SENSEX
Sensex
Historical option data for SENSEX
19 Dec 2025 09:36 AM IST
| SENSEX 24-DEC-2025 88900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.69
Theta: -4.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 84966.12 | 5.3 | -0.6 | 15.62 | 961 | 188 | 276 | |||||||||
| 18 Dec | 84481.81 | 6.45 | -1.6 | - | 86 | 27 | 88 | |||||||||
| 17 Dec | 84559.65 | 7.25 | -0.4 | - | 154 | 38 | 61 | |||||||||
| 16 Dec | 84679.86 | 7.55 | -15.6 | - | 40 | -14 | 23 | |||||||||
| 15 Dec | 85213.36 | 39.8 | -4.6 | - | 0 | 0 | 37 | |||||||||
| 12 Dec | 85267.66 | 39.8 | -4.6 | - | 0 | 0 | 37 | |||||||||
| 11 Dec | 84818.13 | 39.8 | -4.6 | - | 0 | 0 | 37 | |||||||||
| 10 Dec | 84391.27 | 39.8 | -4.6 | - | 0 | 0 | 37 | |||||||||
| 9 Dec | 84666.28 | 39.8 | -4.6 | - | 0 | 0 | 37 | |||||||||
| 8 Dec | 85102.69 | 39.8 | -4.6 | - | 18 | 4 | 37 | |||||||||
| 5 Dec | 85712.37 | 43.95 | -19.15 | - | 25 | 13 | 33 | |||||||||
| 4 Dec | 85265.32 | 63.1 | 0 | - | 1 | -1 | 20 | |||||||||
| 3 Dec | 85106.81 | 60 | -47 | - | 0 | 0 | 21 | |||||||||
| 2 Dec | 85138.27 | 60 | -47 | - | 29 | -24 | 21 | |||||||||
| 1 Dec | 85641.90 | 107 | 6.4 | - | 46 | 36 | 45 | |||||||||
| 28 Nov | 85706.67 | 106.75 | -6.45 | - | 50 | -1 | 9 | |||||||||
| 27 Nov | 85720.38 | 113.2 | 39.95 | - | 36 | -19 | 10 | |||||||||
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| 26 Nov | 85609.51 | 73.25 | 0 | - | 1 | 0 | 29 | |||||||||
| 25 Nov | 84587.01 | 67.55 | -49 | - | 37 | -5 | 29 | |||||||||
| 24 Nov | 84900.71 | 113.6 | -48.8 | - | 18 | 18 | 34 | |||||||||
| 21 Nov | 85231.92 | 162.4 | -39.15 | - | 28 | -9 | 16 | |||||||||
| 20 Nov | 85632.68 | 200 | -68.7 | - | 41 | 25 | 25 | |||||||||
| 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 88900 expiring on 24DEC2025
Delta for 88900 CE is 0.01
Historical price for 88900 CE is as follows
On 19 Dec SENSEX was trading at 84966.12. The strike last trading price was 5.3, which was -0.6 lower than the previous day. The implied volatity was 15.62, the open interest changed by 188 which increased total open position to 276
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 6.45, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 88
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 7.25, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 61
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 7.55, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 23
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 39.8, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 37
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 43.95, which was -19.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 33
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 60, which was -47 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 60, which was -47 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 21
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 107, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 45
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 106.75, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 113.2, which was 39.95 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 10
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 73.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 67.55, which was -49 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 29
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 113.6, which was -48.8 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 34
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 162.4, which was -39.15 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 16
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 200, which was -68.7 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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 88900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 84966.12 | 0 | 0 | - | 0 | 0 | 0 |
| 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 88900 expiring on 24DEC2025
Delta for 88900 PE is -
Historical price for 88900 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
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































































































































































































































