[--[65.84.65.76]--]

SENSEX

Sensex
85408.7 -116.14 (-0.14%)
L: 85342.19 H: 85738.18

Back to Option Chain


Historical option data for SENSEX

24 Dec 2025 04:11 PM IST
SENSEX 29-JAN-2026 87000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 85408.70 501 -85.95 - 219 42 191
23 Dec 85524.84 582.2 -41.75 - 127 -11 149
22 Dec 85567.48 625.5 151.85 - 167 74 160
19 Dec 84929.36 473.65 85.8 - 175 30 116
18 Dec 84481.81 386 -55.65 - 103 29 86
17 Dec 84559.65 448.15 -73.3 - 55 -8 57
16 Dec 84679.86 524 -176 - 79 26 65
15 Dec 85213.36 700 -48.9 - 56 10 39
12 Dec 85267.66 748.9 55.9 - 50 20 29
11 Dec 84818.13 693 103.4 - 8 2 9
10 Dec 84391.27 589.6 -129.65 - 6 0 7
9 Dec 84666.28 719.25 -173.85 - 11 5 7
8 Dec 85102.69 877.75 -262.35 - 3 -3 2
5 Dec 85712.37 1140.1 148.05 - 2 1 5
4 Dec 85265.32 992.05 53.85 - 1 1 4
3 Dec 85106.81 938.2 -348.8 - 3 3 3
2 Dec 85138.27 0 0 - 0 0 0
1 Dec 85641.90 0 0 - 0 0 0


For Sensex - strike price 87000 expiring on 29JAN2026

Delta for 87000 CE is -

Historical price for 87000 CE is as follows

On 24 Dec SENSEX was trading at 85408.70. The strike last trading price was 501, which was -85.95 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 191


On 23 Dec SENSEX was trading at 85524.84. The strike last trading price was 582.2, which was -41.75 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 149


On 22 Dec SENSEX was trading at 85567.48. The strike last trading price was 625.5, which was 151.85 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 160


On 19 Dec SENSEX was trading at 84929.36. The strike last trading price was 473.65, which was 85.8 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 116


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 386, which was -55.65 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 86


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 448.15, which was -73.3 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 57


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 524, which was -176 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 65


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 700, which was -48.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 39


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 748.9, which was 55.9 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 29


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 693, which was 103.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 589.6, which was -129.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 719.25, which was -173.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 877.75, which was -262.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1140.1, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 992.05, which was 53.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 938.2, which was -348.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 2 Dec SENSEX was trading at 85138.27. 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 1 Dec SENSEX was trading at 85641.90. 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 29JAN2026 87000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 85408.70 1448 48 - 19 -15 68
23 Dec 85524.84 1400 -60 - 43 42 83
22 Dec 85567.48 1460 -612.95 - 49 33 41
19 Dec 84929.36 1678.5 -193.15 - 0 0 8
18 Dec 84481.81 1678.5 -193.15 - 0 0 8
17 Dec 84559.65 1678.5 -193.15 - 0 0 8
16 Dec 84679.86 1678.5 -193.15 - 0 0 8
15 Dec 85213.36 1678.5 -193.15 - 4 3 8
12 Dec 85267.66 1420 -280 - 0 0 5
11 Dec 84818.13 1420 -280 - 0 0 5
10 Dec 84391.27 1420 -280 - 0 0 5
9 Dec 84666.28 1420 -280 - 0 0 5
8 Dec 85102.69 1420 -280 - 0 0 5
5 Dec 85712.37 1420 -280 - 5 4 5
4 Dec 85265.32 1700 -409.35 - 1 1 1
3 Dec 85106.81 0 0 - 0 0 0
2 Dec 85138.27 0 0 - 0 0 0
1 Dec 85641.90 0 0 - 0 0 0


For Sensex - strike price 87000 expiring on 29JAN2026

Delta for 87000 PE is -

Historical price for 87000 PE is as follows

On 24 Dec SENSEX was trading at 85408.70. The strike last trading price was 1448, which was 48 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 68


On 23 Dec SENSEX was trading at 85524.84. The strike last trading price was 1400, which was -60 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 83


On 22 Dec SENSEX was trading at 85567.48. The strike last trading price was 1460, which was -612.95 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 41


On 19 Dec SENSEX was trading at 84929.36. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1700, which was -409.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 3 Dec SENSEX was trading at 85106.81. 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 2 Dec SENSEX was trading at 85138.27. 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 1 Dec SENSEX was trading at 85641.90. 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