SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 87000 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 | 12.85 | -4.6 | - | 69,122 | 2,062.933 | 4,495.2 | |||||||||
| 17 Dec | 84559.65 | 18.6 | -0.25 | - | 27,007 | 872.8 | 2,432.267 | |||||||||
| 16 Dec | 84679.86 | 18.55 | -39.65 | - | 15,777 | 646.667 | 1,559.467 | |||||||||
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| 15 Dec | 85213.36 | 57.6 | -32 | - | 9,698 | 106.4 | 912.8 | |||||||||
| 12 Dec | 85267.66 | 90.65 | 15.55 | - | 8,292 | 342.133 | 806.4 | |||||||||
| 11 Dec | 84818.13 | 75.15 | -15.45 | - | 3,738 | 178.667 | 464.267 | |||||||||
| 10 Dec | 84391.27 | 93.1 | -16 | - | 1,654 | 51.2 | 285.6 | |||||||||
| 9 Dec | 84666.28 | 110.4 | -74.95 | - | 1,451 | 7.733 | 234.4 | |||||||||
| 8 Dec | 85102.69 | 182.25 | -148.3 | - | 1,566 | 40.533 | 226.667 | |||||||||
| 5 Dec | 85712.37 | 324.15 | 52.9 | - | 1,477 | 30.4 | 186.133 | |||||||||
| 4 Dec | 85265.32 | 275.35 | 3.1 | - | 703 | 14.4 | 155.733 | |||||||||
| 3 Dec | 85106.81 | 262.15 | -91.05 | - | 511 | 9.6 | 141.333 | |||||||||
| 2 Dec | 85138.27 | 361.9 | -161.2 | - | 883 | 26.4 | 131.733 | |||||||||
| 1 Dec | 85641.90 | 517 | -70.4 | - | 726 | 29.867 | 105.333 | |||||||||
| 28 Nov | 85706.67 | 602.95 | 0.1 | - | 358 | 14.933 | 75.467 | |||||||||
| 27 Nov | 85720.38 | 603 | 1.85 | - | 513 | -14.4 | 60.533 | |||||||||
| 26 Nov | 85609.51 | 608 | 260.4 | - | 1,078 | -63.2 | 74.933 | |||||||||
| 25 Nov | 84587.01 | 334 | -149.7 | - | 690 | 76.533 | 138.133 | |||||||||
| 24 Nov | 84900.71 | 452 | -156.75 | - | 171 | 16.8 | 61.6 | |||||||||
| 21 Nov | 85231.92 | 600 | -147.7 | - | 163 | 7.467 | 44.8 | |||||||||
| 20 Nov | 85632.68 | 764.6 | 175.55 | - | 235 | -10.133 | 37.333 | |||||||||
| 19 Nov | 85186.47 | 615.2 | 124.2 | - | 130 | 5.333 | 47.467 | |||||||||
| 18 Nov | 84673.02 | 481.5 | -87.8 | - | 37 | 5.333 | 42.133 | |||||||||
| 17 Nov | 84950.95 | 570 | 30.35 | - | 71 | 7.733 | 36.8 | |||||||||
| 14 Nov | 84562.78 | 533.6 | 25.35 | - | 58 | 4.533 | 29.067 | |||||||||
| 13 Nov | 84478.67 | 513.1 | -29.95 | - | 45 | -0.533 | 24.533 | |||||||||
| 12 Nov | 84466.51 | 531.8 | 137.15 | - | 110 | 18.667 | 25.067 | |||||||||
| 11 Nov | 83871.32 | 394.65 | 47.2 | - | 19 | 3.2 | 6.4 | |||||||||
| 10 Nov | 83535.35 | 347.45 | 55.5 | - | 14 | 2.4 | 3.2 | |||||||||
| 7 Nov | 83216.28 | 291.95 | -36.2 | - | 4 | -0.533 | 0.8 | |||||||||
| 6 Nov | 83311.01 | 323.7 | -259.85 | - | 5 | 1.333 | 1.333 | |||||||||
For Sensex 50 - strike price 87000 expiring on 24DEC2025
Delta for 87000 CE is -
Historical price for 87000 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 12.85, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 7736 which increased total open position to 16857
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 18.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 3273 which increased total open position to 9121
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 18.55, which was -39.65 lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 5848
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 57.6, which was -32 lower than the previous day. The implied volatity was -, the open interest changed by 399 which increased total open position to 3423
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 90.65, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by 1283 which increased total open position to 3024
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 75.15, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 670 which increased total open position to 1741
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 93.1, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 192 which increased total open position to 1071
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 110.4, which was -74.95 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 879
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 182.25, which was -148.3 lower than the previous day. The implied volatity was -, the open interest changed by 152 which increased total open position to 850
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 324.15, which was 52.9 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 698
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 275.35, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 584
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 262.15, which was -91.05 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 530
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 361.9, which was -161.2 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 494
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 517, which was -70.4 lower than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 395
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 602.95, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 283
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 603, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -54 which decreased total open position to 227
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 608, which was 260.4 higher than the previous day. The implied volatity was -, the open interest changed by -237 which decreased total open position to 281
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 334, which was -149.7 lower than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 518
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 452, which was -156.75 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 231
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 600, which was -147.7 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 168
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 764.6, which was 175.55 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 140
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 615.2, which was 124.2 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 178
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 481.5, which was -87.8 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 158
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 570, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 138
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 533.6, which was 25.35 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 109
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 513.1, which was -29.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 92
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 531.8, which was 137.15 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 94
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 394.65, which was 47.2 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 24
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 347.45, which was 55.5 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 12
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 291.95, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 323.7, which was -259.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
| SENSEX50 24DEC2025 87000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2399.4 | 109.45 | - | 149 | 14.933 | 68 |
| 17 Dec | 84559.65 | 2289.95 | 189.95 | - | 105 | 24 | 53.067 |
| 16 Dec | 84679.86 | 2100 | 440 | - | 6 | -0.267 | 29.067 |
| 15 Dec | 85213.36 | 1660 | 76.2 | - | 26 | -2.4 | 29.333 |
| 12 Dec | 85267.66 | 1574.2 | -375.95 | - | 34 | 1.6 | 31.733 |
| 11 Dec | 84818.13 | 1949.9 | -400.1 | - | 63 | -5.067 | 30.133 |
| 10 Dec | 84391.27 | 2350 | 285 | - | 38 | 3.2 | 35.2 |
| 9 Dec | 84666.28 | 2065 | 215 | - | 71 | -6.133 | 32 |
| 8 Dec | 85102.69 | 1850 | 702.7 | - | 15 | 0 | 38.133 |
| 5 Dec | 85712.37 | 1147.3 | -372.7 | - | 139 | -30.133 | 38.133 |
| 4 Dec | 85265.32 | 1550 | -120.85 | - | 86 | 13.067 | 68.267 |
| 3 Dec | 85106.81 | 1670.85 | 134.1 | - | 15 | -1.333 | 55.2 |
| 2 Dec | 85138.27 | 1520.7 | 233.65 | - | 302 | -10.933 | 56.533 |
| 1 Dec | 85641.90 | 1301.15 | 71.15 | - | 129 | -3.467 | 67.467 |
| 28 Nov | 85706.67 | 1230 | -30 | - | 37 | 5.867 | 70.933 |
| 27 Nov | 85720.38 | 1260 | -180 | - | 247 | 42.4 | 65.067 |
| 26 Nov | 85609.51 | 1440 | 30.4 | - | 3 | 0.8 | 22.667 |
| 25 Nov | 84587.01 | 1409.6 | -1057.55 | - | 82 | 21.867 | 21.867 |
| 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 87000 expiring on 24DEC2025
Delta for 87000 PE is -
Historical price for 87000 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 2399.4, which was 109.45 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 255
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 2289.95, which was 189.95 higher than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 199
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2100, which was 440 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 109
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1660, which was 76.2 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 110
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1574.2, which was -375.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 119
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1949.9, which was -400.1 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 113
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 2350, which was 285 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 132
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 2065, which was 215 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 120
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1850, which was 702.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1147.3, which was -372.7 lower than the previous day. The implied volatity was -, the open interest changed by -113 which decreased total open position to 143
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1550, which was -120.85 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 256
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1670.85, which was 134.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 207
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1520.7, which was 233.65 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 212
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1301.15, which was 71.15 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 253
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1230, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 266
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1260, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 244
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1440, which was 30.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 85
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1409.6, which was -1057.55 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 82
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































































































































































































































