SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:01 PM IST
| SENSEX50 24-DEC-2025 86800 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 | 15.15 | -6 | - | 10,318 | 185.6 | 581.6 | |||||||||
| 17 Dec | 84559.65 | 23.35 | -1.3 | - | 4,954 | 229.6 | 396 | |||||||||
| 16 Dec | 84679.86 | 22.45 | -57.25 | - | 1,420 | 73.333 | 166.4 | |||||||||
| 15 Dec | 85213.36 | 77.45 | -38.25 | - | 691 | 20.267 | 93.067 | |||||||||
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| 12 Dec | 85267.66 | 115.8 | 23.65 | - | 508 | 42.667 | 72.8 | |||||||||
| 11 Dec | 84818.13 | 86.55 | -15.85 | - | 194 | -12 | 30.133 | |||||||||
| 10 Dec | 84391.27 | 104.7 | -31.05 | - | 85 | -0.8 | 42.133 | |||||||||
| 9 Dec | 84666.28 | 133.2 | -92 | - | 220 | 14.133 | 42.933 | |||||||||
| 8 Dec | 85102.69 | 215.15 | -181.05 | - | 248 | 10.133 | 28.8 | |||||||||
| 5 Dec | 85712.37 | 389.7 | 72.7 | - | 318 | -12.8 | 18.667 | |||||||||
| 4 Dec | 85265.32 | 309.1 | -9.8 | - | 293 | -20 | 31.467 | |||||||||
| 3 Dec | 85106.81 | 324.75 | -93.25 | - | 190 | 5.867 | 51.467 | |||||||||
| 2 Dec | 85138.27 | 415 | -172.15 | - | 130 | 11.2 | 45.6 | |||||||||
| 1 Dec | 85641.90 | 606.5 | -68.6 | - | 78 | 1.333 | 34.4 | |||||||||
| 28 Nov | 85706.67 | 683.95 | -1.3 | - | 34 | 0.267 | 33.067 | |||||||||
| 27 Nov | 85720.38 | 685.2 | -1.4 | - | 69 | -7.467 | 32.8 | |||||||||
| 26 Nov | 85609.51 | 686.8 | 296.3 | - | 40 | -4 | 40.267 | |||||||||
| 25 Nov | 84587.01 | 376.7 | -177.1 | - | 371 | 22.933 | 44.267 | |||||||||
| 24 Nov | 84900.71 | 552.8 | -131.3 | - | 24 | 2.4 | 21.333 | |||||||||
| 21 Nov | 85231.92 | 675.4 | -143.5 | - | 75 | -2.4 | 18.933 | |||||||||
| 20 Nov | 85632.68 | 817.55 | 225.5 | - | 21 | -1.6 | 21.333 | |||||||||
| 19 Nov | 85186.47 | 592.05 | -327.15 | - | 90 | 22.933 | 22.933 | |||||||||
| 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 86800 expiring on 24DEC2025
Delta for 86800 CE is -
Historical price for 86800 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 15.15, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 696 which increased total open position to 2181
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 23.35, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 861 which increased total open position to 1485
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 22.45, which was -57.25 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 624
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 77.45, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 349
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 115.8, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 273
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 86.55, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 113
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 104.7, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 158
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 133.2, which was -92 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 161
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 215.15, which was -181.05 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 108
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 389.7, which was 72.7 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 70
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 309.1, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 118
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 324.75, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 193
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 415, which was -172.15 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 171
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 606.5, which was -68.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 129
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 683.95, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 124
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 685.2, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 123
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 686.8, which was 296.3 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 151
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 376.7, which was -177.1 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 166
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 552.8, which was -131.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 80
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 675.4, which was -143.5 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 71
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 817.55, which was 225.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 80
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 592.05, which was -327.15 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 86
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 86800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2209 | 57.05 | - | 21 | 1.333 | 22.133 |
| 17 Dec | 84559.65 | 2151.95 | -34.95 | - | 5 | 0 | 20.8 |
| 16 Dec | 84679.86 | 1447.15 | -340.5 | - | 0 | 0 | 20.8 |
| 15 Dec | 85213.36 | 1447.15 | -340.5 | - | 0 | 0 | 20.8 |
| 12 Dec | 85267.66 | 1447.15 | -340.5 | - | 4 | 0 | 20.8 |
| 11 Dec | 84818.13 | 1787.65 | -539.7 | - | 24 | -4 | 20.8 |
| 10 Dec | 84391.27 | 1250 | 141.8 | - | 0 | 0 | 24.8 |
| 9 Dec | 84666.28 | 1250 | 141.8 | - | 0 | 0 | 24.8 |
| 8 Dec | 85102.69 | 1250 | 141.8 | - | 1 | 0.267 | 24.8 |
| 5 Dec | 85712.37 | 1108.2 | -395.25 | - | 94 | -17.067 | 24.533 |
| 4 Dec | 85265.32 | 1503.45 | -104.45 | - | 35 | -8.8 | 41.6 |
| 3 Dec | 85106.81 | 1607.9 | 123.9 | - | 3 | -0.8 | 50.4 |
| 2 Dec | 85138.27 | 1484 | 275.4 | - | 60 | -10.133 | 51.2 |
| 1 Dec | 85641.90 | 1208.6 | 70.55 | - | 16 | 0.8 | 61.333 |
| 28 Nov | 85706.67 | 1138.05 | 34.05 | - | 4 | 0.533 | 60.533 |
| 27 Nov | 85720.38 | 1104 | -200.7 | - | 38 | 4 | 60 |
| 26 Nov | 85609.51 | 1300 | -154.7 | - | 14 | 0 | 56 |
| 25 Nov | 84587.01 | 1454.7 | -878.15 | - | 210 | 56 | 56 |
| 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 86800 expiring on 24DEC2025
Delta for 86800 PE is -
Historical price for 86800 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 2209, which was 57.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 83
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 2151.95, which was -34.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1787.65, which was -539.7 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 78
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 93
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1108.2, which was -395.25 lower than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 92
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1503.45, which was -104.45 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 156
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1607.9, which was 123.9 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 189
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1484, which was 275.4 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 192
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1208.6, which was 70.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 230
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1138.05, which was 34.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 227
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1104, which was -200.7 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 225
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1300, which was -154.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1454.7, which was -878.15 lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210
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































































































































































































































