SENSEX

Sensex

84969.76 +487.95 (0.58%)

L: 84734.96 H: 85010.29

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Historical option data for SENSEX
19 Dec 2025 09:36 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 86000 CE
Delta: 0.16 Vega: 24.58 Theta: -24.32 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84966.12	74.1 ₹ 1,482	32.6 652.00	8.82	74,484 14,89,680	2,481 49,620	17,105 3,42,100
18 Dec	84481.81	41.3 ₹ 826	-25.4 -508.00	-	69,265 13,85,300	6,735 1,34,700	14,624 2,92,480
17 Dec	84559.65	71.45 ₹ 1,429	-24.6 -492.00	-	40,586 8,11,720	-673 -13,460	7,889 1,57,780
16 Dec	84679.86	93.55 ₹ 1,871	-152.35 -3047.00	-	27,391 5,47,820	5,891 1,17,820	8,562 1,71,240
15 Dec	85213.36	246.15 ₹ 4,923	-65.85 -1317.00	-	10,608 2,12,160	1,200 24,000	2,671 53,420
12 Dec	85267.66	311.3 ₹ 6,226	75.8 1516.00	-	5,977 1,19,540	-121 -2,420	1,471 29,420
11 Dec	84818.13	235.9 ₹ 4,718	20.1 402.00	-	4,272 85,440	11 220	1,592 31,840
10 Dec	84391.27	206.3 ₹ 4,126	-91.3 -1826.00	-	3,636 72,720	485 9,700	1,581 31,620
9 Dec	84666.28	300 ₹ 6,000	-182.9 -3658.00	-	2,510 50,200	162 3,240	1,096 21,920
8 Dec	85102.69	454.4 ₹ 9,088	-317.85 -6357.00	-	1,923 38,460	65 1,300	934 18,680
5 Dec	85712.37	767.65 ₹ 15,353	146.75 2935.00	-	2,201 44,020	122 2,440	869 17,380
4 Dec	85265.32	596.75 ₹ 11,935	-4.8 -96.00	-	1,867 37,340	-57 -1,140	747 14,940
3 Dec	85106.81	607.65 ₹ 12,153	-132.5 -2650.00	-	1,253 25,060	55 1,100	804 16,080
2 Dec	85138.27	756.9 ₹ 15,138	-240.3 -4806.00	-	979 19,580	-46 -920	749 14,980
1 Dec	85641.90	988.35 ₹ 19,767	-112.05 -2241.00	-	1,220 24,400	212 4,240	795 15,900
28 Nov	85706.67	1115.95 ₹ 22,319	16.1 322.00	-	534 10,680	71 1,420	583 11,660
27 Nov	85720.38	1107.55 ₹ 22,151	26 520.00	-	950 19,000	120 2,400	512 10,240

26 Nov	85609.51	1113.2 ₹ 22,264	438.35 8767.00	-	502 10,040	10 200	392 7,840
25 Nov	84587.01	655 ₹ 13,100	-214.75 -4295.00	-	792 15,840	194 3,880	382 7,640
24 Nov	84900.71	841 ₹ 16,820	-204.25 -4085.00	-	260 5,200	74 1,480	188 3,760
21 Nov	85231.92	1036.25 ₹ 20,725	-207.5 -4150.00	-	314 6,280	-7 -140	114 2,280
20 Nov	85632.68	1254.7 ₹ 25,094	260.3 5206.00	-	256 5,120	24 480	121 2,420
19 Nov	85186.47	1022 ₹ 20,440	148.65 2973.00	-	205 4,100	-33 -660	97 1,940
18 Nov	84673.02	840 ₹ 16,800	-128.6 -2572.00	-	171 3,420	12 240	130 2,600
17 Nov	84950.95	970.4 ₹ 19,408	72.65 1453.00	-	106 2,120	26 520	118 2,360
14 Nov	84562.78	899.85 ₹ 17,997	43.8 876.00	-	243 4,860	0 0	92 1,840
13 Nov	84478.67	867.5 ₹ 17,350	-35.5 -710.00	-	159 3,180	-4 -80	92 1,840
12 Nov	84466.51	900.85 ₹ 18,017	202.85 4057.00	-	113 2,260	71 1,420	96 1,920
11 Nov	83871.32	698 ₹ 13,960	-277.8 -5556.00	-	40 800	25 500	25 500
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 86000 expiring on 24DEC2025

Delta for 86000 CE is 0.16

Historical price for 86000 CE is as follows

On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 74.1, which was 32.6 higher than the previous day. The implied volatity was 8.82, the open interest changed by 2481 which increased total open position to 17105

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 41.3, which was -25.4 lower than the previous day. The implied volatity was -, the open interest changed by 6735 which increased total open position to 14624

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 71.45, which was -24.6 lower than the previous day. The implied volatity was -, the open interest changed by -673 which decreased total open position to 7889

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 93.55, which was -152.35 lower than the previous day. The implied volatity was -, the open interest changed by 5891 which increased total open position to 8562

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 246.15, which was -65.85 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 2671

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 311.3, which was 75.8 higher than the previous day. The implied volatity was -, the open interest changed by -121 which decreased total open position to 1471

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 235.9, which was 20.1 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 1592

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 206.3, which was -91.3 lower than the previous day. The implied volatity was -, the open interest changed by 485 which increased total open position to 1581

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 300, which was -182.9 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 1096

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 454.4, which was -317.85 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 934

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 767.65, which was 146.75 higher than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 869

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 596.75, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 747

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 607.65, which was -132.5 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 804

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 756.9, which was -240.3 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 749

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 988.35, which was -112.05 lower than the previous day. The implied volatity was -, the open interest changed by 212 which increased total open position to 795

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1115.95, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 583

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1107.55, which was 26 higher than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 512

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1113.2, which was 438.35 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 392

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 655, which was -214.75 lower than the previous day. The implied volatity was -, the open interest changed by 194 which increased total open position to 382

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 841, which was -204.25 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 188

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1036.25, which was -207.5 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 114

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1254.7, which was 260.3 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 121

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1022, which was 148.65 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 97

On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 840, which was -128.6 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 130

On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 970.4, which was 72.65 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 118

On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 899.85, which was 43.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92

On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 867.5, which was -35.5 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 92

On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 900.85, which was 202.85 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 96

On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 698, which was -277.8 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25

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 86000 PE
Delta: -0.82 Vega: 26.75 Theta: -5.28 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84966.12	1006.15 ₹ 20,123	-418.2 -8364.00	9.66	725 14,500	165 3,300	770 15,400
18 Dec	84481.81	1429.65 ₹ 28,593	98.1 1962.00	-	1,061 21,220	171 3,420	605 12,100
17 Dec	84559.65	1290 ₹ 25,800	105.25 2105.00	-	975 19,500	-35 -700	434 8,680
16 Dec	84679.86	1190 ₹ 23,800	337.25 6745.00	-	1,072 21,440	14 280	469 9,380
15 Dec	85213.36	856.15 ₹ 17,123	46.8 936.00	-	1,977 39,540	-62 -1,240	455 9,100
12 Dec	85267.66	796.2 ₹ 15,924	-322.35 -6447.00	-	1,440 28,800	222 4,440	517 10,340
11 Dec	84818.13	1121.6 ₹ 22,432	-367.6 -7352.00	-	367 7,340	-36 -720	295 5,900
10 Dec	84391.27	1503.15 ₹ 30,063	260.4 5208.00	-	129 2,580	-31 -620	331 6,620
9 Dec	84666.28	1232.4 ₹ 24,648	226.35 4527.00	-	453 9,060	-187 -3,740	362 7,240
8 Dec	85102.69	1016.9 ₹ 20,338	394.35 7887.00	-	1,031 20,620	-136 -2,720	549 10,980
5 Dec	85712.37	624 ₹ 12,480	-254.85 -5097.00	-	1,982 39,640	207 4,140	685 13,700
4 Dec	85265.32	895.65 ₹ 17,913	-111.55 -2231.00	-	743 14,860	-129 -2,580	478 9,560
3 Dec	85106.81	990 ₹ 19,800	62.3 1246.00	-	478 9,560	-119 -2,380	607 12,140
2 Dec	85138.27	913.45 ₹ 18,269	148.1 2962.00	-	869 17,380	-153 -3,060	726 14,520
1 Dec	85641.90	760 ₹ 15,200	23.15 463.00	-	1,868 37,360	244 4,880	879 17,580
28 Nov	85706.67	721.2 ₹ 14,424	-67.95 -1359.00	-	1,258 25,160	13 260	635 12,700
27 Nov	85720.38	771.15 ₹ 15,423	-131.2 -2624.00	-	1,344 26,880	-50 -1,000	622 12,440
26 Nov	85609.51	890 ₹ 17,800	-465.4 -9308.00	-	592 11,840	26 520	672 13,440
25 Nov	84587.01	1388.7 ₹ 27,774	109.95 2199.00	-	1,338 26,760	367 7,340	646 12,920
24 Nov	84900.71	1319.05 ₹ 26,381	110.15 2203.00	-	318 6,360	73 1,460	279 5,580
21 Nov	85231.92	1209 ₹ 24,180	213.3 4266.00	-	286 5,720	1 20	206 4,120
20 Nov	85632.68	986.25 ₹ 19,725	-288.55 -5771.00	-	198 3,960	151 3,020	205 4,100
19 Nov	85186.47	1274.15 ₹ 25,483	-59.15 -1183.00	-	61 1,220	-14 -280	54 1,080
18 Nov	84673.02	1333.3 ₹ 26,666	-25.3 -506.00	-	14 280	1 20	68 1,360
17 Nov	84950.95	1358.6 ₹ 27,172	-204.65 -4093.00	-	40 800	-1 -20	67 1,340
14 Nov	84562.78	1525.2 ₹ 30,504	41.9 838.00	-	105 2,100	10 200	68 1,360
13 Nov	84478.67	1483.3 ₹ 29,666	-10.55 -211.00	-	47 940	-32 -640	58 1,160
12 Nov	84466.51	1493.9 ₹ 29,878	-1018.75 -20375.00	-	99 1,980	90 1,800	90 1,800
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 86000 expiring on 24DEC2025

Delta for 86000 PE is -0.82

Historical price for 86000 PE is as follows

On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 1006.15, which was -418.2 lower than the previous day. The implied volatity was 9.66, the open interest changed by 165 which increased total open position to 770

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1429.65, which was 98.1 higher than the previous day. The implied volatity was -, the open interest changed by 171 which increased total open position to 605

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1290, which was 105.25 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 434

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1190, which was 337.25 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 469

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 856.15, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 455

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 796.2, which was -322.35 lower than the previous day. The implied volatity was -, the open interest changed by 222 which increased total open position to 517

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1121.6, which was -367.6 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 295

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1503.15, which was 260.4 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 331

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1232.4, which was 226.35 higher than the previous day. The implied volatity was -, the open interest changed by -187 which decreased total open position to 362

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1016.9, which was 394.35 higher than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 549

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 624, which was -254.85 lower than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 685

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 895.65, which was -111.55 lower than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 478

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 990, which was 62.3 higher than the previous day. The implied volatity was -, the open interest changed by -119 which decreased total open position to 607

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 913.45, which was 148.1 higher than the previous day. The implied volatity was -, the open interest changed by -153 which decreased total open position to 726

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 760, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by 244 which increased total open position to 879

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 721.2, which was -67.95 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 635

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 771.15, which was -131.2 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 622

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 890, which was -465.4 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 672

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1388.7, which was 109.95 higher than the previous day. The implied volatity was -, the open interest changed by 367 which increased total open position to 646

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1319.05, which was 110.15 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 279

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1209, which was 213.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 206

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 986.25, which was -288.55 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 205

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1274.15, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 54

On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1333.3, which was -25.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68

On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 1358.6, which was -204.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 67

On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 1525.2, which was 41.9 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 68

On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 1483.3, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 58

On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 1493.9, which was -1018.75 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90

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

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