SENSEX

Sensex

84929.36 +447.55 (0.53%)

L: 84734.96 H: 85067.5

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Historical option data for SENSEX
21 Dec 2025 11:59 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 29-JAN-2026 87000 CE
Delta: 0.32 Vega: 101.78 Theta: -17.42 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

21 Dec	84929.36	473.65 ₹ 9,473	85.8 1716.00	8.08	175 3,500	30 600	0 0
20 Dec	84929.36	473.65 ₹ 9,473	85.8 1716.00	8.08	175 3,500	30 600	0 0
14 Dec	85267.66	748.9 ₹ 14,978	55.9 1118.00	8.26	50 1,000	20 400	29 580
13 Dec	85267.66	748.9 ₹ 14,978	55.9 1118.00	8.26	50 1,000	20 400	29 580
7 Dec	85712.37	1140.1 ₹ 22,802	148.05 2961.00	-	2 40	1 20	5 100
5 Dec	85712.37	1140.1 ₹ 22,802	148.05 2961.00	-	2 40	1 20	5 100

For Sensex - strike price 87000 expiring on 29JAN2026

Delta for 87000 CE is 0.32

Historical price for 87000 CE is as follows

On 21 Dec SENSEX was trading at 84929.36. The strike last trading price was 473.65, which was 85.8 higher than the previous day. The implied volatity was 8.08, the open interest changed by 30 which increased total open position to 0

On 20 Dec SENSEX was trading at 84929.36. The strike last trading price was 473.65, which was 85.8 higher than the previous day. The implied volatity was 8.08, the open interest changed by 30 which increased total open position to 0

On 14 Dec SENSEX was trading at 85267.66. The strike last trading price was 748.9, which was 55.9 higher than the previous day. The implied volatity was 8.26, the open interest changed by 20 which increased total open position to 29

On 13 Dec SENSEX was trading at 85267.66. The strike last trading price was 748.9, which was 55.9 higher than the previous day. The implied volatity was 8.26, the open interest changed by 20 which increased total open position to 29

On 7 Dec SENSEX was trading at 85712.37. The strike last trading price was 1140.1, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1140.1, which was 148.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5

SENSEX 29JAN2026 87000 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
21 Dec	84929.36	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
20 Dec	84929.36	1678.5 ₹ 33,570	-193.15 -3863.00	-	0 0	0 0	8 160
14 Dec	85267.66	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
13 Dec	85267.66	1420 ₹ 28,400	-280 -5600.00	-	0 0	0 0	5 100
7 Dec	85712.37	1420 ₹ 28,400	-280 -5600.00	-	5 100	4 80	5 100
5 Dec	85712.37	1420 ₹ 28,400	-280 -5600.00	-	5 100	4 80	5 100

For Sensex - strike price 87000 expiring on 29JAN2026

Delta for 87000 PE is -

Historical price for 87000 PE is as follows

On 21 Dec SENSEX was trading at 84929.36. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 20 Dec SENSEX was trading at 84929.36. The strike last trading price was 1678.5, which was -193.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 14 Dec SENSEX was trading at 85267.66. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 13 Dec SENSEX was trading at 85267.66. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 7 Dec SENSEX was trading at 85712.37. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1420, which was -280 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5

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