[--[65.84.65.76]--]

SENSEX50

Sensex 50
26974.24 -17.50 (-0.06%)
L: 26961.61 H: 27066.34

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Historical option data for SENSEX50

17 Dec 2025 09:11 AM IST
SENSEX50 24-DEC-2025 86700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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