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 87400 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	9.75 ₹ 195	-3.95 -79.00	-	2,420 48,400	169 3,380	377 7,540
17 Dec	84559.65	15 ₹ 300	2.05 41.00	-	266 5,320	58 1,160	208 4,160
16 Dec	84679.86	11.05 ₹ 221	-25.05 -501.00	-	161 3,220	39 780	150 3,000
15 Dec	85213.36	34.5 ₹ 690	-22.45 -449.00	-	37 740	0 0	111 2,220
12 Dec	85267.66	54.85 ₹ 1,097	-2.2 -44.00	-	282 5,640	16 320	111 2,220

11 Dec	84818.13	57.05 ₹ 1,141	-7.15 -143.00	-	32 640	-21 -420	95 1,900
10 Dec	84391.27	65.5 ₹ 1,310	-12.2 -244.00	-	20 400	-4 -80	116 2,320
9 Dec	84666.28	77.65 ₹ 1,553	-42.85 -857.00	-	111 2,220	-2 -40	120 2,400
8 Dec	85102.69	121 ₹ 2,420	-97 -1940.00	-	92 1,840	25 500	122 2,440
5 Dec	85712.37	215.85 ₹ 4,317	30.2 604.00	-	100 2,000	28 560	97 1,940
4 Dec	85265.32	177.7 ₹ 3,554	-16.15 -323.00	-	45 900	4 80	69 1,380
3 Dec	85106.81	189 ₹ 3,780	-62.85 -1257.00	-	78 1,560	3 60	65 1,300
2 Dec	85138.27	255.95 ₹ 5,119	-127.75 -2555.00	-	129 2,580	-22 -440	62 1,240
1 Dec	85641.90	380.8 ₹ 7,616	-55.1 -1102.00	-	267 5,340	-21 -420	84 1,680
28 Nov	85706.67	444.5 ₹ 8,890	-10.3 -206.00	-	60 1,200	2 40	105 2,100
27 Nov	85720.38	454.8 ₹ 9,096	-37.75 -755.00	-	77 1,540	28 560	103 2,060
26 Nov	85609.51	226.7 ₹ 4,534	-147.9 -2958.00	-	0 0	0 0	75 1,500
25 Nov	84587.01	226.7 ₹ 4,534	-147.9 -2958.00	-	18 360	10 200	75 1,500
24 Nov	84900.71	367.55 ₹ 7,351	-105.7 -2114.00	-	40 800	22 440	65 1,300
21 Nov	85231.92	473.95 ₹ 9,479	-44.75 -895.00	-	16 320	11 220	43 860
20 Nov	85632.68	518.7 ₹ 10,374	93.35 1867.00	-	36 720	24 480	32 640
19 Nov	85186.47	425.35 ₹ 8,507	-310.35 -6207.00	-	12 240	8 160	8 160
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 87400 expiring on 24DEC2025

Delta for 87400 CE is -

Historical price for 87400 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 9.75, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 377

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 15, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 208

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 11.05, which was -25.05 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 150

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 34.5, which was -22.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 54.85, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 111

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 57.05, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 95

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 65.5, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 116

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 77.65, which was -42.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 120

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 121, which was -97 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 122

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 215.85, which was 30.2 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 97

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 177.7, which was -16.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 69

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 189, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 65

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 255.95, which was -127.75 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 62

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 380.8, which was -55.1 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 84

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 444.5, which was -10.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 105

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 454.8, which was -37.75 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 103

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 226.7, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 226.7, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 75

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 367.55, which was -105.7 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 65

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 473.95, which was -44.75 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 43

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 518.7, which was 93.35 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 32

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 425.35, which was -310.35 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8

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 87400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	2829.1 ₹ 56,582	92.85 1857.00	-	2 40	0 0	4 80
17 Dec	84559.65	2736.25 ₹ 54,725	399.05 7981.00	-	4 80	-1 -20	4 80
16 Dec	84679.86	2337.2 ₹ 46,744	136.55 2731.00	-	2 40	0 0	5 100
15 Dec	85213.36	1999 ₹ 39,980	-338.4 -6768.00	-	0 0	0 0	5 100
12 Dec	85267.66	1999 ₹ 39,980	-338.4 -6768.00	-	14 280	-3 -60	5 100
11 Dec	84818.13	2337.4 ₹ 46,748	-537.95 -10759.00	-	2 40	-2 -40	8 160
10 Dec	84391.27	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
9 Dec	84666.28	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
8 Dec	85102.69	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
5 Dec	85712.37	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
4 Dec	85265.32	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
3 Dec	85106.81	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
2 Dec	85138.27	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
1 Dec	85641.90	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
28 Nov	85706.67	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
27 Nov	85720.38	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
26 Nov	85609.51	1124.75 ₹ 22,495	-1622.2 -32444.00	-	0 0	0 0	10 200
25 Nov	84587.01	1124.75 ₹ 22,495	-1622.2 -32444.00	-	10 200	10 200	10 200
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 87400 expiring on 24DEC2025

Delta for 87400 PE is -

Historical price for 87400 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2829.1, which was 92.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2736.25, which was 399.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2337.2, which was 136.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1999, which was -338.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1999, which was -338.4 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2337.4, which was -537.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1124.75, which was -1622.2 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10

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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