[--[65.84.65.76]--]

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
SENSEX 24-DEC-2025 87900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 8.95 -1.95 - 463 81 314
17 Dec 84559.65 10.9 1.65 - 118 19 233
16 Dec 84679.86 8.95 -11.3 - 141 -13 214
15 Dec 85213.36 16.45 -18.95 - 186 8 227
12 Dec 85267.66 33.65 0.15 - 111 35 219
11 Dec 84818.13 33.5 -38.25 - 46 0 184
10 Dec 84391.27 71.75 16.8 - 7 2 184
9 Dec 84666.28 54.65 -32.3 - 8 -1 182
8 Dec 85102.69 81.75 -50.45 - 98 29 183
5 Dec 85712.37 127.6 10.6 - 127 -1 154
4 Dec 85265.32 114.6 -10.05 - 124 48 155
3 Dec 85106.81 124.65 -36.2 - 68 26 107
2 Dec 85138.27 163.6 -89.65 - 158 19 81
1 Dec 85641.90 252.65 -30.6 - 166 -8 62
28 Nov 85706.67 290.35 20.6 - 60 4 70
27 Nov 85720.38 269.75 -20.7 - 61 51 66
26 Nov 85609.51 290.45 139.2 - 18 -8 15
25 Nov 84587.01 144.4 -97.55 - 16 5 23
24 Nov 84900.71 232.75 -106.1 - 12 8 18
21 Nov 85231.92 337 -89.05 - 10 6 10
20 Nov 85632.68 426.05 -35.6 - 17 4 4
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 87900 expiring on 24DEC2025

Delta for 87900 CE is -

Historical price for 87900 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 314


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 10.9, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 233


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 8.95, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 214


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 16.45, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 227


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 33.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 219


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 33.5, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 184


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 71.75, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 184


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 54.65, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 182


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 81.75, which was -50.45 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 183


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 127.6, which was 10.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 154


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 114.6, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 155


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 124.65, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 107


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 163.6, which was -89.65 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 81


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 252.65, which was -30.6 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 62


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 290.35, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 70


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 269.75, which was -20.7 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 66


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 290.45, which was 139.2 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 15


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 144.4, which was -97.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 23


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 232.75, which was -106.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 18


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 337, which was -89.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 426.05, which was -35.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


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 87900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 3316.6 67.75 - 2 0 9
17 Dec 84559.65 2785.85 18.7 - 0 0 9
16 Dec 84679.86 2785.85 18.7 - 2 0 9
15 Dec 85213.36 2767.15 388.9 - 2 0 9
12 Dec 85267.66 2378.25 -517.45 - 13 -11 9
11 Dec 84818.13 2895.7 -454.7 - 3 -3 20
10 Dec 84391.27 1954.05 -525.9 - 0 0 23
9 Dec 84666.28 1954.05 -525.9 - 0 0 23
8 Dec 85102.69 1954.05 -525.9 - 0 0 23
5 Dec 85712.37 1954.05 -525.9 - 1 -1 23
4 Dec 85265.32 2105.15 -1011.5 - 0 0 24
3 Dec 85106.81 2105.15 -1011.5 - 0 0 24
2 Dec 85138.27 2105.15 -1011.5 - 0 0 24
1 Dec 85641.90 2105.15 -1011.5 - 0 0 24
28 Nov 85706.67 2105.15 -1011.5 - 0 0 24
27 Nov 85720.38 2105.15 -1011.5 - 0 0 24
26 Nov 85609.51 2105.15 -1011.5 - 0 0 24
25 Nov 84587.01 2105.15 -1011.5 - 24 24 24
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 87900 expiring on 24DEC2025

Delta for 87900 PE is -

Historical price for 87900 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3316.6, which was 67.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2785.85, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2785.85, which was 18.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2767.15, which was 388.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2378.25, which was -517.45 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 9


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2895.7, which was -454.7 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 20


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1954.05, which was -525.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 23


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2105.15, which was -1011.5 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24


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