[--[65.84.65.76]--]

SENSEX

Sensex
84559.65 -120.21 (-0.14%)
L: 84415.98 H: 84889.45

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Historical option data for SENSEX

17 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 87100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2.05 -2 - 2,37,067 -374 10,834
16 Dec 84679.86 3.8 -5.5 - 62,056 5,947 11,208
15 Dec 85213.36 8.35 -9.1 - 70,762 944 5,261
12 Dec 85267.66 18.55 3.4 - 1,06,638 3,687 4,317
11 Dec 84818.13 15.25 -11.65 - 3,378 408 630
10 Dec 84391.27 29 -1.4 - 970 25 222
9 Dec 84666.28 26.5 -50.55 - 667 75 197
8 Dec 85102.69 73.7 -84.4 - 575 50 122
5 Dec 85712.37 150.45 3 - 487 72 72
4 Dec 85265.32 0 0 - 0 0 0
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
28 Nov 85706.67 0 0 - 0 0 0
27 Nov 85720.38 0 0 - 0 0 0
26 Nov 85609.51 0 0 - 0 0 0
25 Nov 84587.01 0 0 - 0 0 0
24 Nov 84900.71 0 0 - 0 0 0


For Sensex - strike price 87100 expiring on 18DEC2025

Delta for 87100 CE is -

Historical price for 87100 CE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.05, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -374 which decreased total open position to 10834


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.8, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 5947 which increased total open position to 11208


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 8.35, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by 944 which increased total open position to 5261


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 18.55, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 3687 which increased total open position to 4317


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 15.25, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 408 which increased total open position to 630


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 29, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 222


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 26.5, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 197


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 73.7, which was -84.4 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 122


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 150.45, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 72


On 4 Dec SENSEX was trading at 85265.32. 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 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


On 28 Nov SENSEX was trading at 85706.67. 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 27 Nov SENSEX was trading at 85720.38. 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 26 Nov SENSEX was trading at 85609.51. 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 25 Nov SENSEX was trading at 84587.01. 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


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


SENSEX 18DEC2025 87100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2527.35 130.3 - 2 -1 7
16 Dec 84679.86 2164 198.55 - 0 0 8
15 Dec 85213.36 2164 198.55 - 2 1 8
12 Dec 85267.66 1965.45 -239.9 - 12 5 7
11 Dec 84818.13 2500 681 - 0 0 2
10 Dec 84391.27 2500 681 - 0 0 2
9 Dec 84666.28 2500 681 - 0 0 2
8 Dec 85102.69 2500 681 - 0 0 2
5 Dec 85712.37 2500 681 - 0 0 2
4 Dec 85265.32 2500 681 - 0 0 2
3 Dec 85106.81 2500 681 - 0 0 2
2 Dec 85138.27 2500 681 - 0 0 2
1 Dec 85641.90 2500 681 - 0 0 2
28 Nov 85706.67 2500 681 - 0 0 2
27 Nov 85720.38 2500 681 - 0 0 2
26 Nov 85609.51 2500 681 - 2 2 2
25 Nov 84587.01 1819 -639.25 - 3 0 0
24 Nov 84900.71 0 0 - 0 0 0


For Sensex - strike price 87100 expiring on 18DEC2025

Delta for 87100 PE is -

Historical price for 87100 PE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2527.35, which was 130.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2164, which was 198.55 higher 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 2164, which was 198.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1965.45, which was -239.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1819, which was -639.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


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