[--[65.84.65.76]--]

SENSEX

Sensex
84969.76 +487.95 (0.58%)
L: 84734.96 H: 85010.29

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Historical option data for SENSEX

19 Dec 2025 09:36 AM IST
SENSEX 24-DEC-2025 88000 CE
Delta: 0.02
Vega: 3.91
Theta: -5.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 84966.12 7.1 -0.8 12.93 47,780 5,679 15,594
18 Dec 84481.81 7.75 -2.35 - 42,127 4,768 9,915
17 Dec 84559.65 10.8 2.35 - 15,741 1,739 5,147
16 Dec 84679.86 7.7 -7.95 - 9,540 92 3,408
15 Dec 85213.36 15.15 -18 - 16,573 -2,149 3,316
12 Dec 85267.66 33.3 -0.35 - 4,926 -60 5,465
11 Dec 84818.13 33.3 -15.95 - 3,455 -61 5,525
10 Dec 84391.27 49.5 -2 - 1,559 36 5,586
9 Dec 84666.28 51.15 -28.15 - 2,369 869 5,550
8 Dec 85102.69 77 -45.4 - 1,677 1,068 4,681
5 Dec 85712.37 121.85 13.4 - 2,368 -15 3,613
4 Dec 85265.32 104 -15.15 - 1,436 572 3,628
3 Dec 85106.81 118 -32.15 - 1,318 322 3,056
2 Dec 85138.27 156.35 -86.15 - 1,554 -18 2,734
1 Dec 85641.90 242 -33.85 - 3,741 1,258 2,752
28 Nov 85706.67 290 17.3 - 1,541 965 1,494
27 Nov 85720.38 270 -3.5 - 545 198 529
26 Nov 85609.51 272 119.7 - 288 -13 331
25 Nov 84587.01 145.35 -88.05 - 290 100 344
24 Nov 84900.71 215.95 -101.8 - 169 53 244
21 Nov 85231.92 313.05 -88.65 - 145 4 191
20 Nov 85632.68 404.7 99.8 - 135 -14 187
19 Nov 85186.47 300 50.95 - 135 8 201
18 Nov 84673.02 243 -72.9 - 115 -9 193
17 Nov 84950.95 315.9 5.75 - 134 36 202
14 Nov 84562.78 314.15 29.2 - 124 -6 166
13 Nov 84478.67 289.2 -8.8 - 179 -72 172
12 Nov 84466.51 298 62.9 - 69 43 244
11 Nov 83871.32 245 40.25 - 187 149 201
10 Nov 83535.35 205.6 19.9 - 62 45 52
7 Nov 83216.28 185.7 -15.3 - 5 5 7
6 Nov 83311.01 197.9 -187 - 14 2 2


For Sensex - strike price 88000 expiring on 24DEC2025

Delta for 88000 CE is 0.02

Historical price for 88000 CE is as follows

On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 7.1, which was -0.8 lower than the previous day. The implied volatity was 12.93, the open interest changed by 5679 which increased total open position to 15594


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 7.75, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 4768 which increased total open position to 9915


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 10.8, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 1739 which increased total open position to 5147


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 7.7, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 3408


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 15.15, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by -2149 which decreased total open position to 3316


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 33.3, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 5465


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 33.3, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 5525


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 49.5, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 5586


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 51.15, which was -28.15 lower than the previous day. The implied volatity was -, the open interest changed by 869 which increased total open position to 5550


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 77, which was -45.4 lower than the previous day. The implied volatity was -, the open interest changed by 1068 which increased total open position to 4681


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 121.85, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 3613


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 104, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by 572 which increased total open position to 3628


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 118, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 322 which increased total open position to 3056


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 156.35, which was -86.15 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 2734


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 242, which was -33.85 lower than the previous day. The implied volatity was -, the open interest changed by 1258 which increased total open position to 2752


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 290, which was 17.3 higher than the previous day. The implied volatity was -, the open interest changed by 965 which increased total open position to 1494


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 270, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 529


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 272, which was 119.7 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 331


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 145.35, which was -88.05 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 344


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 215.95, which was -101.8 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 244


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 313.05, which was -88.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 191


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 404.7, which was 99.8 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 187


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 300, which was 50.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 201


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 243, which was -72.9 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 193


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 315.9, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 202


On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 314.15, which was 29.2 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 166


On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 289.2, which was -8.8 lower than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 172


On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 298, which was 62.9 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 244


On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 245, which was 40.25 higher than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 201


On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 205.6, which was 19.9 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 52


On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 185.7, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7


On 6 Nov SENSEX was trading at 83311.01. The strike last trading price was 197.9, which was -187 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


SENSEX 24DEC2025 88000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 84966.12 3394.55 46.05 - 0 0 33
18 Dec 84481.81 3394.55 46.05 - 45 29 33
17 Dec 84559.65 3060 350.15 - 0 0 4
16 Dec 84679.86 3060 350.15 - 1 0 4
15 Dec 85213.36 2709.85 106.3 - 4 -2 4
12 Dec 85267.66 2603.55 -297.3 - 2 1 6
11 Dec 84818.13 2900.85 -546 - 12 -11 5
10 Dec 84391.27 1815.05 -753.15 - 0 0 16
9 Dec 84666.28 1815.05 -753.15 - 0 0 16
8 Dec 85102.69 1815.05 -753.15 - 0 0 16
5 Dec 85712.37 1815.05 -753.15 - 15 -10 16
4 Dec 85265.32 2162.9 -1030.2 - 0 0 26
3 Dec 85106.81 2162.9 -1030.2 - 0 0 26
2 Dec 85138.27 2162.9 -1030.2 - 0 0 26
1 Dec 85641.90 2162.9 -1030.2 - 0 0 26
28 Nov 85706.67 2162.9 -1030.2 - 0 0 26
27 Nov 85720.38 2162.9 -1030.2 - 0 0 26
26 Nov 85609.51 2162.9 -1030.2 - 0 0 26
25 Nov 84587.01 2162.9 -1030.2 - 26 26 26
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 88000 expiring on 24DEC2025

Delta for 88000 PE is -

Historical price for 88000 PE is as follows

On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 3394.55, which was 46.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3394.55, which was 46.05 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 33


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3060, which was 350.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3060, which was 350.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2709.85, which was 106.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 4


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2603.55, which was -297.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2900.85, which was -546 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 5


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1815.05, which was -753.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 16


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2162.9, which was -1030.2 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26


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