SENSEX

Sensex

84481.81 -77.84 (-0.09%)

L: 84238.43 H: 84780.19

Back to Option Chain

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 87100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

18 Dec	84481.81	12.1 ₹ 242	-4.35 -87.00	-	3,196 63,920	405 8,100	1,044 20,880
17 Dec	84559.65	17.35 ₹ 347	0 0.00	-	768 15,360	43 860	639 12,780
16 Dec	84679.86	18.05 ₹ 361	-32.1 -642.00	-	1,059 21,180	378 7,560	596 11,920
15 Dec	85213.36	49.5 ₹ 990	-29.35 -587.00	-	226 4,520	56 1,120	218 4,360
12 Dec	85267.66	78.2 ₹ 1,564	-10.15 -203.00	-	442 8,840	-14 -280	162 3,240
11 Dec	84818.13	88.35 ₹ 1,767	11 220.00	-	86 1,720	-14 -280	176 3,520
10 Dec	84391.27	78.5 ₹ 1,570	-22 -440.00	-	40 800	0 0	190 3,800
9 Dec	84666.28	100.5 ₹ 2,010	-67.5 -1350.00	-	84 1,680	9 180	190 3,800
8 Dec	85102.69	161.7 ₹ 3,234	-136.75 -2735.00	-	169 3,380	47 940	181 3,620
5 Dec	85712.37	294.1 ₹ 5,882	49.9 998.00	-	216 4,320	45 900	134 2,680
4 Dec	85265.32	231.5 ₹ 4,630	-15.7 -314.00	-	90 1,800	7 140	89 1,780
3 Dec	85106.81	253 ₹ 5,060	-72.55 -1451.00	-	67 1,340	14 280	82 1,640
2 Dec	85138.27	328.2 ₹ 6,564	-155.75 -3115.00	-	77 1,540	-11 -220	68 1,360
1 Dec	85641.90	490.6 ₹ 9,812	-54.9 -1098.00	-	112 2,240	12 240	79 1,580
28 Nov	85706.67	556.35 ₹ 11,127	-3.45 -69.00	-	44 880	7 140	67 1,340
27 Nov	85720.38	566.05 ₹ 11,321	-0.75 -15.00	-	104 2,080	-37 -740	60 1,200
26 Nov	85609.51	566.8 ₹ 11,336	268.9 5378.00	-	40 800	4 80	97 1,940
25 Nov	84587.01	296.55 ₹ 5,931	-149.2 -2984.00	-	48 960	18 360	93 1,860
24 Nov	84900.71	428.15 ₹ 8,563	-148.25 -2965.00	-	25 500	7 140	75 1,500
21 Nov	85231.92	577.35 ₹ 11,547	-78 -1560.00	-	14 280	2 40	68 1,360
20 Nov	85632.68	655.35 ₹ 13,107	126.9 2538.00	-	20 400	-7 -140	66 1,320
19 Nov	85186.47	528.45 ₹ 10,569	-295.15 -5903.00	-	81 1,620	73 1,460	73 1,460
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 87100 expiring on 24DEC2025

Delta for 87100 CE is -

Historical price for 87100 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 12.1, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 405 which increased total open position to 1044

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 639

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 18.05, which was -32.1 lower than the previous day. The implied volatity was -, the open interest changed by 378 which increased total open position to 596

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 49.5, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 218

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 78.2, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 162

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 88.35, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 176

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 78.5, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 190

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 100.5, which was -67.5 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 190

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 161.7, which was -136.75 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 181

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 294.1, which was 49.9 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 134

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 231.5, which was -15.7 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 89

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 253, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 82

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 328.2, which was -155.75 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 68

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 490.6, which was -54.9 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 79

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 556.35, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 67

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 566.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 60

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 566.8, which was 268.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 97

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 296.55, which was -149.2 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 93

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 428.15, which was -148.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 75

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 577.35, which was -78 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 68

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 655.35, which was 126.9 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 66

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 528.45, which was -295.15 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 73

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 87100 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	2483.9 ₹ 49,678	289.75 5795.00	-	17 340	-3 -60	39 780
17 Dec	84559.65	2194.15 ₹ 43,883	8.7 174.00	-	2 40	-1 -20	42 840
16 Dec	84679.86	2185.45 ₹ 43,709	412.25 8245.00	-	5 100	-2 -40	43 860
15 Dec	85213.36	1773.2 ₹ 35,464	110.45 2209.00	-	28 560	-24 -480	45 900
12 Dec	85267.66	1662.75 ₹ 33,255	-637.25 -12745.00	-	27 540	-22 -440	69 1,380
11 Dec	84818.13	2300 ₹ 46,000	-297.65 -5953.00	-	29 580	-26 -520	91 1,820
10 Dec	84391.27	1300 ₹ 26,000	-304.8 -6096.00	-	0 0	0 0	117 2,340
9 Dec	84666.28	1300 ₹ 26,000	-304.8 -6096.00	-	0 0	0 0	117 2,340
8 Dec	85102.69	1300 ₹ 26,000	-304.8 -6096.00	-	0 0	0 0	117 2,340
5 Dec	85712.37	1300 ₹ 26,000	-304.8 -6096.00	-	100 2,000	-83 -1,660	117 2,340
4 Dec	85265.32	1615.65 ₹ 32,313	-258.5 -5170.00	-	59 1,180	-47 -940	200 4,000
3 Dec	85106.81	1874.15 ₹ 37,483	217.35 4347.00	-	10 200	-8 -160	247 4,940
2 Dec	85138.27	1656.5 ₹ 33,130	435.7 8714.00	-	31 620	-23 -460	255 5,100
1 Dec	85641.90	1220.8 ₹ 24,416	-106.9 -2138.00	-	55 1,100	0 0	278 5,560
28 Nov	85706.67	1327.7 ₹ 26,554	-24.15 -483.00	-	1 20	0 0	278 5,560
27 Nov	85720.38	1351.85 ₹ 27,037	-340.7 -6814.00	-	7 140	0 0	278 5,560
26 Nov	85609.51	1552.05 ₹ 31,041	-983.65 -19673.00	-	0 0	0 0	278 5,560
25 Nov	84587.01	1552.05 ₹ 31,041	-983.65 -19673.00	-	278 5,560	278 5,560	278 5,560
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 87100 expiring on 24DEC2025

Delta for 87100 PE is -

Historical price for 87100 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2483.9, which was 289.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 39

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2194.15, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2185.45, which was 412.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 43

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1773.2, which was 110.45 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 45

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1662.75, which was -637.25 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 69

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2300, which was -297.65 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 91

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1300, which was -304.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1300, which was -304.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1300, which was -304.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1300, which was -304.8 lower than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 117

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1615.65, which was -258.5 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 200

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1874.15, which was 217.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 247

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1656.5, which was 435.7 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 255

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1220.8, which was -106.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 278

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1327.7, which was -24.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 278

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1351.85, which was -340.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 278

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1552.05, which was -983.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 278

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1552.05, which was -983.65 lower than the previous day. The implied volatity was -, the open interest changed by 278 which increased total open position to 278

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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