SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 87600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 8.4 | -2.55 | - | 787 | 120 | 244 | |||||||||
| 17 Dec | 84559.65 | 11.05 | 0.25 | - | 85 | 29 | 124 | |||||||||
| 16 Dec | 84679.86 | 10.4 | -15.35 | - | 94 | 37 | 95 | |||||||||
| 15 Dec | 85213.36 | 25.7 | -19.75 | - | 55 | -16 | 58 | |||||||||
| 12 Dec | 85267.66 | 45.55 | -12.15 | - | 43 | -2 | 74 | |||||||||
| 11 Dec | 84818.13 | 57.7 | -8.35 | - | 16 | -8 | 76 | |||||||||
| 10 Dec | 84391.27 | 66.05 | -0.55 | - | 14 | -4 | 84 | |||||||||
| 9 Dec | 84666.28 | 66 | -39.15 | - | 56 | -6 | 88 | |||||||||
| 8 Dec | 85102.69 | 100.8 | -76.8 | - | 84 | 21 | 94 | |||||||||
| 5 Dec | 85712.37 | 176.25 | 22.35 | - | 104 | 6 | 73 | |||||||||
| 4 Dec | 85265.32 | 147 | 0.95 | - | 56 | 2 | 67 | |||||||||
| 3 Dec | 85106.81 | 146.05 | -65.7 | - | 72 | 2 | 65 | |||||||||
| 2 Dec | 85138.27 | 214.25 | -111.55 | - | 64 | -6 | 63 | |||||||||
| 1 Dec | 85641.90 | 322.8 | -48.4 | - | 419 | -53 | 69 | |||||||||
| 28 Nov | 85706.67 | 385.15 | -1.15 | - | 166 | -36 | 122 | |||||||||
| 27 Nov | 85720.38 | 385.85 | 0.2 | - | 145 | 97 | 158 | |||||||||
| 26 Nov | 85609.51 | 385.65 | 185.8 | - | 20 | 0 | 61 | |||||||||
| 25 Nov | 84587.01 | 191.3 | -124.25 | - | 21 | 4 | 61 | |||||||||
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| 24 Nov | 84900.71 | 314.95 | -105.2 | - | 16 | 0 | 57 | |||||||||
| 21 Nov | 85231.92 | 420.15 | -96.9 | - | 66 | 49 | 57 | |||||||||
| 20 Nov | 85632.68 | 520.5 | -16.35 | - | 22 | 8 | 8 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 87600 expiring on 24DEC2025
Delta for 87600 CE is -
Historical price for 87600 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 8.4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 244
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 11.05, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 124
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 10.4, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 95
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 25.7, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 58
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 45.55, which was -12.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 74
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 57.7, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 76
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 66.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 84
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 66, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 88
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 100.8, which was -76.8 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 94
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 176.25, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 73
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 147, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 67
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 146.05, which was -65.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 65
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 214.25, which was -111.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 63
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 322.8, which was -48.4 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 69
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 385.15, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 122
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 385.85, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 158
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 385.65, which was 185.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 191.3, which was -124.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 61
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 314.95, which was -105.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 420.15, which was -96.9 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 57
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 520.5, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
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
| SENSEX 24DEC2025 87600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 84559.65 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 84679.86 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 87600 expiring on 24DEC2025
Delta for 87600 PE is -
Historical price for 87600 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. 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 17 Dec SENSEX was trading at 84559.65. 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 16 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 Dec SENSEX was trading at 85267.66. 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 Dec SENSEX was trading at 84818.13. 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 Dec SENSEX was trading at 84391.27. 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 9 Dec SENSEX was trading at 84666.28. 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 8 Dec SENSEX was trading at 85102.69. 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 5 Dec SENSEX was trading at 85712.37. 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 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
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































































































































































































































