SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 86700 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 | 29.5 | -62.7 | - | 1,628 | 0 | 122.133 | |||||||||
| 16 Dec | 84679.86 | 29.5 | -62.7 | - | 1,628 | 58.4 | 122.133 | |||||||||
| 15 Dec | 85213.36 | 90 | -42.8 | - | 566 | 15.733 | 63.733 | |||||||||
| 12 Dec | 85267.66 | 132.7 | 23.05 | - | 459 | 29.333 | 48 | |||||||||
| 11 Dec | 84818.13 | 106.4 | -6.5 | - | 95 | -11.467 | 18.667 | |||||||||
| 10 Dec | 84391.27 | 114.2 | -34.15 | - | 190 | 2.133 | 30.133 | |||||||||
| 9 Dec | 84666.28 | 147.1 | -103.25 | - | 123 | 2.933 | 28 | |||||||||
| 8 Dec | 85102.69 | 242.65 | -188.15 | - | 202 | -2.667 | 25.067 | |||||||||
| 5 Dec | 85712.37 | 427.4 | 76.8 | - | 286 | 0.267 | 27.733 | |||||||||
| 4 Dec | 85265.32 | 345.6 | 1.4 | - | 309 | -7.733 | 27.467 | |||||||||
| 3 Dec | 85106.81 | 354.7 | -91.85 | - | 92 | -10.933 | 35.2 | |||||||||
| 2 Dec | 85138.27 | 456.7 | -177.85 | - | 142 | 19.2 | 46.133 | |||||||||
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| 1 Dec | 85641.90 | 636.85 | -82.9 | - | 39 | 4 | 26.933 | |||||||||
| 28 Nov | 85706.67 | 726.05 | -7.15 | - | 69 | 3.733 | 22.933 | |||||||||
| 27 Nov | 85720.38 | 733 | 16.45 | - | 56 | 1.867 | 19.2 | |||||||||
| 26 Nov | 85609.51 | 731.25 | 315.05 | - | 92 | -8 | 17.333 | |||||||||
| 25 Nov | 84587.01 | 405.5 | -190.25 | - | 549 | 8 | 25.333 | |||||||||
| 24 Nov | 84900.71 | 588.1 | -138.6 | - | 40 | -0.267 | 17.333 | |||||||||
| 21 Nov | 85231.92 | 726.7 | -157 | - | 7 | 1.067 | 17.6 | |||||||||
| 20 Nov | 85632.68 | 883.7 | 256 | - | 16 | -0.533 | 16.533 | |||||||||
| 19 Nov | 85186.47 | 627.7 | -325.15 | - | 68 | 17.067 | 17.067 | |||||||||
| 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 86700 expiring on 24DEC2025
Delta for 86700 CE is -
Historical price for 86700 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 29.5, which was -62.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 458
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 29.5, which was -62.7 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 458
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 90, which was -42.8 lower than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 239
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 132.7, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 180
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 106.4, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 70
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 114.2, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 113
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 147.1, which was -103.25 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 105
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 242.65, which was -188.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 94
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 427.4, which was 76.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 104
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 345.6, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 103
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 354.7, which was -91.85 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 132
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 456.7, which was -177.85 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 173
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 636.85, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 101
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 726.05, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 86
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 733, which was 16.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 72
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 731.25, which was 315.05 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 65
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 405.5, which was -190.25 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 95
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 588.1, which was -138.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 65
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 726.7, which was -157 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 66
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 883.7, which was 256 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 62
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 627.7, which was -325.15 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 64
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 86700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 1705.6 | 301.7 | - | 6 | 0 | 20.533 |
| 16 Dec | 84679.86 | 1705.6 | 301.7 | - | 6 | -1.6 | 20.533 |
| 15 Dec | 85213.36 | 1403.9 | 75.55 | - | 13 | 0.267 | 22.133 |
| 12 Dec | 85267.66 | 1328.35 | -454.9 | - | 1 | -0.267 | 21.867 |
| 11 Dec | 84818.13 | 1783.25 | -455.95 | - | 15 | -3.2 | 22.133 |
| 10 Dec | 84391.27 | 1805.35 | -103.45 | - | 0 | 0 | 25.333 |
| 9 Dec | 84666.28 | 1805.35 | -103.45 | - | 1 | -0.267 | 25.333 |
| 8 Dec | 85102.69 | 967.05 | -465.9 | - | 0 | 0 | 25.6 |
| 5 Dec | 85712.37 | 967.05 | -465.9 | - | 100 | -12.8 | 25.6 |
| 4 Dec | 85265.32 | 1432.95 | -45 | - | 67 | -16.267 | 38.4 |
| 3 Dec | 85106.81 | 1477.95 | 94.25 | - | 4 | -0.8 | 54.667 |
| 2 Dec | 85138.27 | 1383.7 | 302.9 | - | 32 | -5.6 | 55.467 |
| 1 Dec | 85641.90 | 1080.8 | 11.55 | - | 39 | -1.6 | 61.067 |
| 28 Nov | 85706.67 | 1069.25 | -117.45 | - | 1 | 0 | 62.667 |
| 27 Nov | 85720.38 | 1186.7 | -250.6 | - | 28 | 4.267 | 62.667 |
| 26 Nov | 85609.51 | 1575.05 | -692.1 | - | 0 | 0 | 58.4 |
| 25 Nov | 84587.01 | 1575.05 | -692.1 | - | 244 | 58.4 | 58.4 |
| 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 86700 expiring on 24DEC2025
Delta for 86700 PE is -
Historical price for 86700 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 1705.6, which was 301.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 77
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1705.6, which was 301.7 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 77
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1403.9, which was 75.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1328.35, which was -454.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1783.25, which was -455.95 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 83
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1805.35, which was -103.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1805.35, which was -103.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 95
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 967.05, which was -465.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 967.05, which was -465.9 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 96
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1432.95, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 144
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1477.95, which was 94.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 205
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1383.7, which was 302.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 208
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1080.8, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 229
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1069.25, which was -117.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1186.7, which was -250.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 235
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1575.05, which was -692.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 219
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1575.05, which was -692.1 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 219
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































































































































































































































