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 87500 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	9.2 ₹ 184	-3 -60.00	-	42,358 8,47,160	9,850 1,97,000	13,082 2,61,640
17 Dec	84559.65	12.75 ₹ 255	1.4 28.00	-	17,043 3,40,860	-339 -6,780	3,232 64,640
16 Dec	84679.86	11.5 ₹ 230	-16.8 -336.00	-	21,369 4,27,380	916 18,320	3,571 71,420
15 Dec	85213.36	28.05 ₹ 561	-23.1 -462.00	-	12,166 2,43,320	1,544 30,880	2,655 53,100
12 Dec	85267.66	52.05 ₹ 1,041	-0.15 -3.00	-	2,959 59,180	152 3,040	1,111 22,220
11 Dec	84818.13	46.4 ₹ 928	-16.2 -324.00	-	1,408 28,160	539 10,780	959 19,180
10 Dec	84391.27	67.45 ₹ 1,349	-5 -100.00	-	296 5,920	11 220	420 8,400
9 Dec	84666.28	74.5 ₹ 1,490	-38.4 -768.00	-	500 10,000	11 220	409 8,180
8 Dec	85102.69	110.25 ₹ 2,205	-87.6 -1752.00	-	312 6,240	-17 -340	398 7,960
5 Dec	85712.37	191.9 ₹ 3,838	24.1 482.00	-	466 9,320	55 1,100	415 8,300
4 Dec	85265.32	158.5 ₹ 3,170	-9.95 -199.00	-	323 6,460	-13 -260	360 7,200
3 Dec	85106.81	183.25 ₹ 3,665	-46.9 -938.00	-	354 7,080	17 340	373 7,460
2 Dec	85138.27	238.65 ₹ 4,773	-118.35 -2367.00	-	477 9,540	-106 -2,120	356 7,120
1 Dec	85641.90	348.95 ₹ 6,979	-53.5 -1070.00	-	1,195 23,900	143 2,860	462 9,240
28 Nov	85706.67	416.1 ₹ 8,322	2.9 58.00	-	998 19,960	22 440	319 6,380
27 Nov	85720.38	417.55 ₹ 8,351	2.7 54.00	-	370 7,400	88 1,760	297 5,940
26 Nov	85609.51	422 ₹ 8,440	195.05 3901.00	-	208 4,160	25 500	209 4,180

25 Nov	84587.01	210 ₹ 4,200	-123.25 -2465.00	-	216 4,320	107 2,140	184 3,680
24 Nov	84900.71	319.9 ₹ 6,398	-114.95 -2299.00	-	46 920	3 60	77 1,540
21 Nov	85231.92	431.15 ₹ 8,623	-123.85 -2477.00	-	69 1,380	50 1,000	74 1,480
20 Nov	85632.68	555 ₹ 11,100	136 2720.00	-	45 900	9 180	24 480
19 Nov	85186.47	419 ₹ 8,380	69.9 1398.00	-	34 680	-6 -120	15 300
18 Nov	84673.02	349.1 ₹ 6,982	-65.2 -1304.00	-	16 320	-7 -140	21 420
17 Nov	84950.95	420 ₹ 8,400	76.5 1530.00	-	18 360	7 140	28 560
14 Nov	84562.78	343.5 ₹ 6,870	-45.15 -903.00	-	42 840	-28 -560	21 420
13 Nov	84478.67	386.3 ₹ 7,726	-36.7 -734.00	-	37 740	-17 -340	49 980
12 Nov	84466.51	423 ₹ 8,460	119.5 2390.00	-	8 160	2 40	66 1,320
11 Nov	83871.32	302.9 ₹ 6,058	41.75 835.00	-	53 1,060	41 820	64 1,280
10 Nov	83535.35	261.15 ₹ 5,223	43.35 867.00	-	21 420	21 420	23 460
7 Nov	83216.28	217.8 ₹ 4,356	-31.25 -625.00	-	6 120	-2 -40	2 40
6 Nov	83311.01	247.3 ₹ 4,946	-228.7 -4574.00	-	12 240	4 80	4 80

For Sensex - strike price 87500 expiring on 24DEC2025

Delta for 87500 CE is -

Historical price for 87500 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 9.2, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 9850 which increased total open position to 13082

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 12.75, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by -339 which decreased total open position to 3232

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 11.5, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 916 which increased total open position to 3571

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 28.05, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 1544 which increased total open position to 2655

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 52.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 152 which increased total open position to 1111

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 46.4, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 539 which increased total open position to 959

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 67.45, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 420

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 74.5, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 409

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 110.25, which was -87.6 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 398

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 191.9, which was 24.1 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 415

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 158.5, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 360

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 183.25, which was -46.9 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 373

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 238.65, which was -118.35 lower than the previous day. The implied volatity was -, the open interest changed by -106 which decreased total open position to 356

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 348.95, which was -53.5 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 462

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 416.1, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 319

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 417.55, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 297

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 422, which was 195.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 209

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 210, which was -123.25 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 184

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 319.9, which was -114.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 77

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 431.15, which was -123.85 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 74

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 555, which was 136 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 24

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 419, which was 69.9 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 15

On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 349.1, which was -65.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 21

On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 420, which was 76.5 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 28

On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 343.5, which was -45.15 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 21

On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 386.3, which was -36.7 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 49

On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 423, which was 119.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 66

On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 302.9, which was 41.75 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 64

On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 261.15, which was 43.35 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 23

On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 217.8, which was -31.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2

On 6 Nov SENSEX was trading at 83311.01. The strike last trading price was 247.3, which was -228.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

SENSEX 24DEC2025 87500 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
18 Dec	84481.81	2912.05 ₹ 58,241	60.65 1213.00	-	2 40	0 0	46 920
17 Dec	84559.65	2585.95 ₹ 51,719	298.4 5968.00	-	0 0	0 0	46 920
16 Dec	84679.86	2585.95 ₹ 51,719	298.4 5968.00	-	2 40	0 0	46 920
15 Dec	85213.36	2060 ₹ 41,200	-352.9 -7058.00	-	0 0	0 0	46 920
12 Dec	85267.66	2060 ₹ 41,200	-352.9 -7058.00	-	48 960	-15 -300	46 920
11 Dec	84818.13	2412.9 ₹ 48,258	-556.35 -11127.00	-	25 500	-3 -60	61 1,220
10 Dec	84391.27	2050 ₹ 41,000	-271.95 -5439.00	-	0 0	0 0	64 1,280
9 Dec	84666.28	2050 ₹ 41,000	-271.95 -5439.00	-	0 0	0 0	64 1,280
8 Dec	85102.69	2050 ₹ 41,000	-271.95 -5439.00	-	0 0	0 0	64 1,280
5 Dec	85712.37	2050 ₹ 41,000	-271.95 -5439.00	-	0 0	0 0	64 1,280
4 Dec	85265.32	2050 ₹ 41,000	-271.95 -5439.00	-	6 120	0 0	64 1,280
3 Dec	85106.81	1700 ₹ 34,000	141.35 2827.00	-	0 0	0 0	64 1,280
2 Dec	85138.27	1700 ₹ 34,000	141.35 2827.00	-	0 0	0 0	64 1,280
1 Dec	85641.90	1700 ₹ 34,000	141.35 2827.00	-	27 540	15 300	64 1,280
28 Nov	85706.67	1558.65 ₹ 31,173	-326.25 -6525.00	-	49 980	49 980	49 980
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 87500 expiring on 24DEC2025

Delta for 87500 PE is -

Historical price for 87500 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2912.05, which was 60.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2585.95, which was 298.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2585.95, which was 298.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2060, which was -352.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2060, which was -352.9 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 46

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2412.9, which was -556.35 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 61

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2050, which was -271.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1700, which was 141.35 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 64

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1558.65, which was -326.25 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 49

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

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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