SENSEX50
Sensex 50
Historical option data for SENSEX50
16 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 90000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 5.65 | -0.35 | - | 870 | 88.267 | 257.333 | |||||||||
| 15 Dec | 85213.36 | 5.65 | -5.3 | - | 756 | 25.067 | 169.067 | |||||||||
| 12 Dec | 85267.66 | 11.05 | -3.35 | - | 775 | 31.733 | 144 | |||||||||
| 11 Dec | 84818.13 | 12 | -4.55 | - | 162 | 14.933 | 112.267 | |||||||||
| 10 Dec | 84391.27 | 22.25 | 4.05 | - | 20 | 0.533 | 97.333 | |||||||||
| 9 Dec | 84666.28 | 13.15 | -6.7 | - | 120 | 2.133 | 96.8 | |||||||||
| 8 Dec | 85102.69 | 15.2 | -7.15 | - | 225 | -5.333 | 94.667 | |||||||||
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| 5 Dec | 85712.37 | 18.4 | -13.6 | - | 92 | 4.267 | 100 | |||||||||
| 4 Dec | 85265.32 | 31.95 | 1.35 | - | 63 | 8 | 95.733 | |||||||||
| 3 Dec | 85106.81 | 30.4 | -1.45 | - | 301 | -19.733 | 87.733 | |||||||||
| 2 Dec | 85138.27 | 31.5 | -16.8 | - | 96 | 9.067 | 107.467 | |||||||||
| 1 Dec | 85641.90 | 42.1 | -5.4 | - | 68 | 4.533 | 98.4 | |||||||||
| 28 Nov | 85706.67 | 48.8 | -8.95 | - | 160 | 9.6 | 93.867 | |||||||||
| 27 Nov | 85720.38 | 54.05 | -10.7 | - | 165 | 0 | 84.267 | |||||||||
| 26 Nov | 85609.51 | 60 | -1.85 | - | 106 | 7.467 | 84.267 | |||||||||
| 25 Nov | 84587.01 | 52 | -18.5 | - | 88 | 17.333 | 76.8 | |||||||||
| 24 Nov | 84900.71 | 70 | -21.75 | - | 82 | 13.067 | 59.467 | |||||||||
| 21 Nov | 85231.92 | 87.05 | -27.7 | - | 145 | 22.933 | 46.4 | |||||||||
| 20 Nov | 85632.68 | 124.95 | 21.75 | - | 716 | 10.4 | 23.467 | |||||||||
| 19 Nov | 85186.47 | 116.3 | 16.35 | - | 41 | 2.933 | 13.067 | |||||||||
| 18 Nov | 84673.02 | 99.95 | -31.3 | - | 5 | 0.8 | 10.133 | |||||||||
| 17 Nov | 84950.95 | 131.25 | 7.35 | - | 3 | 0.8 | 9.333 | |||||||||
| 14 Nov | 84562.78 | 130 | 6 | - | 0 | 0 | 8.533 | |||||||||
| 13 Nov | 84478.67 | 130 | 6 | - | 4 | 0.8 | 8.533 | |||||||||
| 12 Nov | 84466.51 | 124 | 31.4 | - | 15 | 1.333 | 7.733 | |||||||||
| 11 Nov | 83871.32 | 92.6 | -23.15 | - | 3 | 0 | 6.4 | |||||||||
| 10 Nov | 83535.35 | 115.75 | 25.75 | - | 6 | 1.6 | 6.4 | |||||||||
| 7 Nov | 83216.28 | 90 | -18.95 | - | 2 | 0.267 | 4.8 | |||||||||
| 6 Nov | 83311.01 | 90 | -77.25 | - | 8 | 1.867 | 4.533 | |||||||||
| 4 Nov | 83459.15 | 167.25 | -23.9 | - | 9 | 2.4 | 2.667 | |||||||||
| 3 Nov | 83978.49 | 191.15 | 19.25 | - | 1 | 0.267 | 0.267 | |||||||||
For Sensex 50 - strike price 90000 expiring on 24DEC2025
Delta for 90000 CE is -
Historical price for 90000 CE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 5.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 331 which increased total open position to 965
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 5.65, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 634
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 11.05, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 540
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 12, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 421
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 22.25, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 365
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 13.15, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 363
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 15.2, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 355
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 18.4, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 375
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 31.95, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 359
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 30.4, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 329
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 31.5, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 403
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 42.1, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 369
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 48.8, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 352
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 54.05, which was -10.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 316
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 60, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 316
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 52, which was -18.5 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 288
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 70, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 223
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 87.05, which was -27.7 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 174
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 124.95, which was 21.75 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 88
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 116.3, which was 16.35 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 49
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 99.95, which was -31.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 38
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 131.25, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 35
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 130, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 130, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 32
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 124, which was 31.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 29
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 92.6, which was -23.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 115.75, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 24
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 90, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 18
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 90, which was -77.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 17
On 4 Nov SENSEX50 was trading at 83459.15. The strike last trading price was 167.25, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 10
On 3 Nov SENSEX50 was trading at 83978.49. The strike last trading price was 191.15, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| SENSEX50 24DEC2025 90000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 15 Dec | 85213.36 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 12 Dec | 85267.66 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 11 Dec | 84818.13 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 10 Dec | 84391.27 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 9 Dec | 84666.28 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 8 Dec | 85102.69 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 5 Dec | 85712.37 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 4 Dec | 85265.32 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 3 Dec | 85106.81 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 2 Dec | 85138.27 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 1 Dec | 85641.90 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 28 Nov | 85706.67 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 27 Nov | 85720.38 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 26 Nov | 85609.51 | 4500 | -366.05 | - | 0 | 0 | 0.267 |
| 25 Nov | 84587.01 | 4500 | -366.05 | - | 1 | 0.267 | 0.267 |
| 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 |
| 4 Nov | 83459.15 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 83978.49 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 90000 expiring on 24DEC2025
Delta for 90000 PE is -
Historical price for 90000 PE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 4500, which was -366.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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
On 4 Nov SENSEX50 was trading at 83459.15. 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 3 Nov SENSEX50 was trading at 83978.49. 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































































































































































































































