SENSEX50
Sensex 50
Historical option data for SENSEX50
18 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 87900 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 | 8.95 | -1.95 | - | 463 | 21.6 | 83.733 | |||||||||
| 17 Dec | 84559.65 | 10.9 | 1.65 | - | 118 | 5.067 | 62.133 | |||||||||
| 16 Dec | 84679.86 | 8.95 | -11.3 | - | 141 | -3.467 | 57.067 | |||||||||
| 15 Dec | 85213.36 | 16.45 | -18.95 | - | 186 | 2.133 | 60.533 | |||||||||
| 12 Dec | 85267.66 | 33.65 | 0.15 | - | 111 | 9.333 | 58.4 | |||||||||
| 11 Dec | 84818.13 | 33.5 | -38.25 | - | 46 | 0 | 49.067 | |||||||||
| 10 Dec | 84391.27 | 71.75 | 16.8 | - | 7 | 0.533 | 49.067 | |||||||||
| 9 Dec | 84666.28 | 54.65 | -32.3 | - | 8 | -0.267 | 48.533 | |||||||||
| 8 Dec | 85102.69 | 81.75 | -50.45 | - | 98 | 7.733 | 48.8 | |||||||||
| 5 Dec | 85712.37 | 127.6 | 10.6 | - | 127 | -0.267 | 41.067 | |||||||||
| 4 Dec | 85265.32 | 114.6 | -10.05 | - | 124 | 12.8 | 41.333 | |||||||||
| 3 Dec | 85106.81 | 124.65 | -36.2 | - | 68 | 6.933 | 28.533 | |||||||||
| 2 Dec | 85138.27 | 163.6 | -89.65 | - | 158 | 5.067 | 21.6 | |||||||||
| 1 Dec | 85641.90 | 252.65 | -30.6 | - | 166 | -2.133 | 16.533 | |||||||||
| 28 Nov | 85706.67 | 290.35 | 20.6 | - | 60 | 1.067 | 18.667 | |||||||||
| 27 Nov | 85720.38 | 269.75 | -20.7 | - | 61 | 13.6 | 17.6 | |||||||||
| 26 Nov | 85609.51 | 290.45 | 139.2 | - | 18 | -2.133 | 4 | |||||||||
| 25 Nov | 84587.01 | 144.4 | -97.55 | - | 16 | 1.333 | 6.133 | |||||||||
| 24 Nov | 84900.71 | 232.75 | -106.1 | - | 12 | 2.133 | 4.8 | |||||||||
| 21 Nov | 85231.92 | 337 | -89.05 | - | 10 | 1.6 | 2.667 | |||||||||
| 20 Nov | 85632.68 | 426.05 | -35.6 | - | 17 | 1.067 | 1.067 | |||||||||
| 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 | |||||||||
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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 87900 expiring on 24DEC2025
Delta for 87900 CE is -
Historical price for 87900 CE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 314
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 10.9, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 233
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 8.95, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 214
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 16.45, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 227
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 33.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 219
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 33.5, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 71.75, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 184
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 54.65, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 182
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 81.75, which was -50.45 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 183
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 127.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 154
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 114.6, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 155
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 124.65, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 107
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 163.6, which was -89.65 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 81
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 252.65, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 62
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 290.35, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 70
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 269.75, which was -20.7 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 66
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 290.45, which was 139.2 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 15
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 144.4, which was -97.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 23
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 232.75, which was -106.1 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 337, which was -89.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 426.05, which was -35.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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 87900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 3316.6 | 67.75 | - | 2 | 0 | 2.4 |
| 17 Dec | 84559.65 | 2785.85 | 18.7 | - | 0 | 0 | 2.4 |
| 16 Dec | 84679.86 | 2785.85 | 18.7 | - | 2 | 0 | 2.4 |
| 15 Dec | 85213.36 | 2767.15 | 388.9 | - | 2 | 0 | 2.4 |
| 12 Dec | 85267.66 | 2378.25 | -517.45 | - | 13 | -2.933 | 2.4 |
| 11 Dec | 84818.13 | 2895.7 | -454.7 | - | 3 | -0.8 | 5.333 |
| 10 Dec | 84391.27 | 1954.05 | -525.9 | - | 0 | 0 | 6.133 |
| 9 Dec | 84666.28 | 1954.05 | -525.9 | - | 0 | 0 | 6.133 |
| 8 Dec | 85102.69 | 1954.05 | -525.9 | - | 0 | 0 | 6.133 |
| 5 Dec | 85712.37 | 1954.05 | -525.9 | - | 1 | -0.267 | 6.133 |
| 4 Dec | 85265.32 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 3 Dec | 85106.81 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 2 Dec | 85138.27 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 1 Dec | 85641.90 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 28 Nov | 85706.67 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 27 Nov | 85720.38 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 26 Nov | 85609.51 | 2105.15 | -1011.5 | - | 0 | 0 | 6.4 |
| 25 Nov | 84587.01 | 2105.15 | -1011.5 | - | 24 | 6.4 | 6.4 |
| 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 87900 expiring on 24DEC2025
Delta for 87900 PE is -
Historical price for 87900 PE is as follows
On 18 Dec SENSEX50 was trading at 84481.81. The strike last trading price was 3316.6, which was 67.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Dec SENSEX50 was trading at 84559.65. The strike last trading price was 2785.85, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 2785.85, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2767.15, which was 388.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2378.25, which was -517.45 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 9
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2895.7, which was -454.7 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 20
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 23
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24
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































































































































































































































