SENSEX

Sensex

84988.93 +507.12 (0.60%)

L: 84734.96 H: 85010.29

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Historical option data for SENSEX
19 Dec 2025 09:37 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 86300 CE
Delta: 0.10 Vega: 17.63 Theta: -17.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84991.81	41.75 ₹ 835	15.35 307.00	8.90	27,858 5,57,160	1,028 20,560	5,805 1,16,100
18 Dec	84481.81	25.2 ₹ 504	-16.4 -328.00	-	12,372 2,47,440	1,931 38,620	4,777 95,540
17 Dec	84559.65	43.6 ₹ 872	-14.15 -283.00	-	8,371 1,67,420	2,049 40,980	2,846 56,920
16 Dec	84679.86	56.15 ₹ 1,123	-108 -2160.00	-	2,740 54,800	477 9,540	797 15,940
15 Dec	85213.36	160.65 ₹ 3,213	-58.55 -1171.00	-	723 14,460	133 2,660	320 6,400
12 Dec	85267.66	219.1 ₹ 4,382	51.9 1038.00	-	755 15,100	70 1,400	187 3,740
11 Dec	84818.13	168.25 ₹ 3,365	7.35 147.00	-	178 3,560	22 440	117 2,340
10 Dec	84391.27	162.15 ₹ 3,243	-62.25 -1245.00	-	358 7,160	3 60	95 1,900
9 Dec	84666.28	219.7 ₹ 4,394	-134.95 -2699.00	-	118 2,360	-19 -380	92 1,840
8 Dec	85102.69	347.1 ₹ 6,942	-263.5 -5270.00	-	123 2,460	-8 -160	111 2,220
5 Dec	85712.37	605.85 ₹ 12,117	117.35 2347.00	-	164 3,280	-4 -80	119 2,380
4 Dec	85265.32	480.85 ₹ 9,617	-5.1 -102.00	-	189 3,780	-60 -1,200	123 2,460
3 Dec	85106.81	486.7 ₹ 9,734	-106.3 -2126.00	-	86 1,720	29 580	183 3,660
2 Dec	85138.27	611.4 ₹ 12,228	-229.35 -4587.00	-	48 960	24 480	154 3,080
1 Dec	85641.90	828.3 ₹ 16,566	-96.75 -1935.00	-	71 1,420	25 500	130 2,600
28 Nov	85706.67	927.4 ₹ 18,548	-8.2 -164.00	-	38 760	13 260	105 2,100
27 Nov	85720.38	950 ₹ 19,000	34.6 692.00	-	46 920	6 120	92 1,840
26 Nov	85609.51	911.45 ₹ 18,229	351.05 7021.00	-	77 1,540	10 200	86 1,720
25 Nov	84587.01	537.95 ₹ 10,759	-236.45 -4729.00	-	364 7,280	48 960	76 1,520
24 Nov	84900.71	722.35 ₹ 14,447	-178.25 -3565.00	-	22 440	15 300	28 560
21 Nov	85231.92	900.6 ₹ 18,012	-96.85 -1937.00	-	11 220	1 20	13 260
20 Nov	85632.68	997.45 ₹ 19,949	139.55 2791.00	-	8 160	1 20	12 240
19 Nov	85186.47	857.9 ₹ 17,158	-238.45 -4769.00	-	8 160	1 20	11 220
18 Nov	84673.02	829.15 ₹ 16,583	-6.15 -123.00	-	0 0	0 0	10 200
17 Nov	84950.95	829.15 ₹ 16,583	-6.15 -123.00	-	13 260	10 200	10 200
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 86300 expiring on 24DEC2025

Delta for 86300 CE is 0.10

Historical price for 86300 CE is as follows

On 19 Dec SENSEX was trading at 84991.81. The strike last trading price was 41.75, which was 15.35 higher than the previous day. The implied volatity was 8.90, the open interest changed by 1028 which increased total open position to 5805

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 25.2, which was -16.4 lower than the previous day. The implied volatity was -, the open interest changed by 1931 which increased total open position to 4777

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 43.6, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 2049 which increased total open position to 2846

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 56.15, which was -108 lower than the previous day. The implied volatity was -, the open interest changed by 477 which increased total open position to 797

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 160.65, which was -58.55 lower than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 320

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 219.1, which was 51.9 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 187

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 168.25, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 117

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 162.15, which was -62.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 95

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 219.7, which was -134.95 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 92

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 347.1, which was -263.5 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 111

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 605.85, which was 117.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 119

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 480.85, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 123

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 486.7, which was -106.3 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 183

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 611.4, which was -229.35 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 154

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 828.3, which was -96.75 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 130

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 927.4, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 105

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 950, which was 34.6 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 92

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 911.45, which was 351.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 86

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 537.95, which was -236.45 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 76

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 722.35, which was -178.25 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 28

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 900.6, which was -96.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 997.45, which was 139.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 857.9, which was -238.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11

On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 829.15, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 829.15, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10

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 86300 PE
Delta: -0.80 Vega: 28.85 Theta: -19.06 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84991.81	1344.1 ₹ 26,882	-372.65 -7453.00	13.81	5 100	0 0	110 2,200
18 Dec	84481.81	1716.65 ₹ 34,333	41.65 833.00	-	49 980	-12 -240	110 2,200
17 Dec	84559.65	1675 ₹ 33,500	270 5400.00	-	11 220	1 20	122 2,440
16 Dec	84679.86	1405 ₹ 28,100	336.8 6736.00	-	2 40	0 0	121 2,420
15 Dec	85213.36	1068.2 ₹ 21,364	4.8 96.00	-	25 500	-8 -160	121 2,420
12 Dec	85267.66	1063.4 ₹ 21,268	-439.65 -8793.00	-	26 520	12 240	129 2,580
11 Dec	84818.13	1503.05 ₹ 30,061	-395.05 -7901.00	-	5 100	-4 -80	117 2,340
10 Dec	84391.27	1285.8 ₹ 25,716	522.5 10450.00	-	0 0	0 0	121 2,420
9 Dec	84666.28	1285.8 ₹ 25,716	522.5 10450.00	-	0 0	0 0	121 2,420
8 Dec	85102.69	1285.8 ₹ 25,716	522.5 10450.00	-	8 160	-5 -100	121 2,420
5 Dec	85712.37	760.1 ₹ 15,202	-280.65 -5613.00	-	477 9,540	-188 -3,760	126 2,520
4 Dec	85265.32	1069.4 ₹ 21,388	-93.75 -1875.00	-	208 4,160	-125 -2,500	314 6,280
3 Dec	85106.81	1163.15 ₹ 23,263	50.9 1018.00	-	8 160	0 0	439 8,780
2 Dec	85138.27	1082.25 ₹ 21,645	188.8 3776.00	-	180 3,600	-144 -2,880	439 8,780
1 Dec	85641.90	894.45 ₹ 17,889	41.55 831.00	-	297 5,940	-14 -280	583 11,660
28 Nov	85706.67	845.75 ₹ 16,915	-55.85 -1117.00	-	75 1,500	23 460	597 11,940
27 Nov	85720.38	900 ₹ 18,000	-162 -3240.00	-	34 680	4 80	574 11,480
26 Nov	85609.51	1062 ₹ 21,240	-614.45 -12289.00	-	27 540	10 200	570 11,400
25 Nov	84587.01	1676.45 ₹ 33,529	262.05 5241.00	-	779 15,580	515 10,300	560 11,200
24 Nov	84900.71	1438.35 ₹ 28,767	109.6 2192.00	-	39 780	39 780	45 900
21 Nov	85231.92	1322 ₹ 26,440	67.65 1353.00	-	14 280	6 120	6 120
20 Nov	85632.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 86300 expiring on 24DEC2025

Delta for 86300 PE is -0.80

Historical price for 86300 PE is as follows

On 19 Dec SENSEX was trading at 84991.81. The strike last trading price was 1344.1, which was -372.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 110

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1716.65, which was 41.65 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 110

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1675, which was 270 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 122

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1405, which was 336.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1068.2, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 121

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1063.4, which was -439.65 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 129

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1503.05, which was -395.05 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 117

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1285.8, which was 522.5 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 121

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 760.1, which was -280.65 lower than the previous day. The implied volatity was -, the open interest changed by -188 which decreased total open position to 126

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1069.4, which was -93.75 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 314

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1163.15, which was 50.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 439

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1082.25, which was 188.8 higher than the previous day. The implied volatity was -, the open interest changed by -144 which decreased total open position to 439

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 894.45, which was 41.55 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 583

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 845.75, which was -55.85 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 597

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 900, which was -162 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 574

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1062, which was -614.45 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 570

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1676.45, which was 262.05 higher than the previous day. The implied volatity was -, the open interest changed by 515 which increased total open position to 560

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1438.35, which was 109.6 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 45

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1322, which was 67.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6

On 20 Nov SENSEX 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 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

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

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