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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 29-JAN-2026 87000 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	85408.70	501 ₹ 10,020	-85.95 -1719.00	-	219 4,380	42 840	191 3,820
23 Dec	85524.84	582.2 ₹ 11,644	-41.75 -835.00	-	127 2,540	-11 -220	149 2,980
22 Dec	85567.48	625.5 ₹ 12,510	151.85 3037.00	-	167 3,340	74 1,480	160 3,200
19 Dec	84929.36	473.65 ₹ 9,473	85.8 1716.00	-	175 3,500	30 600	116 2,320
18 Dec	84481.81	386 ₹ 7,720	-55.65 -1113.00	-	103 2,060	29 580	86 1,720
17 Dec	84559.65	448.15 ₹ 8,963	-73.3 -1466.00	-	55 1,100	-8 -160	57 1,140
16 Dec	84679.86	524 ₹ 10,480	-176 -3520.00	-	79 1,580	26 520	65 1,300
15 Dec	85213.36	700 ₹ 14,000	-48.9 -978.00	-	56 1,120	10 200	39 780
12 Dec	85267.66	748.9 ₹ 14,978	55.9 1118.00	-	50 1,000	20 400	29 580
11 Dec	84818.13	693 ₹ 13,860	103.4 2068.00	-	8 160	2 40	9 180
10 Dec	84391.27	589.6 ₹ 11,792	-129.65 -2593.00	-	6 120	0 0	7 140
9 Dec	84666.28	719.25 ₹ 14,385	-173.85 -3477.00	-	11 220	5 100	7 140
8 Dec	85102.69	877.75 ₹ 17,555	-262.35 -5247.00	-	3 60	-3 -60	2 40
5 Dec	85712.37	1140.1 ₹ 22,802	148.05 2961.00	-	2 40	1 20	5 100
4 Dec	85265.32	992.05 ₹ 19,841	53.85 1077.00	-	1 20	1 20	4 80
3 Dec	85106.81	938.2 ₹ 18,764	-348.8 -6976.00	-	3 60	3 60	3 60

2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 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 ₹ 28,960	48 960.00	-	19 380	-15 -300	68 1,360
23 Dec	85524.84	1400 ₹ 28,000	-60 -1200.00	-	43 860	42 840	83 1,660
22 Dec	85567.48	1460 ₹ 29,200	-612.95 -12259.00	-	49 980	33 660	41 820
19 Dec	84929.36	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
18 Dec	84481.81	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
17 Dec	84559.65	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
16 Dec	84679.86	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
15 Dec	85213.36	1678.5 ₹ 33,570	-193.15 -3863.00	-	4 80	3 60	8 160
12 Dec	85267.66	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
11 Dec	84818.13	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
10 Dec	84391.27	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
9 Dec	84666.28	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
8 Dec	85102.69	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
5 Dec	85712.37	1420 ₹ 28,400	-280 -5600.00	-	5 100	4 80	5 100
4 Dec	85265.32	1700 ₹ 34,000	-409.35 -8187.00	-	1 20	1 20	1 20
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 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

Related Pages for SENSEX

SENSEX

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD