SENSEX50
Sensex 50
Historical option data for SENSEX50
16 Dec 2025 04:11 PM IST
| SENSEX50 24-DEC-2025 88000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 7.7 | -7.95 | - | 9,540 | 24.533 | 908.8 | |||||||||
| 15 Dec | 85213.36 | 15.15 | -18 | - | 16,573 | -573.067 | 884.267 | |||||||||
| 12 Dec | 85267.66 | 33.3 | -0.35 | - | 4,926 | -16 | 1,457.333 | |||||||||
| 11 Dec | 84818.13 | 33.3 | -15.95 | - | 3,455 | -16.267 | 1,473.333 | |||||||||
| 10 Dec | 84391.27 | 49.5 | -2 | - | 1,559 | 9.6 | 1,489.6 | |||||||||
| 9 Dec | 84666.28 | 51.15 | -28.15 | - | 2,369 | 231.733 | 1,480 | |||||||||
| 8 Dec | 85102.69 | 77 | -45.4 | - | 1,677 | 284.8 | 1,248.267 | |||||||||
| 5 Dec | 85712.37 | 121.85 | 13.4 | - | 2,368 | -4 | 963.467 | |||||||||
| 4 Dec | 85265.32 | 104 | -15.15 | - | 1,436 | 152.533 | 967.467 | |||||||||
| 3 Dec | 85106.81 | 118 | -32.15 | - | 1,318 | 85.867 | 814.933 | |||||||||
| 2 Dec | 85138.27 | 156.35 | -86.15 | - | 1,554 | -4.8 | 729.067 | |||||||||
| 1 Dec | 85641.90 | 242 | -33.85 | - | 3,741 | 335.467 | 733.867 | |||||||||
| 28 Nov | 85706.67 | 290 | 17.3 | - | 1,541 | 257.333 | 398.4 | |||||||||
| 27 Nov | 85720.38 | 270 | -3.5 | - | 545 | 52.8 | 141.067 | |||||||||
| 26 Nov | 85609.51 | 272 | 119.7 | - | 288 | -3.467 | 88.267 | |||||||||
| 25 Nov | 84587.01 | 145.35 | -88.05 | - | 290 | 26.667 | 91.733 | |||||||||
| 24 Nov | 84900.71 | 215.95 | -101.8 | - | 169 | 14.133 | 65.067 | |||||||||
| 21 Nov | 85231.92 | 313.05 | -88.65 | - | 145 | 1.067 | 50.933 | |||||||||
| 20 Nov | 85632.68 | 404.7 | 99.8 | - | 135 | -3.733 | 49.867 | |||||||||
| 19 Nov | 85186.47 | 300 | 50.95 | - | 135 | 2.133 | 53.6 | |||||||||
| 18 Nov | 84673.02 | 243 | -72.9 | - | 115 | -2.4 | 51.467 | |||||||||
| 17 Nov | 84950.95 | 315.9 | 5.75 | - | 134 | 9.6 | 53.867 | |||||||||
| 14 Nov | 84562.78 | 314.15 | 29.2 | - | 124 | -1.6 | 44.267 | |||||||||
| 13 Nov | 84478.67 | 289.2 | -8.8 | - | 179 | -19.2 | 45.867 | |||||||||
| 12 Nov | 84466.51 | 298 | 62.9 | - | 69 | 11.467 | 65.067 | |||||||||
| 11 Nov | 83871.32 | 245 | 40.25 | - | 187 | 39.733 | 53.6 | |||||||||
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| 10 Nov | 83535.35 | 205.6 | 19.9 | - | 62 | 12 | 13.867 | |||||||||
| 7 Nov | 83216.28 | 185.7 | -15.3 | - | 5 | 1.333 | 1.867 | |||||||||
| 6 Nov | 83311.01 | 197.9 | -187 | - | 14 | 0.533 | 0.533 | |||||||||
For Sensex 50 - strike price 88000 expiring on 24DEC2025
Delta for 88000 CE is -
Historical price for 88000 CE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 7.7, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 3408
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 15.15, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by -2149 which decreased total open position to 3316
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 33.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 5465
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 33.3, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 5525
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 49.5, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 5586
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 51.15, which was -28.15 lower than the previous day. The implied volatity was -, the open interest changed by 869 which increased total open position to 5550
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 77, which was -45.4 lower than the previous day. The implied volatity was -, the open interest changed by 1068 which increased total open position to 4681
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 121.85, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 3613
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 104, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 572 which increased total open position to 3628
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 118, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 322 which increased total open position to 3056
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 156.35, which was -86.15 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 2734
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 242, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 1258 which increased total open position to 2752
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 290, which was 17.3 higher than the previous day. The implied volatity was -, the open interest changed by 965 which increased total open position to 1494
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 270, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 529
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 272, which was 119.7 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 331
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 145.35, which was -88.05 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 344
On 24 Nov SENSEX50 was trading at 84900.71. The strike last trading price was 215.95, which was -101.8 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 244
On 21 Nov SENSEX50 was trading at 85231.92. The strike last trading price was 313.05, which was -88.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 191
On 20 Nov SENSEX50 was trading at 85632.68. The strike last trading price was 404.7, which was 99.8 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 187
On 19 Nov SENSEX50 was trading at 85186.47. The strike last trading price was 300, which was 50.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 201
On 18 Nov SENSEX50 was trading at 84673.02. The strike last trading price was 243, which was -72.9 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 193
On 17 Nov SENSEX50 was trading at 84950.95. The strike last trading price was 315.9, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 202
On 14 Nov SENSEX50 was trading at 84562.78. The strike last trading price was 314.15, which was 29.2 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 166
On 13 Nov SENSEX50 was trading at 84478.67. The strike last trading price was 289.2, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 172
On 12 Nov SENSEX50 was trading at 84466.51. The strike last trading price was 298, which was 62.9 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 244
On 11 Nov SENSEX50 was trading at 83871.32. The strike last trading price was 245, which was 40.25 higher than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 201
On 10 Nov SENSEX50 was trading at 83535.35. The strike last trading price was 205.6, which was 19.9 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 52
On 7 Nov SENSEX50 was trading at 83216.28. The strike last trading price was 185.7, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 6 Nov SENSEX50 was trading at 83311.01. The strike last trading price was 197.9, which was -187 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
| SENSEX50 24DEC2025 88000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 3060 | 350.15 | - | 1 | 0 | 1.067 |
| 15 Dec | 85213.36 | 2709.85 | 106.3 | - | 4 | -0.533 | 1.067 |
| 12 Dec | 85267.66 | 2603.55 | -297.3 | - | 2 | 0.267 | 1.6 |
| 11 Dec | 84818.13 | 2900.85 | -546 | - | 12 | -2.933 | 1.333 |
| 10 Dec | 84391.27 | 1815.05 | -753.15 | - | 0 | 0 | 4.267 |
| 9 Dec | 84666.28 | 1815.05 | -753.15 | - | 0 | 0 | 4.267 |
| 8 Dec | 85102.69 | 1815.05 | -753.15 | - | 0 | 0 | 4.267 |
| 5 Dec | 85712.37 | 1815.05 | -753.15 | - | 15 | -2.667 | 4.267 |
| 4 Dec | 85265.32 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 3 Dec | 85106.81 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 2 Dec | 85138.27 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 1 Dec | 85641.90 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 28 Nov | 85706.67 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 27 Nov | 85720.38 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 26 Nov | 85609.51 | 2162.9 | -1030.2 | - | 0 | 0 | 6.933 |
| 25 Nov | 84587.01 | 2162.9 | -1030.2 | - | 26 | 6.933 | 6.933 |
| 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 88000 expiring on 24DEC2025
Delta for 88000 PE is -
Historical price for 88000 PE is as follows
On 16 Dec SENSEX50 was trading at 84679.86. The strike last trading price was 3060, which was 350.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec SENSEX50 was trading at 85213.36. The strike last trading price was 2709.85, which was 106.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 4
On 12 Dec SENSEX50 was trading at 85267.66. The strike last trading price was 2603.55, which was -297.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 11 Dec SENSEX50 was trading at 84818.13. The strike last trading price was 2900.85, which was -546 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 5
On 10 Dec SENSEX50 was trading at 84391.27. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Dec SENSEX50 was trading at 84666.28. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 8 Dec SENSEX50 was trading at 85102.69. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Dec SENSEX50 was trading at 85712.37. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 16
On 4 Dec SENSEX50 was trading at 85265.32. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 3 Dec SENSEX50 was trading at 85106.81. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 2 Dec SENSEX50 was trading at 85138.27. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 1 Dec SENSEX50 was trading at 85641.90. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 28 Nov SENSEX50 was trading at 85706.67. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 Nov SENSEX50 was trading at 85720.38. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 26 Nov SENSEX50 was trading at 85609.51. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 25 Nov SENSEX50 was trading at 84587.01. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26
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































































































































































































































