SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:01 PM IST
| SENSEX50 24-DEC-2025 87200 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 | 11.25 | -3.55 | - | 10,923 | 752.267 | 854.133 | |||||||||
| 17 Dec | 84559.65 | 16.85 | 1.2 | - | 499 | 11.467 | 101.867 | |||||||||
| 16 Dec | 84679.86 | 16.95 | -27.75 | - | 390 | 50.4 | 90.4 | |||||||||
| 15 Dec | 85213.36 | 44 | -26.8 | - | 230 | -8 | 40 | |||||||||
| 12 Dec | 85267.66 | 69.85 | 1.95 | - | 374 | -2.667 | 48 | |||||||||
| 11 Dec | 84818.13 | 67.9 | -3.95 | - | 20 | -4.8 | 50.667 | |||||||||
| 10 Dec | 84391.27 | 71.85 | -18.7 | - | 23 | -0.267 | 55.467 | |||||||||
| 9 Dec | 84666.28 | 89.4 | -66.65 | - | 103 | 0.533 | 55.733 | |||||||||
| 8 Dec | 85102.69 | 146.4 | -122.55 | - | 208 | 4.533 | 55.2 | |||||||||
| 5 Dec | 85712.37 | 264.2 | 41.4 | - | 268 | 30.4 | 50.667 | |||||||||
| 4 Dec | 85265.32 | 214.8 | -20.55 | - | 93 | 4.533 | 20.267 | |||||||||
| 3 Dec | 85106.81 | 236 | -61.55 | - | 81 | 1.067 | 15.733 | |||||||||
| 2 Dec | 85138.27 | 302.2 | -147 | - | 69 | 1.333 | 14.667 | |||||||||
| 1 Dec | 85641.90 | 452.85 | -49.65 | - | 57 | -5.333 | 13.333 | |||||||||
| 28 Nov | 85706.67 | 514.15 | -6.8 | - | 55 | -1.067 | 18.667 | |||||||||
| 27 Nov | 85720.38 | 525 | -0.45 | - | 41 | -1.867 | 19.733 | |||||||||
| 26 Nov | 85609.51 | 524.85 | 244.05 | - | 46 | -1.067 | 21.6 | |||||||||
| 25 Nov | 84587.01 | 271.35 | -148.5 | - | 56 | 3.467 | 22.667 | |||||||||
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| 24 Nov | 84900.71 | 406.85 | -140.25 | - | 68 | 13.333 | 19.2 | |||||||||
| 21 Nov | 85231.92 | 546.9 | -126.1 | - | 13 | 3.2 | 5.867 | |||||||||
| 20 Nov | 85632.68 | 673 | 214.05 | - | 14 | 0.533 | 2.667 | |||||||||
| 19 Nov | 85186.47 | 458.95 | -334.55 | - | 12 | 2.133 | 2.133 | |||||||||
| 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 87200 expiring on 24DEC2025
Delta for 87200 CE is -
Historical price for 87200 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 11.25, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 2821 which increased total open position to 3203
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 16.85, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 382
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 16.95, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 189 which increased total open position to 339
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 44, which was -26.8 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 150
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 69.85, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 180
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 67.9, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 190
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 71.85, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 208
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 89.4, which was -66.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 209
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 146.4, which was -122.55 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 207
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 264.2, which was 41.4 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 190
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 214.8, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 76
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 236, which was -61.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 59
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 302.2, which was -147 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 55
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 452.85, which was -49.65 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 50
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 514.15, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 70
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 525, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 74
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 524.85, which was 244.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 81
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 271.35, which was -148.5 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 85
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 406.85, which was -140.25 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 72
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 546.9, which was -126.1 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 22
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 673, which was 214.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 458.95, which was -334.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
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 87200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2617.2 | 387.1 | - | 2 | 0 | 2.933 |
| 17 Dec | 84559.65 | 2230.1 | -302.15 | - | 2 | 0 | 2.933 |
| 16 Dec | 84679.86 | 2095.35 | 270 | - | 0 | 0 | 2.933 |
| 15 Dec | 85213.36 | 2095.35 | 270 | - | 2 | 0 | 2.933 |
| 12 Dec | 85267.66 | 1825.35 | -497.4 | - | 2 | 0 | 2.933 |
| 11 Dec | 84818.13 | 2322.75 | -366.7 | - | 8 | -1.867 | 2.933 |
| 10 Dec | 84391.27 | 1686.65 | -205.9 | - | 0 | 0 | 4.8 |
| 9 Dec | 84666.28 | 1686.65 | -205.9 | - | 0 | 0 | 4.8 |
| 8 Dec | 85102.69 | 1686.65 | -205.9 | - | 0 | 0 | 4.8 |
| 5 Dec | 85712.37 | 1686.65 | -205.9 | - | 1 | 0 | 4.8 |
| 4 Dec | 85265.32 | 1351.5 | -245.3 | - | 0 | 0 | 4.8 |
| 3 Dec | 85106.81 | 1351.5 | -245.3 | - | 0 | 0 | 4.8 |
| 2 Dec | 85138.27 | 1351.5 | -245.3 | - | 0 | 0 | 4.8 |
| 1 Dec | 85641.90 | 1351.5 | -245.3 | - | 8 | 1.867 | 4.8 |
| 28 Nov | 85706.67 | 1379.8 | -380.05 | - | 0 | 0 | 2.933 |
| 27 Nov | 85720.38 | 1379.8 | -380.05 | - | 1 | 0.267 | 2.933 |
| 26 Nov | 85609.51 | 1066.9 | -1538.3 | - | 0 | 0 | 2.667 |
| 25 Nov | 84587.01 | 1066.9 | -1538.3 | - | 10 | 2.667 | 2.667 |
| 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 87200 expiring on 24DEC2025
Delta for 87200 PE is -
Historical price for 87200 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 2617.2, which was 387.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 2230.1, which was -302.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2095.35, which was 270 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2095.35, which was 270 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1825.35, which was -497.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2322.75, which was -366.7 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 11
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1686.65, which was -205.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1686.65, which was -205.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1686.65, which was -205.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1686.65, which was -205.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1351.5, which was -245.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1351.5, which was -245.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1351.5, which was -245.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1351.5, which was -245.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 18
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1379.8, which was -380.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1379.8, which was -380.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1066.9, which was -1538.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 1066.9, which was -1538.3 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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































































































































































































































