SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 80000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 4590 | -28.75 | - | 50 | 50 | 78 | |||||||||
| 17 Dec | 84559.65 | 4618.75 | -162.05 | - | 24 | 24 | 28 | |||||||||
| 16 Dec | 84679.86 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 85213.36 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 12 Dec | 85267.66 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 84818.13 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 84391.27 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 84666.28 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 8 Dec | 85102.69 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 85712.37 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 4 Dec | 85265.32 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 3 Dec | 85106.81 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 2 Dec | 85138.27 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 1 Dec | 85641.90 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 28 Nov | 85706.67 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 27 Nov | 85720.38 | 5500 | 485.7 | - | 0 | 0 | 4 | |||||||||
| 26 Nov | 85609.51 | 5500 | 485.7 | - | 4 | 4 | 4 | |||||||||
| 25 Nov | 84587.01 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 84900.71 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
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| 20 Nov | 85632.68 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 83216.28 | 1475 | -1940.3 | - | 0 | 0 | 0 | |||||||||
| 30 Sept | 80267.62 | 1475 | -1940.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 29 Sept | 80364.94 | 1475 | -1940.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 26 Sept | 80426.46 | 1475 | -1940.3 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80000 expiring on 24DEC2025
Delta for 80000 CE is -
Historical price for 80000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 4590, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 78
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 4618.75, which was -162.05 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 28
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5500, which was 485.7 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 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 5500, which was 485.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 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 1475, which was -1940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Sept SENSEX was trading at 80267.62. The strike last trading price was 1475, which was -1940.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Sept SENSEX was trading at 80364.94. The strike last trading price was 1475, which was -1940.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Sept SENSEX was trading at 80426.46. The strike last trading price was 1475, which was -1940.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 24DEC2025 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 7.05 | -1 | - | 17,380 | 4,230 | 7,364 |
| 17 Dec | 84559.65 | 8.2 | -0.25 | - | 4,975 | 2,463 | 3,134 |
| 16 Dec | 84679.86 | 9 | -1.55 | - | 951 | 255 | 671 |
| 15 Dec | 85213.36 | 9.5 | -2.6 | - | 230 | 116 | 416 |
| 12 Dec | 85267.66 | 11 | -3.8 | - | 231 | 5 | 300 |
| 11 Dec | 84818.13 | 15 | -4.95 | - | 61 | -17 | 295 |
| 10 Dec | 84391.27 | 20.9 | -0.2 | - | 18 | 3 | 312 |
| 9 Dec | 84666.28 | 21 | 1.45 | - | 90 | -20 | 309 |
| 8 Dec | 85102.69 | 18.05 | -1.4 | - | 205 | 18 | 329 |
| 5 Dec | 85712.37 | 17.3 | -4.3 | - | 169 | 64 | 311 |
| 4 Dec | 85265.32 | 20 | -10.75 | - | 68 | 13 | 247 |
| 3 Dec | 85106.81 | 31.6 | -3.5 | - | 71 | 19 | 234 |
| 2 Dec | 85138.27 | 35 | 6.95 | - | 100 | -29 | 215 |
| 1 Dec | 85641.90 | 26.8 | -23.15 | - | 25 | 16 | 244 |
| 28 Nov | 85706.67 | 52.95 | 5 | - | 10 | 3 | 228 |
| 27 Nov | 85720.38 | 52.95 | -12.3 | - | 59 | -4 | 225 |
| 26 Nov | 85609.51 | 63.95 | -4.8 | - | 15 | 3 | 229 |
| 25 Nov | 84587.01 | 68.75 | -15 | - | 32 | 23 | 226 |
| 24 Nov | 84900.71 | 88.35 | -0.2 | - | 38 | 7 | 203 |
| 21 Nov | 85231.92 | 91.65 | 14.55 | - | 25 | 10 | 196 |
| 20 Nov | 85632.68 | 77.55 | -14.45 | - | 83 | -17 | 186 |
| 19 Nov | 85186.47 | 89.65 | -30.35 | - | 35 | -12 | 203 |
| 18 Nov | 84673.02 | 120 | 11 | - | 647 | -2 | 215 |
| 17 Nov | 84950.95 | 109 | -41 | - | 31 | -3 | 217 |
| 14 Nov | 84562.78 | 150 | -10.55 | - | 130 | -49 | 220 |
| 13 Nov | 84478.67 | 155 | 0.15 | - | 110 | -64 | 269 |
| 12 Nov | 84466.51 | 155.15 | -44.15 | - | 55 | 0 | 333 |
| 11 Nov | 83871.32 | 197.4 | -26.95 | - | 159 | 130 | 333 |
| 10 Nov | 83535.35 | 224.35 | -42.35 | - | 143 | 129 | 203 |
| 7 Nov | 83216.28 | 272.3 | 92.6 | - | 85 | 74 | 74 |
| 30 Sept | 80267.62 | 1295 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Sept | 80364.94 | 1295 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Sept | 80426.46 | 1295 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 80000 expiring on 24DEC2025
Delta for 80000 PE is -
Historical price for 80000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 7.05, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 4230 which increased total open position to 7364
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 8.2, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 2463 which increased total open position to 3134
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 671
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 9.5, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 416
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 11, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 300
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 15, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 295
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 20.9, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 312
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 21, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 309
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 18.05, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 329
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 17.3, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 311
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 20, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 247
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 31.6, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 234
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 35, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 215
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 26.8, which was -23.15 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 244
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 52.95, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 228
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 52.95, which was -12.3 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 225
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 63.95, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 229
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 68.75, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 226
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 88.35, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 203
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 91.65, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 196
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 77.55, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 186
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 89.65, which was -30.35 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 203
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 120, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 215
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 109, which was -41 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 217
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 150, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 220
On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 155, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 269
On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 155.15, which was -44.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 333
On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 197.4, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 333
On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 224.35, which was -42.35 lower than the previous day. The implied volatity was -, the open interest changed by 129 which increased total open position to 203
On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 272.3, which was 92.6 higher than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 74
On 30 Sept SENSEX was trading at 80267.62. The strike last trading price was 1295, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Sept SENSEX was trading at 80364.94. The strike last trading price was 1295, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Sept SENSEX was trading at 80426.46. The strike last trading price was 1295, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































