SENSEX50
Sensex 50
Historical option data for SENSEX50
17 Dec 2025 09:11 AM IST
| SENSEX50 24-DEC-2025 87800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84856.26 | 9.6 | -11.4 | - | 118 | 0 | 46.667 | |||||||||
| 16 Dec | 84679.86 | 9.6 | -11.4 | - | 118 | 12.267 | 46.667 | |||||||||
| 15 Dec | 85213.36 | 21 | -15.85 | - | 47 | -0.8 | 34.4 | |||||||||
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| 12 Dec | 85267.66 | 38.65 | -7.35 | - | 94 | -0.8 | 35.2 | |||||||||
| 11 Dec | 84818.13 | 46 | 15.3 | - | 26 | -0.533 | 36 | |||||||||
| 10 Dec | 84391.27 | 70 | -18.9 | - | 0 | 0 | 36.533 | |||||||||
| 9 Dec | 84666.28 | 70 | -18.9 | - | 17 | 0.267 | 36.533 | |||||||||
| 8 Dec | 85102.69 | 85.15 | -58.9 | - | 89 | 6.667 | 36.267 | |||||||||
| 5 Dec | 85712.37 | 137.85 | 11.7 | - | 239 | 0.267 | 29.6 | |||||||||
| 4 Dec | 85265.32 | 117.95 | -20.65 | - | 102 | 1.6 | 29.333 | |||||||||
| 3 Dec | 85106.81 | 135 | -40.55 | - | 134 | -0.267 | 27.733 | |||||||||
| 2 Dec | 85138.27 | 177.1 | -103.3 | - | 87 | -4.8 | 28 | |||||||||
| 1 Dec | 85641.90 | 279.3 | -29.55 | - | 291 | -2.4 | 32.8 | |||||||||
| 28 Nov | 85706.67 | 318.2 | -11.35 | - | 71 | 0.533 | 35.2 | |||||||||
| 27 Nov | 85720.38 | 329.55 | 5.15 | - | 126 | 20.533 | 34.667 | |||||||||
| 26 Nov | 85609.51 | 324.4 | 158.8 | - | 13 | 0 | 14.133 | |||||||||
| 25 Nov | 84587.01 | 160.5 | -100 | - | 84 | 9.333 | 14.133 | |||||||||
| 24 Nov | 84900.71 | 250.45 | -105.05 | - | 10 | 2.133 | 4.8 | |||||||||
| 21 Nov | 85231.92 | 355.95 | -95.85 | - | 6 | 1.067 | 2.667 | |||||||||
| 20 Nov | 85632.68 | 451.8 | -33.95 | - | 12 | 1.6 | 1.6 | |||||||||
| 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 87800 expiring on 24DEC2025
Delta for 87800 CE is -
Historical price for 87800 CE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 9.6, which was -11.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 175
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 9.6, which was -11.4 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 175
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 21, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 129
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 38.65, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 132
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 46, which was 15.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 135
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 70, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 70, which was -18.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 137
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 85.15, which was -58.9 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 136
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 137.85, which was 11.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 111
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 117.95, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 110
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 135, which was -40.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 177.1, which was -103.3 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 105
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 279.3, which was -29.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 123
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 318.2, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 132
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 329.55, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 130
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 324.4, which was 158.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 160.5, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 53
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 250.45, which was -105.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 18
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 355.95, which was -95.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 451.8, which was -33.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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
| SENSEX50 24DEC2025 87800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84856.26 | 2685.7 | 16.55 | - | 2 | 0 | 2.667 |
| 16 Dec | 84679.86 | 2685.7 | 16.55 | - | 2 | 0 | 2.667 |
| 15 Dec | 85213.36 | 2669.15 | 325.2 | - | 2 | 0 | 2.667 |
| 12 Dec | 85267.66 | 2343.95 | -493.95 | - | 15 | -2.933 | 2.667 |
| 11 Dec | 84818.13 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 10 Dec | 84391.27 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 9 Dec | 84666.28 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 8 Dec | 85102.69 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 5 Dec | 85712.37 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 4 Dec | 85265.32 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 3 Dec | 85106.81 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 2 Dec | 85138.27 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 1 Dec | 85641.90 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 28 Nov | 85706.67 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 27 Nov | 85720.38 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 26 Nov | 85609.51 | 2010.85 | -1030.15 | - | 0 | 0 | 5.6 |
| 25 Nov | 84587.01 | 2010.85 | -1030.15 | - | 21 | 5.6 | 5.6 |
| 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 87800 expiring on 24DEC2025
Delta for 87800 PE is -
Historical price for 87800 PE is as follows
On 17 Dec SENSEX50 was trading at 84856.26. The strike last trading price was 2685.7, which was 16.55 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 2685.7, which was 16.55 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 2669.15, which was 325.2 higher 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 2343.95, which was -493.95 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 10
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 2010.85, which was -1030.15 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
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































































































































































































































