SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 81500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 3106 | -116.05 | - | 37 | 35 | 65 | |||||||||
| 17 Dec | 84559.65 | 3220 | -97.05 | - | 40 | 30 | 30 | |||||||||
| 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 | |||||||||
| 8 Oct | 81773.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 81926.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 81790.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 81207.17 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81500 expiring on 24DEC2025
Delta for 81500 CE is -
Historical price for 81500 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3106, which was -116.05 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 65
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3220, which was -97.05 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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
On 8 Oct SENSEX was trading at 81773.66. 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 7 Oct SENSEX was trading at 81926.75. 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 Oct SENSEX was trading at 81790.12. 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 3 Oct SENSEX was trading at 81207.17. The strike last trading price was 0, 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
| SENSEX 24DEC2025 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 13.5 | 2.55 | - | 28,793 | 10,126 | 11,285 |
| 17 Dec | 84559.65 | 10.25 | -3.15 | - | 3,057 | 638 | 1,159 |
| 16 Dec | 84679.86 | 12.55 | -4.55 | - | 1,340 | 69 | 521 |
| 15 Dec | 85213.36 | 16.65 | -1.85 | - | 697 | 269 | 452 |
| 12 Dec | 85267.66 | 17.6 | -5.25 | - | 108 | -6 | 183 |
| 11 Dec | 84818.13 | 21 | -10.55 | - | 229 | 122 | 189 |
| 10 Dec | 84391.27 | 31.55 | -12.55 | - | 13 | 0 | 67 |
| 9 Dec | 84666.28 | 44.1 | -40.85 | - | 12 | -2 | 67 |
| 8 Dec | 85102.69 | 27 | 13.1 | - | 0 | 0 | 69 |
| 5 Dec | 85712.37 | 27 | 13.1 | - | 19 | 1 | 69 |
| 4 Dec | 85265.32 | 57.9 | -24.05 | - | 0 | 0 | 68 |
| 3 Dec | 85106.81 | 57.9 | -24.05 | - | 5 | -5 | 68 |
| 2 Dec | 85138.27 | 67.85 | -0.75 | - | 0 | 0 | 73 |
| 1 Dec | 85641.90 | 67.85 | -0.75 | - | 0 | 0 | 73 |
| 28 Nov | 85706.67 | 67.85 | -0.75 | - | 19 | -12 | 73 |
| 27 Nov | 85720.38 | 65 | -26.6 | - | 40 | -19 | 85 |
| 26 Nov | 85609.51 | 90.8 | -58.35 | - | 35 | 7 | 104 |
| 25 Nov | 84587.01 | 147.2 | 1.8 | - | 159 | 51 | 97 |
| 24 Nov | 84900.71 | 152.7 | -6.25 | - | 39 | 8 | 46 |
| 21 Nov | 85231.92 | 159.75 | 31.55 | - | 42 | -1 | 38 |
| 20 Nov | 85632.68 | 127.5 | -35.85 | - | 51 | -18 | 39 |
| 19 Nov | 85186.47 | 164.2 | -37 | - | 84 | -8 | 57 |
| 18 Nov | 84673.02 | 202.25 | 10.1 | - | 94 | 0 | 65 |
| 17 Nov | 84950.95 | 194.3 | -51.05 | - | 44 | 22 | 65 |
| 14 Nov | 84562.78 | 240 | -20.7 | - | 52 | 12 | 43 |
| 13 Nov | 84478.67 | 258 | 3.35 | - | 52 | -25 | 31 |
| 12 Nov | 84466.51 | 257.45 | -92.55 | - | 27 | 13 | 56 |
| 11 Nov | 83871.32 | 350 | -35.95 | - | 40 | 24 | 43 |
| 10 Nov | 83535.35 | 385.95 | -53.5 | - | 14 | 13 | 19 |
| 7 Nov | 83216.28 | 439.45 | -9.75 | - | 8 | -4 | 6 |
| 6 Nov | 83311.01 | 436 | -170.55 | - | 48 | 10 | 10 |
| 8 Oct | 81773.66 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 81926.75 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 81790.12 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 81207.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81500 expiring on 24DEC2025
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 13.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 10126 which increased total open position to 11285
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 10.25, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 638 which increased total open position to 1159
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 12.55, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 521
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 16.65, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 452
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 17.6, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 183
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 21, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 189
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 31.55, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 44.1, which was -40.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 27, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 27, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 69
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 57.9, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 57.9, which was -24.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 68
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 67.85, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 67.85, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 67.85, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 73
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 65, which was -26.6 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 85
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 90.8, which was -58.35 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 104
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 147.2, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 97
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 152.7, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 46
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 159.75, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 38
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 127.5, which was -35.85 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 39
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 164.2, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 57
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 202.25, which was 10.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 194.3, which was -51.05 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 65
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 240, which was -20.7 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 43
On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 258, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 31
On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 257.45, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 56
On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 350, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 43
On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 385.95, which was -53.5 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 19
On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 439.45, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 6
On 6 Nov SENSEX was trading at 83311.01. The strike last trading price was 436, which was -170.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 Oct SENSEX was trading at 81773.66. 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 7 Oct SENSEX was trading at 81926.75. 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 Oct SENSEX was trading at 81790.12. 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 3 Oct SENSEX was trading at 81207.17. The strike last trading price was 0, 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































































































































































































































