 827 | 32.267 | 122.933 | |||||||||
| 8 Dec | 85102.69 | 289.85 | -231.15 | - | 745 | 0.267 | 90.667 | |||||||||
| 5 Dec | 85712.37 | 513.55 | 95 | - | 1,149 | 23.733 | 90.4 | |||||||||
| 4 Dec | 85265.32 | 404.35 | -6.25 | - | 718 | -16.8 | 66.667 | |||||||||
| 3 Dec | 85106.81 | 413.5 | -103.75 | - | 649 | -8.267 | 83.467 | |||||||||
| 2 Dec | 85138.27 | 521.8 | -214.75 | - | 306 | -5.867 | 91.733 | |||||||||
| 1 Dec | 85641.90 | 729.55 | -81.6 | - | 390 | 6.667 | 97.6 | |||||||||
| 28 Nov | 85706.67 | 829.9 | 0.45 | - | 846 | 24.8 | 90.933 | |||||||||
| 27 Nov | 85720.38 | 834.8 | 21.1 | - | 179 | 5.333 | 66.133 | |||||||||
| 26 Nov | 85609.51 | 824.5 | 336.8 | - | 240 | -11.467 | 60.8 | |||||||||
| 25 Nov | 84587.01 | 460 | -200.65 | - | 506 | 42.133 | 72.267 | |||||||||
| 24 Nov | 84900.71 | 631.1 | -174.65 | - | 79 | 4.8 | 30.133 | |||||||||
| 21 Nov | 85231.92 | 804.65 | -179.55 | - | 170 | -1.6 | 25.333 | |||||||||
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| 20 Nov | 85632.68 | 991.8 | 223.75 | - | 82 | -3.2 | 26.933 | |||||||||
| 19 Nov | 85186.47 | 774.85 | 114.2 | - | 38 | -3.733 | 30.133 | |||||||||
| 18 Nov | 84673.02 | 663.4 | -72.8 | - | 58 | 8.533 | 33.867 | |||||||||
| 17 Nov | 84950.95 | 703.25 | 57.55 | - | 29 | 0.8 | 25.333 | |||||||||
| 14 Nov | 84562.78 | 705.5 | 38.3 | - | 89 | 4 | 24.533 | |||||||||
| 13 Nov | 84478.67 | 661.85 | -38.05 | - | 70 | -1.6 | 20.533 | |||||||||
| 12 Nov | 84466.51 | 698.25 | 279.9 | - | 90 | 21.067 | 22.133 | |||||||||
| 11 Nov | 83871.32 | 418.35 | -405.4 | - | 11 | 0.533 | 1.067 | |||||||||
| 10 Nov | 83535.35 | 353.85 | -87 | - | 0 | 0 | 0.533 | |||||||||
| 7 Nov | 83216.28 | 353.85 | -87 | - | 2 | 0.533 | 0.533 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 86500 expiring on 24DEC2025
Delta for 86500 CE is -
Historical price for 86500 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 38.5, which was -85.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8639
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 38.5, which was -85.25 lower than the previous day. The implied volatity was -, the open interest changed by 6399 which increased total open position to 8639
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 125.4, which was -42.65 lower than the previous day. The implied volatity was -, the open interest changed by 1057 which increased total open position to 2240
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 169.7, which was 36.05 higher than the previous day. The implied volatity was -, the open interest changed by 291 which increased total open position to 1183
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 129.35, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 892
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 143.2, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 738
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 178, which was -122.15 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 461
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 289.85, which was -231.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 340
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 513.55, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 339
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 404.35, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 250
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 413.5, which was -103.75 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 313
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 521.8, which was -214.75 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 344
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 729.55, which was -81.6 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 366
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 829.9, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 341
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 834.8, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 248
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 824.5, which was 336.8 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 228
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 460, which was -200.65 lower than the previous day. The implied volatity was -, the open interest changed by 158 which increased total open position to 271
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 631.1, which was -174.65 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 113
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 804.65, which was -179.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 95
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 991.8, which was 223.75 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 101
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 774.85, which was 114.2 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 113
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 663.4, which was -72.8 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 127
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 703.25, which was 57.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 95
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 705.5, which was 38.3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 92
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 661.85, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 77
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 698.25, which was 279.9 higher than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 83
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 418.35, which was -405.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 353.85, which was -87 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 353.85, which was -87 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 86500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 1560 | 349.35 | - | 11 | 0 | 56.8 |
| 16 Dec | 84679.86 | 1560 | 349.35 | - | 11 | -2.133 | 56.8 |
| 15 Dec | 85213.36 | 1210.65 | 43.2 | - | 62 | -1.067 | 58.933 |
| 12 Dec | 85267.66 | 1159.85 | -364.75 | - | 170 | 6.133 | 60 |
| 11 Dec | 84818.13 | 1537.5 | -116.55 | - | 226 | -35.2 | 53.867 |
| 10 Dec | 84391.27 | 1654.05 | 24.05 | - | 11 | -1.067 | 89.067 |
| 9 Dec | 84666.28 | 1630 | 303.65 | - | 82 | -15.467 | 90.133 |
| 8 Dec | 85102.69 | 1326.35 | 455.45 | - | 196 | -16.8 | 105.6 |
| 5 Dec | 85712.37 | 863.5 | -297.65 | - | 3,737 | -1.6 | 122.4 |
| 4 Dec | 85265.32 | 1189 | -127.9 | - | 3,481 | 36.267 | 124 |
| 3 Dec | 85106.81 | 1334.25 | 71.9 | - | 172 | -1.333 | 87.733 |
| 2 Dec | 85138.27 | 1193.3 | 188.95 | - | 88 | -1.333 | 89.067 |
| 1 Dec | 85641.90 | 997 | 52.5 | - | 292 | 3.467 | 90.4 |
| 28 Nov | 85706.67 | 912.55 | -114.65 | - | 204 | 0.533 | 86.933 |
| 27 Nov | 85720.38 | 996.8 | -143.2 | - | 221 | -17.867 | 86.4 |
| 26 Nov | 85609.51 | 1140 | -581.35 | - | 33 | -0.533 | 104.267 |
| 25 Nov | 84587.01 | 1721.35 | 302.7 | - | 842 | 99.2 | 104.8 |
| 24 Nov | 84900.71 | 1418.65 | -37.05 | - | 9 | 1.333 | 5.6 |
| 21 Nov | 85231.92 | 1455.7 | 92.15 | - | 25 | 4.267 | 4.267 |
| 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 86500 expiring on 24DEC2025
Delta for 86500 PE is -
Historical price for 86500 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1560, which was 349.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1560, which was 349.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 213
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1210.65, which was 43.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 221
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1159.85, which was -364.75 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 225
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1537.5, which was -116.55 lower than the previous day. The implied volatity was -, the open interest changed by -132 which decreased total open position to 202
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1654.05, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 334
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1630, which was 303.65 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 338
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1326.35, which was 455.45 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 396
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 863.5, which was -297.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 459
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1189, which was -127.9 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 465
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1334.25, which was 71.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 329
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1193.3, which was 188.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 334
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 997, which was 52.5 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 339
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 912.55, which was -114.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 326
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 996.8, which was -143.2 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 324
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1140, which was -581.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 391
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1721.35, which was 302.7 higher than the previous day. The implied volatity was -, the open interest changed by 372 which increased total open position to 393
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 1418.65, which was -37.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 21
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 1455.7, which was 92.15 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
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































































































































































































































