SENSEX

Sensex

84969.76 +487.95 (0.58%)

L: 84734.96 H: 85010.29

Back to Option Chain

Historical option data for SENSEX
19 Dec 2025 09:36 AM 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 87700 CE
Delta: 0.02 Vega: 4.68 Theta: -5.83 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84966.12	8.4 ₹ 168	-0.5 -10.00	12.09	2,159 43,180	237 4,740	502 10,040
18 Dec	84481.81	9.25 ₹ 185	7.25 145.00	-	1,281 25,620	181 3,620	265 5,300
17 Dec	84559.65	25.5 ₹ 510	-16.35 -327.00	-	0 0	0 0	84 1,680
16 Dec	84679.86	25.5 ₹ 510	-16.35 -327.00	-	0 0	0 0	84 1,680
15 Dec	85213.36	25.5 ₹ 510	-16.35 -327.00	-	90 1,800	1 20	84 1,680

12 Dec	85267.66	41.95 ₹ 839	-3.7 -74.00	-	37 740	1 20	83 1,660
11 Dec	84818.13	40.6 ₹ 812	-14.4 -288.00	-	8 160	0 0	82 1,640
10 Dec	84391.27	55 ₹ 1,100	-6.5 -130.00	-	73 1,460	-20 -400	82 1,640
9 Dec	84666.28	61.5 ₹ 1,230	-29.2 -584.00	-	12 240	-9 -180	102 2,040
8 Dec	85102.69	90.25 ₹ 1,805	-71.35 -1427.00	-	67 1,340	21 420	111 2,220
5 Dec	85712.37	157.85 ₹ 3,157	19.2 384.00	-	89 1,780	-4 -80	90 1,800
4 Dec	85265.32	129.8 ₹ 2,596	-16.85 -337.00	-	87 1,740	0 0	94 1,880
3 Dec	85106.81	148.3 ₹ 2,966	-44.3 -886.00	-	139 2,780	20 400	94 1,880
2 Dec	85138.27	194.95 ₹ 3,899	-105.75 -2115.00	-	74 1,480	-31 -620	74 1,480
1 Dec	85641.90	300.95 ₹ 6,019	-33.35 -667.00	-	198 3,960	-44 -880	105 2,100
28 Nov	85706.67	345.5 ₹ 6,910	-4.75 -95.00	-	73 1,460	2 40	149 2,980
27 Nov	85720.38	359.4 ₹ 7,188	-51.8 -1036.00	-	198 3,960	125 2,500	147 2,940
26 Nov	85609.51	172.25 ₹ 3,445	-110.25 -2205.00	-	0 0	0 0	22 440
25 Nov	84587.01	172.25 ₹ 3,445	-110.25 -2205.00	-	6 120	1 20	22 440
24 Nov	84900.71	272.7 ₹ 5,454	-111.75 -2235.00	-	19 380	8 160	21 420
21 Nov	85231.92	387.35 ₹ 7,747	-90.9 -1818.00	-	8 160	4 80	13 260
20 Nov	85632.68	478.25 ₹ 9,565	112.4 2248.00	-	8 160	0 0	9 180
19 Nov	85186.47	365.85 ₹ 7,317	-289.25 -5785.00	-	15 300	9 180	9 180
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 87700 expiring on 24DEC2025

Delta for 87700 CE is 0.02

Historical price for 87700 CE is as follows

On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 8.4, which was -0.5 lower than the previous day. The implied volatity was 12.09, the open interest changed by 237 which increased total open position to 502

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 9.25, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by 181 which increased total open position to 265

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 25.5, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 25.5, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 25.5, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 41.95, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 83

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 40.6, which was -14.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 55, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 82

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 61.5, which was -29.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 102

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 90.25, which was -71.35 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 111

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 157.85, which was 19.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 90

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 129.8, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 148.3, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 94

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 194.95, which was -105.75 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 74

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 300.95, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 105

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 345.5, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 149

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 359.4, which was -51.8 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 147

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 172.25, which was -110.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 172.25, which was -110.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 272.7, which was -111.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 21

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 387.35, which was -90.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 478.25, which was 112.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 365.85, which was -289.25 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9

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 87700 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	84966.12	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Dec	84481.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Dec	84559.65	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
16 Dec	84679.86	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Dec	85213.36	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Dec	85267.66	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Dec	84818.13	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Dec	84391.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	85102.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	85712.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 87700 expiring on 24DEC2025

Delta for 87700 PE is -

Historical price for 87700 PE is as follows

On 19 Dec SENSEX was trading at 84966.12. 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 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

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