SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:01 AM IST
| SENSEX50 24-DEC-2025 87300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84683.05 | 14.7 | -24.3 | - | 366 | 0 | 60.267 | |||||||||
| 16 Dec | 84679.86 | 14.7 | -24.3 | - | 366 | 8.8 | 60.267 | |||||||||
| 15 Dec | 85213.36 | 35.5 | -28.95 | - | 105 | 0.533 | 51.467 | |||||||||
| 12 Dec | 85267.66 | 64.3 | -9.6 | - | 362 | 22.133 | 50.933 | |||||||||
| 11 Dec | 84818.13 | 62 | -6.8 | - | 31 | -5.867 | 28.8 | |||||||||
| 10 Dec | 84391.27 | 69.85 | -15.7 | - | 30 | -0.533 | 34.667 | |||||||||
| 9 Dec | 84666.28 | 86.35 | -49.85 | - | 65 | 3.467 | 35.2 | |||||||||
| 8 Dec | 85102.69 | 133.2 | -111.65 | - | 172 | 7.733 | 31.733 | |||||||||
| 5 Dec | 85712.37 | 240.95 | 37.85 | - | 163 | 9.333 | 24 | |||||||||
| 4 Dec | 85265.32 | 194.8 | -18.3 | - | 60 | 0.533 | 14.667 | |||||||||
| 3 Dec | 85106.81 | 216.75 | -57.9 | - | 69 | 0.267 | 14.133 | |||||||||
| 2 Dec | 85138.27 | 277.85 | -141.5 | - | 65 | 2.4 | 13.867 | |||||||||
| 1 Dec | 85641.90 | 414.95 | -56.65 | - | 101 | -8.533 | 11.467 | |||||||||
| 28 Nov | 85706.67 | 480.6 | -7.25 | - | 54 | -2.4 | 20 | |||||||||
| 27 Nov | 85720.38 | 493 | 5.7 | - | 85 | -9.067 | 22.4 | |||||||||
| 26 Nov | 85609.51 | 491.65 | 240.8 | - | 106 | 12.8 | 31.467 | |||||||||
| 25 Nov | 84587.01 | 250.55 | -147.75 | - | 31 | -1.6 | 18.667 | |||||||||
| 24 Nov | 84900.71 | 395.05 | -107.75 | - | 53 | 5.067 | 20.267 | |||||||||
| 21 Nov | 85231.92 | 492.3 | -126.35 | - | 51 | 10.933 | 15.2 | |||||||||
| 20 Nov | 85632.68 | 618.65 | 190.55 | - | 23 | 2.133 | 4.267 | |||||||||
| 19 Nov | 85186.47 | 428.1 | -336.05 | - | 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 | |||||||||
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| 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 87300 expiring on 24DEC2025
Delta for 87300 CE is -
Historical price for 87300 CE is as follows
On 17 Dec SENSEX50 was trading at 84683.05. The strike last trading price was 14.7, which was -24.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 226
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 14.7, which was -24.3 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 226
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 35.5, which was -28.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 193
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 64.3, which was -9.6 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 191
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 62, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 108
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 69.85, which was -15.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 130
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 86.35, which was -49.85 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 132
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 133.2, which was -111.65 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 119
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 240.95, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 90
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 194.8, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 55
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 216.75, which was -57.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 53
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 277.85, which was -141.5 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 52
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 414.95, which was -56.65 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 43
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 480.6, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 75
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 493, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 84
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 491.65, which was 240.8 higher than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 118
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 250.55, which was -147.75 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 70
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 395.05, which was -107.75 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 76
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 492.3, which was -126.35 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 57
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 618.65, which was 190.55 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 16
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 428.1, which was -336.05 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 87300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84683.05 | 2237.6 | 122.75 | - | 2 | 0 | 2.667 |
| 16 Dec | 84679.86 | 2237.6 | 122.75 | - | 2 | 0 | 2.667 |
| 15 Dec | 85213.36 | 1865.2 | -502.2 | - | 0 | 0 | 2.667 |
| 12 Dec | 85267.66 | 1865.2 | -502.2 | - | 7 | 0 | 2.667 |
| 11 Dec | 84818.13 | 1381.55 | -591.3 | - | 0 | 0 | 2.667 |
| 10 Dec | 84391.27 | 1381.55 | -591.3 | - | 0 | 0 | 2.667 |
| 9 Dec | 84666.28 | 1381.55 | -591.3 | - | 0 | 0 | 2.667 |
| 8 Dec | 85102.69 | 1381.55 | -591.3 | - | 0 | 0 | 2.667 |
| 5 Dec | 85712.37 | 1381.55 | -591.3 | - | 1 | 0 | 2.667 |
| 4 Dec | 85265.32 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 3 Dec | 85106.81 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 2 Dec | 85138.27 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 1 Dec | 85641.90 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 28 Nov | 85706.67 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 27 Nov | 85720.38 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 26 Nov | 85609.51 | 1095.65 | -1580 | - | 0 | 0 | 2.667 |
| 25 Nov | 84587.01 | 1095.65 | -1580 | - | 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 87300 expiring on 24DEC2025
Delta for 87300 PE is -
Historical price for 87300 PE is as follows
On 17 Dec SENSEX50 was trading at 84683.05. The strike last trading price was 2237.6, which was 122.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2237.6, which was 122.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 1865.2, which was -502.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 1865.2, which was -502.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 1381.55, which was -591.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1381.55, which was -591.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1381.55, which was -591.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1381.55, which was -591.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1381.55, which was -591.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 1095.65, which was -1580 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 1095.65, which was -1580 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 1095.65, which was -1580 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































































































































































































































