SENSEX50
Sensex 50
Historical option data for SENSEX50
15 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 87700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85213.36 | 25.5 | -16.35 | - | 90 | 0.267 | 22.4 | |||||||||
| 12 Dec | 85267.66 | 41.95 | -3.7 | - | 37 | 0.267 | 22.133 | |||||||||
| 11 Dec | 84818.13 | 40.6 | -14.4 | - | 8 | 0 | 21.867 | |||||||||
| 10 Dec | 84391.27 | 55 | -6.5 | - | 73 | -5.333 | 21.867 | |||||||||
| 9 Dec | 84666.28 | 61.5 | -29.2 | - | 12 | -2.4 | 27.2 | |||||||||
| 8 Dec | 85102.69 | 90.25 | -71.35 | - | 67 | 5.6 | 29.6 | |||||||||
| 5 Dec | 85712.37 | 157.85 | 19.2 | - | 89 | -1.067 | 24 | |||||||||
| 4 Dec | 85265.32 | 129.8 | -16.85 | - | 87 | 0 | 25.067 | |||||||||
| 3 Dec | 85106.81 | 148.3 | -44.3 | - | 139 | 5.333 | 25.067 | |||||||||
| 2 Dec | 85138.27 | 194.95 | -105.75 | - | 74 | -8.267 | 19.733 | |||||||||
| 1 Dec | 85641.90 | 300.95 | -33.35 | - | 198 | -11.733 | 28 | |||||||||
| 28 Nov | 85706.67 | 345.5 | -4.75 | - | 73 | 0.533 | 39.733 | |||||||||
| 27 Nov | 85720.38 | 359.4 | -51.8 | - | 198 | 33.333 | 39.2 | |||||||||
| 26 Nov | 85609.51 | 172.25 | -110.25 | - | 0 | 0 | 5.867 | |||||||||
| 25 Nov | 84587.01 | 172.25 | -110.25 | - | 6 | 0.267 | 5.867 | |||||||||
| 24 Nov | 84900.71 | 272.7 | -111.75 | - | 19 | 2.133 | 5.6 | |||||||||
| 21 Nov | 85231.92 | 387.35 | -90.9 | - | 8 | 1.067 | 3.467 | |||||||||
| 20 Nov | 85632.68 | 478.25 | 112.4 | - | 8 | 0 | 2.4 | |||||||||
| 19 Nov | 85186.47 | 365.85 | -289.25 | - | 15 | 2.4 | 2.4 | |||||||||
| 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 | |||||||||
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| 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 87700 expiring on 24DEC2025
Delta for 87700 CE is -
Historical price for 87700 CE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 25.5, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 41.95, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 40.6, which was -14.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 55, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 82
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 61.5, which was -29.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 102
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 90.25, which was -71.35 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 111
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 157.85, which was 19.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 90
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 129.8, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 148.3, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 94
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 194.95, which was -105.75 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 74
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 300.95, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 105
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 345.5, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 149
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 359.4, which was -51.8 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 147
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 172.25, which was -110.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 172.25, which was -110.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 272.7, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 21
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 387.35, which was -90.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 478.25, which was 112.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 365.85, which was -289.25 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
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 87700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 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 87700 expiring on 24DEC2025
Delta for 87700 PE is -
Historical price for 87700 PE is as follows
On 15 Dec SENSEX50 was trading at 85213.36. 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 Dec SENSEX50 was trading at 85267.66. 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 Dec SENSEX50 was trading at 84818.13. 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 Dec SENSEX50 was trading at 84391.27. 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 9 Dec SENSEX50 was trading at 84666.28. 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 8 Dec SENSEX50 was trading at 85102.69. 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 5 Dec SENSEX50 was trading at 85712.37. 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 Dec SENSEX50 was trading at 85265.32. 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 3 Dec SENSEX50 was trading at 85106.81. 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 2 Dec SENSEX50 was trading at 85138.27. 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 1 Dec SENSEX50 was trading at 85641.90. 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 28 Nov SENSEX50 was trading at 85706.67. 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 27 Nov SENSEX50 was trading at 85720.38. 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 26 Nov SENSEX50 was trading at 85609.51. 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 25 Nov SENSEX50 was trading at 84587.01. 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 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































































































































































































































