SENSEX

Sensex

84481.81 -77.84 (-0.09%)

L: 84238.43 H: 84780.19

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Historical option data for SENSEX
18 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 24-DEC-2025 87000 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	12.85 ₹ 257	-4.6 -92.00	-	69,122 13,82,440	7,736 1,54,720	16,857 3,37,140
17 Dec	84559.65	18.6 ₹ 372	-0.25 -5.00	-	27,007 5,40,140	3,273 65,460	9,121 1,82,420
16 Dec	84679.86	18.55 ₹ 371	-39.65 -793.00	-	15,777 3,15,540	2,425 48,500	5,848 1,16,960
15 Dec	85213.36	57.6 ₹ 1,152	-32 -640.00	-	9,698 1,93,960	399 7,980	3,423 68,460
12 Dec	85267.66	90.65 ₹ 1,813	15.55 311.00	-	8,292 1,65,840	1,283 25,660	3,024 60,480
11 Dec	84818.13	75.15 ₹ 1,503	-15.45 -309.00	-	3,738 74,760	670 13,400	1,741 34,820
10 Dec	84391.27	93.1 ₹ 1,862	-16 -320.00	-	1,654 33,080	192 3,840	1,071 21,420
9 Dec	84666.28	110.4 ₹ 2,208	-74.95 -1499.00	-	1,451 29,020	29 580	879 17,580
8 Dec	85102.69	182.25 ₹ 3,645	-148.3 -2966.00	-	1,566 31,320	152 3,040	850 17,000
5 Dec	85712.37	324.15 ₹ 6,483	52.9 1058.00	-	1,477 29,540	114 2,280	698 13,960
4 Dec	85265.32	275.35 ₹ 5,507	3.1 62.00	-	703 14,060	54 1,080	584 11,680
3 Dec	85106.81	262.15 ₹ 5,243	-91.05 -1821.00	-	511 10,220	36 720	530 10,600
2 Dec	85138.27	361.9 ₹ 7,238	-161.2 -3224.00	-	883 17,660	99 1,980	494 9,880
1 Dec	85641.90	517 ₹ 10,340	-70.4 -1408.00	-	726 14,520	112 2,240	395 7,900
28 Nov	85706.67	602.95 ₹ 12,059	0.1 2.00	-	358 7,160	56 1,120	283 5,660
27 Nov	85720.38	603 ₹ 12,060	1.85 37.00	-	513 10,260	-54 -1,080	227 4,540
26 Nov	85609.51	608 ₹ 12,160	260.4 5208.00	-	1,078 21,560	-237 -4,740	281 5,620
25 Nov	84587.01	334 ₹ 6,680	-149.7 -2994.00	-	690 13,800	287 5,740	518 10,360
24 Nov	84900.71	452 ₹ 9,040	-156.75 -3135.00	-	171 3,420	63 1,260	231 4,620
21 Nov	85231.92	600 ₹ 12,000	-147.7 -2954.00	-	163 3,260	28 560	168 3,360
20 Nov	85632.68	764.6 ₹ 15,292	175.55 3511.00	-	235 4,700	-38 -760	140 2,800
19 Nov	85186.47	615.2 ₹ 12,304	124.2 2484.00	-	130 2,600	20 400	178 3,560
18 Nov	84673.02	481.5 ₹ 9,630	-87.8 -1756.00	-	37 740	20 400	158 3,160
17 Nov	84950.95	570 ₹ 11,400	30.35 607.00	-	71 1,420	29 580	138 2,760
14 Nov	84562.78	533.6 ₹ 10,672	25.35 507.00	-	58 1,160	17 340	109 2,180
13 Nov	84478.67	513.1 ₹ 10,262	-29.95 -599.00	-	45 900	-2 -40	92 1,840
12 Nov	84466.51	531.8 ₹ 10,636	137.15 2743.00	-	110 2,200	70 1,400	94 1,880
11 Nov	83871.32	394.65 ₹ 7,893	47.2 944.00	-	19 380	12 240	24 480
10 Nov	83535.35	347.45 ₹ 6,949	55.5 1110.00	-	14 280	9 180	12 240

7 Nov	83216.28	291.95 ₹ 5,839	-36.2 -724.00	-	4 80	-2 -40	3 60
6 Nov	83311.01	323.7 ₹ 6,474	-259.85 -5197.00	-	5 100	5 100	5 100

For Sensex - strike price 87000 expiring on 24DEC2025

Delta for 87000 CE is -

Historical price for 87000 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 12.85, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 7736 which increased total open position to 16857

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 18.6, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 3273 which increased total open position to 9121

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 18.55, which was -39.65 lower than the previous day. The implied volatity was -, the open interest changed by 2425 which increased total open position to 5848

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 57.6, which was -32 lower than the previous day. The implied volatity was -, the open interest changed by 399 which increased total open position to 3423

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 90.65, which was 15.55 higher than the previous day. The implied volatity was -, the open interest changed by 1283 which increased total open position to 3024

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 75.15, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 670 which increased total open position to 1741

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 93.1, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 192 which increased total open position to 1071

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 110.4, which was -74.95 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 879

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 182.25, which was -148.3 lower than the previous day. The implied volatity was -, the open interest changed by 152 which increased total open position to 850

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 324.15, which was 52.9 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 698

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 275.35, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 584

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 262.15, which was -91.05 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 530

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 361.9, which was -161.2 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 494

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 517, which was -70.4 lower than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 395

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 602.95, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 283

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 603, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by -54 which decreased total open position to 227

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 608, which was 260.4 higher than the previous day. The implied volatity was -, the open interest changed by -237 which decreased total open position to 281

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 334, which was -149.7 lower than the previous day. The implied volatity was -, the open interest changed by 287 which increased total open position to 518

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 452, which was -156.75 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 231

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 600, which was -147.7 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 168

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 764.6, which was 175.55 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 140

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 615.2, which was 124.2 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 178

On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 481.5, which was -87.8 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 158

On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 570, which was 30.35 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 138

On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 533.6, which was 25.35 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 109

On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 513.1, which was -29.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 92

On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 531.8, which was 137.15 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 94

On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 394.65, which was 47.2 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 24

On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 347.45, which was 55.5 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 12

On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 291.95, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3

On 6 Nov SENSEX was trading at 83311.01. The strike last trading price was 323.7, which was -259.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

SENSEX 24DEC2025 87000 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	2399.4 ₹ 47,988	109.45 2189.00	-	149 2,980	56 1,120	255 5,100
17 Dec	84559.65	2289.95 ₹ 45,799	189.95 3799.00	-	105 2,100	90 1,800	199 3,980
16 Dec	84679.86	2100 ₹ 42,000	440 8800.00	-	6 120	-1 -20	109 2,180
15 Dec	85213.36	1660 ₹ 33,200	76.2 1524.00	-	26 520	-9 -180	110 2,200
12 Dec	85267.66	1574.2 ₹ 31,484	-375.95 -7519.00	-	34 680	6 120	119 2,380
11 Dec	84818.13	1949.9 ₹ 38,998	-400.1 -8002.00	-	63 1,260	-19 -380	113 2,260
10 Dec	84391.27	2350 ₹ 47,000	285 5700.00	-	38 760	12 240	132 2,640
9 Dec	84666.28	2065 ₹ 41,300	215 4300.00	-	71 1,420	-23 -460	120 2,400
8 Dec	85102.69	1850 ₹ 37,000	702.7 14054.00	-	15 300	0 0	143 2,860
5 Dec	85712.37	1147.3 ₹ 22,946	-372.7 -7454.00	-	139 2,780	-113 -2,260	143 2,860
4 Dec	85265.32	1550 ₹ 31,000	-120.85 -2417.00	-	86 1,720	49 980	256 5,120
3 Dec	85106.81	1670.85 ₹ 33,417	134.1 2682.00	-	15 300	-5 -100	207 4,140
2 Dec	85138.27	1520.7 ₹ 30,414	233.65 4673.00	-	302 6,040	-41 -820	212 4,240
1 Dec	85641.90	1301.15 ₹ 26,023	71.15 1423.00	-	129 2,580	-13 -260	253 5,060
28 Nov	85706.67	1230 ₹ 24,600	-30 -600.00	-	37 740	22 440	266 5,320
27 Nov	85720.38	1260 ₹ 25,200	-180 -3600.00	-	247 4,940	159 3,180	244 4,880
26 Nov	85609.51	1440 ₹ 28,800	30.4 608.00	-	3 60	3 60	85 1,700
25 Nov	84587.01	1409.6 ₹ 28,192	-1057.55 -21151.00	-	82 1,640	82 1,640	82 1,640
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 87000 expiring on 24DEC2025

Delta for 87000 PE is -

Historical price for 87000 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2399.4, which was 109.45 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 255

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2289.95, which was 189.95 higher than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 199

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2100, which was 440 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 109

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1660, which was 76.2 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 110

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1574.2, which was -375.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 119

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1949.9, which was -400.1 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 113

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2350, which was 285 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 132

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2065, which was 215 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 120

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1850, which was 702.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1147.3, which was -372.7 lower than the previous day. The implied volatity was -, the open interest changed by -113 which decreased total open position to 143

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1550, which was -120.85 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 256

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1670.85, which was 134.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 207

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1520.7, which was 233.65 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 212

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1301.15, which was 71.15 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 253

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1230, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 266

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1260, which was -180 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 244

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1440, which was 30.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 85

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1409.6, which was -1057.55 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 82

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

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

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