SENSEX

Sensex

84967.5 +485.69 (0.57%)

L: 84734.96 H: 85010.29

Back to Option Chain

Historical option data for SENSEX
19 Dec 2025 09:35 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 24-DEC-2025 85600 CE
Delta: 0.29 Vega: 34.63 Theta: -35.25 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84970.90	156.75 ₹ 3,135	76.4 1528.00	8.68	36,063 7,21,260	2,556 51,120	5,026 1,00,520
18 Dec	84481.81	81.95 ₹ 1,639	-42.05 -841.00	-	27,219 5,44,380	662 13,240	2,470 49,400
17 Dec	84559.65	131.95 ₹ 2,639	-55.15 -1103.00	-	7,705 1,54,100	1,079 21,580	1,808 36,160
16 Dec	84679.86	185.3 ₹ 3,706	-212 -4240.00	-	2,873 57,460	453 9,060	729 14,580
15 Dec	85213.36	401.2 ₹ 8,024	-79.7 -1594.00	-	1,275 25,500	-26 -520	276 5,520
12 Dec	85267.66	478.1 ₹ 9,562	115.45 2309.00	-	912 18,240	66 1,320	302 6,040
11 Dec	84818.13	354.65 ₹ 7,093	41.05 821.00	-	503 10,060	53 1,060	236 4,720
10 Dec	84391.27	306.9 ₹ 6,138	-119.95 -2399.00	-	297 5,940	14 280	183 3,660
9 Dec	84666.28	423.15 ₹ 8,463	-235.4 -4708.00	-	143 2,860	-22 -440	169 3,380
8 Dec	85102.69	640.95 ₹ 12,819	-372.3 -7446.00	-	461 9,220	99 1,980	191 3,820
5 Dec	85712.37	1035 ₹ 20,700	215.95 4319.00	-	213 4,260	-110 -2,200	92 1,840
4 Dec	85265.32	801.9 ₹ 16,038	11.3 226.00	-	161 3,220	-33 -660	202 4,040
3 Dec	85106.81	800 ₹ 16,000	-145.8 -2916.00	-	101 2,020	-1 -20	235 4,700
2 Dec	85138.27	956.35 ₹ 19,127	-268.35 -5367.00	-	287 5,740	-184 -3,680	236 4,720
1 Dec	85641.90	1234 ₹ 24,680	-54.1 -1082.00	-	24 480	-6 -120	420 8,400
28 Nov	85706.67	1288.1 ₹ 25,762	-79 -1580.00	-	15 300	2 40	426 8,520
27 Nov	85720.38	1371.55 ₹ 27,431	63.75 1275.00	-	16 320	6 120	424 8,480
26 Nov	85609.51	1307.8 ₹ 26,156	447.6 8952.00	-	39 780	-2 -40	418 8,360
25 Nov	84587.01	831.25 ₹ 16,625	-248.55 -4971.00	-	1,149 22,980	402 8,040	420 8,400

24 Nov	84900.71	1070.6 ₹ 21,412	-239.4 -4788.00	-	18 360	13 260	18 360
21 Nov	85231.92	1310 ₹ 26,200	-32.35 -647.00	-	12 240	0 0	5 100
20 Nov	85632.68	1342.35 ₹ 26,847	151.3 3026.00	-	6 120	1 20	5 100
19 Nov	85186.47	1191.05 ₹ 23,821	-192.6 -3852.00	-	6 120	4 80	4 80
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	84478.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	84466.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	83871.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	83535.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	83216.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	83311.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 85600 expiring on 24DEC2025

Delta for 85600 CE is 0.29

Historical price for 85600 CE is as follows

On 19 Dec SENSEX was trading at 84970.90. The strike last trading price was 156.75, which was 76.4 higher than the previous day. The implied volatity was 8.68, the open interest changed by 2556 which increased total open position to 5026

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 81.95, which was -42.05 lower than the previous day. The implied volatity was -, the open interest changed by 662 which increased total open position to 2470

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 131.95, which was -55.15 lower than the previous day. The implied volatity was -, the open interest changed by 1079 which increased total open position to 1808

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 185.3, which was -212 lower than the previous day. The implied volatity was -, the open interest changed by 453 which increased total open position to 729

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 401.2, which was -79.7 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 276

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 478.1, which was 115.45 higher than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 302

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 354.65, which was 41.05 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 236

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 306.9, which was -119.95 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 183

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 423.15, which was -235.4 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 169

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 640.95, which was -372.3 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 191

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1035, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by -110 which decreased total open position to 92

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 801.9, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 202

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 800, which was -145.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 235

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 956.35, which was -268.35 lower than the previous day. The implied volatity was -, the open interest changed by -184 which decreased total open position to 236

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1234, which was -54.1 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 420

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1288.1, which was -79 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 426

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1371.55, which was 63.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 424

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1307.8, which was 447.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 418

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 831.25, which was -248.55 lower than the previous day. The implied volatity was -, the open interest changed by 402 which increased total open position to 420

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1070.6, which was -239.4 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 18

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1310, which was -32.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1342.35, which was 151.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1191.05, which was -192.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

On 18 Nov SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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 SENSEX 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

SENSEX 24DEC2025 85600 PE
Delta: -0.70 Vega: 35.19 Theta: -14.09 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84970.90	679.8 ₹ 13,596	-386.85 -7737.00	9.15	1,164 23,280	355 7,100	509 10,180
18 Dec	84481.81	1045.3 ₹ 20,906	60.3 1206.00	-	375 7,500	17 340	154 3,080
17 Dec	84559.65	958.65 ₹ 19,173	91.1 1822.00	-	599 11,980	-14 -280	137 2,740
16 Dec	84679.86	874.15 ₹ 17,483	267.85 5357.00	-	333 6,660	-40 -800	151 3,020
15 Dec	85213.36	609.3 ₹ 12,186	31.6 632.00	-	421 8,420	-45 -900	191 3,820
12 Dec	85267.66	566.55 ₹ 11,331	-278.4 -5568.00	-	604 12,080	168 3,360	236 4,720
11 Dec	84818.13	845 ₹ 16,900	-254 -5080.00	-	17 340	-2 -40	68 1,360
10 Dec	84391.27	1099 ₹ 21,980	103.8 2076.00	-	17 340	7 140	70 1,400
9 Dec	84666.28	995.2 ₹ 19,904	221.45 4429.00	-	30 600	-7 -140	63 1,260
8 Dec	85102.69	799.6 ₹ 15,992	319.6 6392.00	-	219 4,380	-32 -640	70 1,400
5 Dec	85712.37	466.25 ₹ 9,325	-215.95 -4319.00	-	764 15,280	-153 -3,060	102 2,040
4 Dec	85265.32	690 ₹ 13,800	-103.05 -2061.00	-	232 4,640	-131 -2,620	255 5,100
3 Dec	85106.81	784 ₹ 15,680	26.25 525.00	-	112 2,240	8 160	386 7,720
2 Dec	85138.27	729.1 ₹ 14,582	113.95 2279.00	-	402 8,040	-189 -3,780	378 7,560
1 Dec	85641.90	602.35 ₹ 12,047	11.85 237.00	-	405 8,100	-2 -40	567 11,340
28 Nov	85706.67	574.6 ₹ 11,492	-72.7 -1454.00	-	238 4,760	21 420	569 11,380
27 Nov	85720.38	629.6 ₹ 12,592	-114.5 -2290.00	-	312 6,240	-7 -140	548 10,960
26 Nov	85609.51	735 ₹ 14,700	-276.65 -5533.00	-	118 2,360	-37 -740	555 11,100
25 Nov	84587.01	1011.65 ₹ 20,233	-70.7 -1414.00	-	791 15,820	563 11,260	592 11,840
24 Nov	84900.71	1093.1 ₹ 21,862	83.2 1664.00	-	19 380	14 280	29 580
21 Nov	85231.92	996.35 ₹ 19,927	167.6 3352.00	-	24 480	0 0	15 300
20 Nov	85632.68	825 ₹ 16,500	-409 -8180.00	-	16 320	15 300	15 300
19 Nov	85186.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	84478.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	84466.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	83871.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	83535.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	83216.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	83311.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 85600 expiring on 24DEC2025

Delta for 85600 PE is -0.70

Historical price for 85600 PE is as follows

On 19 Dec SENSEX was trading at 84970.90. The strike last trading price was 679.8, which was -386.85 lower than the previous day. The implied volatity was 9.15, the open interest changed by 355 which increased total open position to 509

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1045.3, which was 60.3 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 154

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 958.65, which was 91.1 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 137

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 874.15, which was 267.85 higher than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 151

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 609.3, which was 31.6 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 191

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 566.55, which was -278.4 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 236

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 845, which was -254 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 68

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1099, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 70

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 995.2, which was 221.45 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 63

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 799.6, which was 319.6 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 70

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 466.25, which was -215.95 lower than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 102

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 690, which was -103.05 lower than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 255

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 784, which was 26.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 386

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 729.1, which was 113.95 higher than the previous day. The implied volatity was -, the open interest changed by -189 which decreased total open position to 378

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 602.35, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 567

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 574.6, which was -72.7 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 569

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 629.6, which was -114.5 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 548

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 735, which was -276.65 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 555

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1011.65, which was -70.7 lower than the previous day. The implied volatity was -, the open interest changed by 563 which increased total open position to 592

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1093.1, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 29

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 996.35, which was 167.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 825, which was -409 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15

On 19 Nov SENSEX 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

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