[--[65.84.65.76]--]

SENSEX

Sensex
84989.25 +507.44 (0.60%)
L: 84734.96 H: 85010.29

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Historical option data for SENSEX

19 Dec 2025 09:38 AM IST
SENSEX 24-DEC-2025 89000 CE
Delta: 0.01
Vega: 2.59
Theta: -4.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 84992.65 5.1 -0.55 15.80 21,024 3,368 9,937
18 Dec 84481.81 5.7 -1.8 - 17,470 3,973 6,569
17 Dec 84559.65 9 2.6 - 6,069 590 2,596
16 Dec 84679.86 6.5 -1.5 - 3,037 375 2,006
15 Dec 85213.36 7.25 -8.5 - 3,468 537 1,631
12 Dec 85267.66 16.1 -3.55 - 2,252 507 1,094
11 Dec 84818.13 19.1 -7.45 - 638 126 587
10 Dec 84391.27 26.65 -2.25 - 170 -62 461
9 Dec 84666.28 30 -5.35 - 412 27 523
8 Dec 85102.69 35.5 -5.25 - 214 6 496
5 Dec 85712.37 37.15 -9.25 - 415 -67 490
4 Dec 85265.32 49.6 -9.65 - 280 229 557
3 Dec 85106.81 60 -2.25 - 302 82 328
2 Dec 85138.27 58.15 -35.15 - 370 -76 246
1 Dec 85641.90 85 -10.35 - 408 81 322
28 Nov 85706.67 100 -1.95 - 428 91 241
27 Nov 85720.38 100.5 -25 - 193 64 150
26 Nov 85609.51 102.05 33.35 - 57 16 86
25 Nov 84587.01 66.95 -45.45 - 58 -10 70
24 Nov 84900.71 105.8 -46 - 60 2 80
21 Nov 85231.92 155.35 -25.6 - 74 29 78
20 Nov 85632.68 180.95 29.65 - 41 33 49
19 Nov 85186.47 138 13.4 - 28 3 16
18 Nov 84673.02 124.6 -98 - 15 10 13
17 Nov 84950.95 222.6 0 - 1 1 3
14 Nov 84562.78 231 -0.1 - 0 0 2
13 Nov 84478.67 231 -0.1 - 2 2 2
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 89000 expiring on 24DEC2025

Delta for 89000 CE is 0.01

Historical price for 89000 CE is as follows

On 19 Dec SENSEX was trading at 84992.65. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 15.80, the open interest changed by 3368 which increased total open position to 9937


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 5.7, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 3973 which increased total open position to 6569


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 9, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 590 which increased total open position to 2596


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 6.5, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2006


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.25, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 537 which increased total open position to 1631


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 16.1, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 507 which increased total open position to 1094


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 19.1, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 587


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 26.65, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 461


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 30, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 523


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 35.5, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 496


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 37.15, which was -9.25 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 490


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 49.6, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 229 which increased total open position to 557


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 60, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 328


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 58.15, which was -35.15 lower than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 246


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 85, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 322


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 100, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 241


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 100.5, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 150


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 102.05, which was 33.35 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 86


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 66.95, which was -45.45 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 70


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 105.8, which was -46 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 80


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 155.35, which was -25.6 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 78


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 180.95, which was 29.65 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 49


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 138, which was 13.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 124.6, which was -98 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 13


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 222.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 231, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 231, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


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 89000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 84992.65 4367.15 20.6 - 0 0 66
18 Dec 84481.81 4367.15 20.6 - 65 65 66
17 Dec 84559.65 3300 -192.25 - 0 0 1
16 Dec 84679.86 3300 -192.25 - 0 0 1
15 Dec 85213.36 3300 -192.25 - 0 0 1
12 Dec 85267.66 3300 -192.25 - 0 0 1
11 Dec 84818.13 3300 -192.25 - 0 0 1
10 Dec 84391.27 3300 -192.25 - 0 0 1
9 Dec 84666.28 3300 -192.25 - 0 0 1
8 Dec 85102.69 3300 -192.25 - 0 0 1
5 Dec 85712.37 3300 -192.25 - 1 1 1
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 89000 expiring on 24DEC2025

Delta for 89000 PE is -

Historical price for 89000 PE is as follows

On 19 Dec SENSEX was trading at 84992.65. The strike last trading price was 4367.15, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 4367.15, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 66


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3300, which was -192.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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