[--[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 88900 CE
Delta: 0.01
Vega: 2.69
Theta: -4.24
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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