SENSEX

Sensex

84923.55 +441.74 (0.52%)

L: 84734.96 H: 85014.83

Back to Option Chain

Historical option data for SENSEX
19 Dec 2025 09:50 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 86700 CE
Delta: 0.05 Vega: 9.75 Theta: -9.91 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84928.07	18.1 ₹ 362	1.2 24.00	9.51	25,735 5,14,700	2,461 49,220	4,490 89,800
18 Dec	84481.81	16.35 ₹ 327	-7.75 -155.00	-	8,164 1,63,280	1,191 23,820	2,029 40,580
17 Dec	84559.65	25.2 ₹ 504	-3.5 -70.00	-	1,572 31,440	380 7,600	838 16,760
16 Dec	84679.86	29.5 ₹ 590	-62.7 -1254.00	-	1,628 32,560	219 4,380	458 9,160
15 Dec	85213.36	90 ₹ 1,800	-42.8 -856.00	-	566 11,320	59 1,180	239 4,780
12 Dec	85267.66	132.7 ₹ 2,654	23.05 461.00	-	459 9,180	110 2,200	180 3,600
11 Dec	84818.13	106.4 ₹ 2,128	-6.5 -130.00	-	95 1,900	-43 -860	70 1,400
10 Dec	84391.27	114.2 ₹ 2,284	-34.15 -683.00	-	190 3,800	8 160	113 2,260
9 Dec	84666.28	147.1 ₹ 2,942	-103.25 -2065.00	-	123 2,460	11 220	105 2,100
8 Dec	85102.69	242.65 ₹ 4,853	-188.15 -3763.00	-	202 4,040	-10 -200	94 1,880
5 Dec	85712.37	427.4 ₹ 8,548	76.8 1536.00	-	286 5,720	1 20	104 2,080
4 Dec	85265.32	345.6 ₹ 6,912	1.4 28.00	-	309 6,180	-29 -580	103 2,060
3 Dec	85106.81	354.7 ₹ 7,094	-91.85 -1837.00	-	92 1,840	-41 -820	132 2,640
2 Dec	85138.27	456.7 ₹ 9,134	-177.85 -3557.00	-	142 2,840	72 1,440	173 3,460
1 Dec	85641.90	636.85 ₹ 12,737	-82.9 -1658.00	-	39 780	15 300	101 2,020

28 Nov	85706.67	726.05 ₹ 14,521	-7.15 -143.00	-	69 1,380	14 280	86 1,720
27 Nov	85720.38	733 ₹ 14,660	16.45 329.00	-	56 1,120	7 140	72 1,440
26 Nov	85609.51	731.25 ₹ 14,625	315.05 6301.00	-	92 1,840	-30 -600	65 1,300
25 Nov	84587.01	405.5 ₹ 8,110	-190.25 -3805.00	-	549 10,980	30 600	95 1,900
24 Nov	84900.71	588.1 ₹ 11,762	-138.6 -2772.00	-	40 800	-1 -20	65 1,300
21 Nov	85231.92	726.7 ₹ 14,534	-157 -3140.00	-	7 140	4 80	66 1,320
20 Nov	85632.68	883.7 ₹ 17,674	256 5120.00	-	16 320	-2 -40	62 1,240
19 Nov	85186.47	627.7 ₹ 12,554	-325.15 -6503.00	-	68 1,360	64 1,280	64 1,280
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 86700 expiring on 24DEC2025

Delta for 86700 CE is 0.05

Historical price for 86700 CE is as follows

On 19 Dec SENSEX was trading at 84928.07. The strike last trading price was 18.1, which was 1.2 higher than the previous day. The implied volatity was 9.51, the open interest changed by 2461 which increased total open position to 4490

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 16.35, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 1191 which increased total open position to 2029

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 25.2, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 838

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 29.5, which was -62.7 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 458

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 90, which was -42.8 lower than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 239

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 132.7, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 180

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 106.4, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 70

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 114.2, which was -34.15 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 113

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 147.1, which was -103.25 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 105

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 242.65, which was -188.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 94

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 427.4, which was 76.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 104

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 345.6, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 103

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 354.7, which was -91.85 lower than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 132

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 456.7, which was -177.85 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 173

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 636.85, which was -82.9 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 101

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 726.05, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 86

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 733, which was 16.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 72

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 731.25, which was 315.05 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 65

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 405.5, which was -190.25 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 95

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 588.1, which was -138.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 65

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 726.7, which was -157 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 66

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 883.7, which was 256 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 62

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 627.7, which was -325.15 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 64

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 86700 PE
Delta: -0.89 Vega: 19.64 Theta: -3.83 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84928.07	1728.7 ₹ 34,574	-358.95 -7179.00	13.28	2 40	0 0	57 1,140
18 Dec	84481.81	2089.05 ₹ 41,781	98.75 1975.00	-	41 820	-14 -280	57 1,140
17 Dec	84559.65	2003.7 ₹ 40,074	298.1 5962.00	-	11 220	-6 -120	71 1,420
16 Dec	84679.86	1705.6 ₹ 34,112	301.7 6034.00	-	6 120	-6 -120	77 1,540
15 Dec	85213.36	1403.9 ₹ 28,078	75.55 1511.00	-	13 260	1 20	83 1,660
12 Dec	85267.66	1328.35 ₹ 26,567	-454.9 -9098.00	-	1 20	-1 -20	82 1,640
11 Dec	84818.13	1783.25 ₹ 35,665	-455.95 -9119.00	-	15 300	-12 -240	83 1,660
10 Dec	84391.27	1805.35 ₹ 36,107	-103.45 -2069.00	-	0 0	0 0	95 1,900
9 Dec	84666.28	1805.35 ₹ 36,107	-103.45 -2069.00	-	1 20	-1 -20	95 1,900
8 Dec	85102.69	967.05 ₹ 19,341	-465.9 -9318.00	-	0 0	0 0	96 1,920
5 Dec	85712.37	967.05 ₹ 19,341	-465.9 -9318.00	-	100 2,000	-48 -960	96 1,920
4 Dec	85265.32	1432.95 ₹ 28,659	-45 -900.00	-	67 1,340	-61 -1,220	144 2,880
3 Dec	85106.81	1477.95 ₹ 29,559	94.25 1885.00	-	4 80	-3 -60	205 4,100
2 Dec	85138.27	1383.7 ₹ 27,674	302.9 6058.00	-	32 640	-21 -420	208 4,160
1 Dec	85641.90	1080.8 ₹ 21,616	11.55 231.00	-	39 780	-6 -120	229 4,580
28 Nov	85706.67	1069.25 ₹ 21,385	-117.45 -2349.00	-	1 20	0 0	235 4,700
27 Nov	85720.38	1186.7 ₹ 23,734	-250.6 -5012.00	-	28 560	16 320	235 4,700
26 Nov	85609.51	1575.05 ₹ 31,501	-692.1 -13842.00	-	0 0	0 0	219 4,380
25 Nov	84587.01	1575.05 ₹ 31,501	-692.1 -13842.00	-	244 4,880	219 4,380	219 4,380
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 86700 expiring on 24DEC2025

Delta for 86700 PE is -0.89

Historical price for 86700 PE is as follows

On 19 Dec SENSEX was trading at 84928.07. The strike last trading price was 1728.7, which was -358.95 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 57

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2089.05, which was 98.75 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 57

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2003.7, which was 298.1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 71

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1705.6, which was 301.7 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 77

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1403.9, which was 75.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1328.35, which was -454.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 82

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1783.25, which was -455.95 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 83

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1805.35, which was -103.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1805.35, which was -103.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 95

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 967.05, which was -465.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 967.05, which was -465.9 lower than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 96

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1432.95, which was -45 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 144

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1477.95, which was 94.25 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 205

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1383.7, which was 302.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 208

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1080.8, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 229

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1069.25, which was -117.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 235

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1186.7, which was -250.6 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 235

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1575.05, which was -692.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 219

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1575.05, which was -692.1 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 219

On 24 Nov SENSEX 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 SENSEX 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 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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