SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 86600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 17.7 | -9.8 | - | 5,929 | 189.333 | 430.4 | |||||||||
| 17 Dec | 84559.65 | 29.7 | -3.65 | - | 1,740 | 126.133 | 241.067 | |||||||||
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| 16 Dec | 84679.86 | 33.85 | -72.6 | - | 1,406 | 49.6 | 114.933 | |||||||||
| 15 Dec | 85213.36 | 103.95 | -44.6 | - | 503 | 7.733 | 65.333 | |||||||||
| 12 Dec | 85267.66 | 150.05 | 29.85 | - | 489 | 16.267 | 57.6 | |||||||||
| 11 Dec | 84818.13 | 118.5 | -6 | - | 302 | -2.133 | 41.333 | |||||||||
| 10 Dec | 84391.27 | 125.6 | -36.05 | - | 228 | 6.667 | 43.467 | |||||||||
| 9 Dec | 84666.28 | 162.65 | -116.8 | - | 184 | 13.867 | 36.8 | |||||||||
| 8 Dec | 85102.69 | 262.9 | -210.5 | - | 252 | 3.733 | 22.933 | |||||||||
| 5 Dec | 85712.37 | 470.9 | 89 | - | 234 | -12.8 | 19.2 | |||||||||
| 4 Dec | 85265.32 | 385.85 | 3.2 | - | 206 | -7.467 | 32 | |||||||||
| 3 Dec | 85106.81 | 385.4 | -95.7 | - | 97 | 0.533 | 39.467 | |||||||||
| 2 Dec | 85138.27 | 492.45 | -195.4 | - | 37 | -2.4 | 38.933 | |||||||||
| 1 Dec | 85641.90 | 690.55 | -77.05 | - | 516 | 9.067 | 41.333 | |||||||||
| 28 Nov | 85706.67 | 774.55 | -5.25 | - | 54 | 2.133 | 32.267 | |||||||||
| 27 Nov | 85720.38 | 783.2 | 25.6 | - | 65 | -0.267 | 30.133 | |||||||||
| 26 Nov | 85609.51 | 756.4 | 294.1 | - | 45 | -5.6 | 30.4 | |||||||||
| 25 Nov | 84587.01 | 435.9 | -194.2 | - | 253 | 21.6 | 36 | |||||||||
| 24 Nov | 84900.71 | 606.75 | -161.5 | - | 21 | 2.133 | 14.4 | |||||||||
| 21 Nov | 85231.92 | 768.25 | -136.55 | - | 8 | 0.533 | 12.267 | |||||||||
| 20 Nov | 85632.68 | 904.8 | 241.9 | - | 31 | 4.267 | 11.733 | |||||||||
| 19 Nov | 85186.47 | 662.9 | -324.45 | - | 32 | 7.467 | 7.467 | |||||||||
| 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 86600 expiring on 24DEC2025
Delta for 86600 CE is -
Historical price for 86600 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 17.7, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 710 which increased total open position to 1614
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 29.7, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 473 which increased total open position to 904
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 33.85, which was -72.6 lower than the previous day. The implied volatity was -, the open interest changed by 186 which increased total open position to 431
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 103.95, which was -44.6 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 245
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 150.05, which was 29.85 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 216
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 118.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 155
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 125.6, which was -36.05 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 163
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 162.65, which was -116.8 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 138
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 262.9, which was -210.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 86
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 470.9, which was 89 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 72
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 385.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 120
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 385.4, which was -95.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 148
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 492.45, which was -195.4 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 146
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 690.55, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 155
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 774.55, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 121
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 783.2, which was 25.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 113
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 756.4, which was 294.1 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 114
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 435.9, which was -194.2 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 135
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 606.75, which was -161.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 54
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 768.25, which was -136.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 46
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 904.8, which was 241.9 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 44
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 662.9, which was -324.45 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28
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 86600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1989.35 | 301.55 | - | 21 | -0.533 | 24.267 |
| 17 Dec | 84559.65 | 1687.8 | -333.2 | - | 7 | -0.267 | 24.8 |
| 16 Dec | 84679.86 | 1340 | 110.95 | - | 0 | 0 | 25.067 |
| 15 Dec | 85213.36 | 1340 | 110.95 | - | 10 | 0 | 25.067 |
| 12 Dec | 85267.66 | 1229.05 | -421.55 | - | 29 | -5.067 | 25.067 |
| 11 Dec | 84818.13 | 1650.6 | -501.55 | - | 16 | -2.4 | 30.133 |
| 10 Dec | 84391.27 | 1724.1 | 574.1 | - | 0 | 0 | 32.533 |
| 9 Dec | 84666.28 | 1724.1 | 574.1 | - | 4 | -1.067 | 32.533 |
| 8 Dec | 85102.69 | 1150 | 180.45 | - | 2 | 0 | 33.6 |
| 5 Dec | 85712.37 | 944.4 | -467.9 | - | 252 | -3.733 | 33.6 |
| 4 Dec | 85265.32 | 1412.3 | 62.2 | - | 5 | -1.067 | 37.333 |
| 3 Dec | 85106.81 | 1353.45 | 32.65 | - | 4 | 0 | 38.4 |
| 2 Dec | 85138.27 | 1320.8 | 230.7 | - | 11 | -2.133 | 38.4 |
| 1 Dec | 85641.90 | 1053.7 | 20.5 | - | 346 | 4 | 40.533 |
| 28 Nov | 85706.67 | 1033.2 | -17.75 | - | 5 | 0.533 | 36.533 |
| 27 Nov | 85720.38 | 1050.95 | -326.1 | - | 31 | 5.6 | 36 |
| 26 Nov | 85609.51 | 1207.3 | -995.15 | - | 0 | 0 | 30.4 |
| 25 Nov | 84587.01 | 1207.3 | -995.15 | - | 114 | 30.4 | 30.4 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 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 86600 expiring on 24DEC2025
Delta for 86600 PE is -
Historical price for 86600 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 1989.35, which was 301.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 91
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 1687.8, which was -333.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1340, which was 110.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1340, which was 110.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1229.05, which was -421.55 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 94
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1650.6, which was -501.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 113
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1724.1, which was 574.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1724.1, which was 574.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 122
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1150, which was 180.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 944.4, which was -467.9 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 126
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1412.3, which was 62.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 140
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1353.45, which was 32.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1320.8, which was 230.7 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 144
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1053.7, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 152
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1033.2, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 137
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1050.95, which was -326.1 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 135
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1207.3, which was -995.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1207.3, which was -995.15 lower than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 114
On 24 Nov SENSEX50 was trading at 84900.71. 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 21 Nov SENSEX50 was trading at 85231.92. 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 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































































































































































































































