SENSEX

Sensex

84982.13 +500.32 (0.59%)

L: 84734.96 H: 85010.29

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Historical option data for SENSEX
19 Dec 2025 09:34 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 86400 CE
Delta: 0.08 Vega: 15.78 Theta: -15.68 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84982.39	35.8 ₹ 716	12.25 245.00	9.12	17,650 3,53,000	2,234 44,680	3,610 72,200
18 Dec	84481.81	23.55 ₹ 471	-12.75 -255.00	-	5,491 1,09,820	503 10,060	1,376 27,520
17 Dec	84559.65	38.55 ₹ 771	-9.75 -195.00	-	3,135 62,700	519 10,380	873 17,460
16 Dec	84679.86	46.5 ₹ 930	-95.2 -1904.00	-	1,574 31,480	160 3,200	354 7,080
15 Dec	85213.36	143.8 ₹ 2,876	-47.3 -946.00	-	787 15,740	58 1,160	194 3,880
12 Dec	85267.66	193.2 ₹ 3,864	37.85 757.00	-	599 11,980	14 280	136 2,720
11 Dec	84818.13	146.2 ₹ 2,924	-3 -60.00	-	195 3,900	9 180	122 2,440
10 Dec	84391.27	152.3 ₹ 3,046	-47.85 -957.00	-	360 7,200	25 500	113 2,260
9 Dec	84666.28	202.25 ₹ 4,045	-131 -2620.00	-	287 5,740	10 200	88 1,760
8 Dec	85102.69	316.7 ₹ 6,334	-250.05 -5001.00	-	230 4,600	-18 -360	78 1,560
5 Dec	85712.37	558.45 ₹ 11,169	104.3 2086.00	-	109 2,180	-3 -60	96 1,920
4 Dec	85265.32	446 ₹ 8,920	2.5 50.00	-	375 7,500	-95 -1,900	99 1,980
3 Dec	85106.81	449.15 ₹ 8,983	-108.45 -2169.00	-	135 2,700	19 380	194 3,880
2 Dec	85138.27	565.95 ₹ 11,319	-222.5 -4450.00	-	130 2,600	-20 -400	175 3,500

1 Dec	85641.90	776.35 ₹ 15,527	-92.15 -1843.00	-	43 860	5 100	195 3,900
28 Nov	85706.67	885 ₹ 17,700	14.3 286.00	-	146 2,920	-18 -360	190 3,800
27 Nov	85720.38	870.7 ₹ 17,414	8.55 171.00	-	127 2,540	57 1,140	208 4,160
26 Nov	85609.51	862.15 ₹ 17,243	337.9 6758.00	-	30 600	0 0	151 3,020
25 Nov	84587.01	503.35 ₹ 10,067	-214.4 -4288.00	-	279 5,580	121 2,420	151 3,020
24 Nov	84900.71	704.75 ₹ 14,095	-145 -2900.00	-	19 380	15 300	30 600
21 Nov	85231.92	849.75 ₹ 16,995	-157.95 -3159.00	-	17 340	4 80	15 300
20 Nov	85632.68	1009.5 ₹ 20,190	272 5440.00	-	11 220	0 0	11 220
19 Nov	85186.47	737.5 ₹ 14,750	-321.6 -6432.00	-	13 260	11 220	11 220
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 86400 expiring on 24DEC2025

Delta for 86400 CE is 0.08

Historical price for 86400 CE is as follows

On 19 Dec SENSEX was trading at 84982.39. The strike last trading price was 35.8, which was 12.25 higher than the previous day. The implied volatity was 9.12, the open interest changed by 2234 which increased total open position to 3610

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 23.55, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 503 which increased total open position to 1376

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 38.55, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 519 which increased total open position to 873

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 46.5, which was -95.2 lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 354

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 143.8, which was -47.3 lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 194

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 193.2, which was 37.85 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 136

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 146.2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 122

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 152.3, which was -47.85 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 113

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 202.25, which was -131 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 88

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 316.7, which was -250.05 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 78

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 558.45, which was 104.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 96

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 446, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -95 which decreased total open position to 99

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 449.15, which was -108.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 194

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 565.95, which was -222.5 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 175

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 776.35, which was -92.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 195

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 885, which was 14.3 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 190

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 870.7, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 208

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 862.15, which was 337.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 151

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 503.35, which was -214.4 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 151

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 704.75, which was -145 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 30

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 849.75, which was -157.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 15

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1009.5, which was 272 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 737.5, which was -321.6 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11

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 86400 PE
Delta: -0.88 Vega: 20.47 Theta: -0.03 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84982.39	1358 ₹ 27,160	-435.05 -8701.00	10.70	7 140	0 0	220 4,400
18 Dec	84481.81	1854.25 ₹ 37,085	404.1 8082.00	-	274 5,480	138 2,760	220 4,400
17 Dec	84559.65	1450.15 ₹ 29,003	-410.1 -8202.00	-	8 160	0 0	82 1,640
16 Dec	84679.86	1140 ₹ 22,800	-402.55 -8051.00	-	0 0	0 0	82 1,640
15 Dec	85213.36	1140 ₹ 22,800	-402.55 -8051.00	-	0 0	0 0	82 1,640
12 Dec	85267.66	1140 ₹ 22,800	-402.55 -8051.00	-	22 440	2 40	82 1,640
11 Dec	84818.13	1542.55 ₹ 30,851	-255.95 -5119.00	-	4 80	-2 -40	80 1,600
10 Dec	84391.27	1800 ₹ 36,000	266.25 5325.00	-	7 140	-7 -140	82 1,640
9 Dec	84666.28	1535 ₹ 30,700	222.6 4452.00	-	6 120	-5 -100	89 1,780
8 Dec	85102.69	1312.4 ₹ 26,248	474.7 9494.00	-	77 1,540	-57 -1,140	94 1,880
5 Dec	85712.37	837.7 ₹ 16,754	-317.6 -6352.00	-	159 3,180	66 1,320	151 3,020
4 Dec	85265.32	1155.3 ₹ 23,106	-65.7 -1314.00	-	224 4,480	-100 -2,000	85 1,700
3 Dec	85106.81	1226.9 ₹ 24,538	75.05 1501.00	-	16 320	1 20	185 3,700
2 Dec	85138.27	1152.25 ₹ 23,045	152.05 3041.00	-	49 980	36 720	184 3,680
1 Dec	85641.90	1000.2 ₹ 20,004	70.4 1408.00	-	35 700	4 80	148 2,960
28 Nov	85706.67	929.8 ₹ 18,596	-29 -580.00	-	44 880	-1 -20	144 2,880
27 Nov	85720.38	958.95 ₹ 19,179	-115.45 -2309.00	-	201 4,020	101 2,020	145 2,900
26 Nov	85609.51	1074.4 ₹ 21,488	161.9 3238.00	-	45 900	30 600	44 880
25 Nov	84587.01	912.5 ₹ 18,250	-511.45 -10229.00	-	13 260	3 60	14 280
24 Nov	84900.71	1423.95 ₹ 28,479	12.75 255.00	-	9 180	7 140	11 220
21 Nov	85231.92	1411.2 ₹ 28,224	102.9 2058.00	-	10 200	4 80	4 80
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 86400 expiring on 24DEC2025

Delta for 86400 PE is -0.88

Historical price for 86400 PE is as follows

On 19 Dec SENSEX was trading at 84982.39. The strike last trading price was 1358, which was -435.05 lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 220

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1854.25, which was 404.1 higher than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 220

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1450.15, which was -410.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1140, which was -402.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 82

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1542.55, which was -255.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 80

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1800, which was 266.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 82

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1535, which was 222.6 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 89

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1312.4, which was 474.7 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 94

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 837.7, which was -317.6 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 151

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1155.3, which was -65.7 lower than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 85

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1226.9, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 185

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1152.25, which was 152.05 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 184

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1000.2, which was 70.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 148

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 929.8, which was -29 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 144

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 958.95, which was -115.45 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 145

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1074.4, which was 161.9 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 44

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 912.5, which was -511.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1423.95, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 11

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1411.2, which was 102.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

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

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