[--[65.84.65.76]--]

SENSEX

Sensex
84481.81 -77.84 (-0.09%)
L: 84238.43 H: 84780.19

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Historical option data for SENSEX

18 Dec 2025 04:11 PM IST
SENSEX 24-DEC-2025 82500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 2121.05 -121.75 - 1,975 1,764 2,426
17 Dec 84559.65 2272 -141.45 - 619 600 662
16 Dec 84679.86 2411.3 -538.7 - 5 2 62
15 Dec 85213.36 2950 -150 - 62 50 60
12 Dec 85267.66 3100 581.3 - 4 0 10
11 Dec 84818.13 2994.25 0 - 0 0 10
10 Dec 84391.27 2994.25 0 - 0 0 10
9 Dec 84666.28 2994.25 0 - 1 1 10
8 Dec 85102.69 3114.2 152.7 - 0 0 9
5 Dec 85712.37 3114.2 152.7 - 0 0 9
4 Dec 85265.32 3114.2 152.7 - 0 0 9
3 Dec 85106.81 3114.2 152.7 - 0 0 9
2 Dec 85138.27 3114.2 152.7 - 0 0 9
1 Dec 85641.90 3114.2 152.7 - 0 0 9
28 Nov 85706.67 3114.2 152.7 - 0 0 9
27 Nov 85720.38 3114.2 152.7 - 0 0 9
26 Nov 85609.51 3114.2 152.7 - 0 0 9
25 Nov 84587.01 3114.2 152.7 - 0 0 9
24 Nov 84900.71 3114.2 152.7 - 0 0 9
21 Nov 85231.92 3114.2 152.7 - 0 0 9
20 Nov 85632.68 3114.2 152.7 - 0 0 9
19 Nov 85186.47 3114.2 152.7 - 0 0 9
18 Nov 84673.02 3114.2 152.7 - 0 0 9
17 Nov 84950.95 3114.2 152.7 - 0 0 9
14 Nov 84562.78 3114.2 152.7 - 0 0 9
13 Nov 84478.67 3114.2 152.7 - 10 0 9
12 Nov 84466.51 2384.05 124.45 - 0 0 9
11 Nov 83871.32 2384.05 124.45 - 0 0 9
10 Nov 83535.35 2384.05 124.45 - 10 -9 9
7 Nov 83216.28 2259.6 106.75 - 51 18 18
6 Nov 83311.01 0 0 - 0 0 0
15 Oct 82605.43 0 0 - 0 0 0
14 Oct 82029.98 0 0 - 0 0 0
13 Oct 82327.05 0 0 - 0 0 0
10 Oct 82500.82 0 0 - 0 0 0
9 Oct 82172.10 0 0 - 0 0 0


For Sensex - strike price 82500 expiring on 24DEC2025

Delta for 82500 CE is -

Historical price for 82500 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2121.05, which was -121.75 lower than the previous day. The implied volatity was -, the open interest changed by 1764 which increased total open position to 2426


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2272, which was -141.45 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 662


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2411.3, which was -538.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 62


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2950, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 60


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3100, which was 581.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2994.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2994.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2994.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 3114.2, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 2384.05, which was 124.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 2384.05, which was 124.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 2384.05, which was 124.45 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 9


On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 2259.6, which was 106.75 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18


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 15 Oct SENSEX was trading at 82605.43. 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 Oct SENSEX was trading at 82029.98. 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 Oct SENSEX was trading at 82327.05. 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 Oct SENSEX was trading at 82500.82. 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 Oct SENSEX was trading at 82172.10. 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 82500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 22.8 1.95 - 69,838 5,821 11,972
17 Dec 84559.65 18.75 -7.9 - 21,153 3,087 6,151
16 Dec 84679.86 28 1.3 - 13,883 -248 3,064
15 Dec 85213.36 26.85 0.25 - 12,997 889 3,312
12 Dec 85267.66 25.05 -16 - 4,834 269 2,423
11 Dec 84818.13 41.35 -45.45 - 4,123 1,933 2,154
10 Dec 84391.27 89.65 21 - 370 50 221
9 Dec 84666.28 69.2 -3.5 - 117 26 171
8 Dec 85102.69 72 22 - 133 38 145
5 Dec 85712.37 50 -18.6 - 35 -34 107
4 Dec 85265.32 66.75 -15.6 - 184 47 141
3 Dec 85106.81 81.3 -103.75 - 32 5 94
2 Dec 85138.27 94 -12.2 - 0 0 89
1 Dec 85641.90 94 -12.2 - 0 0 89
28 Nov 85706.67 94 -12.2 - 77 32 89
27 Nov 85720.38 97.4 -49.1 - 73 -10 57
26 Nov 85609.51 143 -101.9 - 72 5 67
25 Nov 84587.01 243.7 4.8 - 81 25 62
24 Nov 84900.71 286.45 38.75 - 36 2 37
21 Nov 85231.92 247.7 53.9 - 20 -4 35
20 Nov 85632.68 193.8 -60.8 - 17 3 39
19 Nov 85186.47 254.6 -64.7 - 33 -5 36
18 Nov 84673.02 321.6 23.35 - 50 -2 41
17 Nov 84950.95 289.2 -98.15 - 34 11 43
14 Nov 84562.78 358.25 -21.15 - 50 -4 32
13 Nov 84478.67 386.35 17.2 - 47 11 36
12 Nov 84466.51 369.15 -152.35 - 99 -59 25
11 Nov 83871.32 521.5 -36.3 - 62 -13 84
10 Nov 83535.35 557.8 -139.35 - 51 -19 97
7 Nov 83216.28 690.45 -29.9 - 205 116 116
6 Nov 83311.01 0 0 - 0 0 0
15 Oct 82605.43 0 0 - 0 0 0
14 Oct 82029.98 0 0 - 0 0 0
13 Oct 82327.05 0 0 - 0 0 0
10 Oct 82500.82 0 0 - 0 0 0
9 Oct 82172.10 0 0 - 0 0 0


For Sensex - strike price 82500 expiring on 24DEC2025

Delta for 82500 PE is -

Historical price for 82500 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 22.8, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by 5821 which increased total open position to 11972


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 18.75, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 3087 which increased total open position to 6151


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 28, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by -248 which decreased total open position to 3064


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 26.85, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 889 which increased total open position to 3312


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 25.05, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 2423


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 41.35, which was -45.45 lower than the previous day. The implied volatity was -, the open interest changed by 1933 which increased total open position to 2154


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 89.65, which was 21 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 221


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 69.2, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 171


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 72, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 145


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 50, which was -18.6 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 107


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 66.75, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 141


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 81.3, which was -103.75 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 94


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 94, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 94, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 94, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 89


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 97.4, which was -49.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 57


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 143, which was -101.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 67


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 243.7, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 62


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 286.45, which was 38.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 247.7, which was 53.9 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 35


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 193.8, which was -60.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 39


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 254.6, which was -64.7 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 36


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 321.6, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 41


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 289.2, which was -98.15 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 43


On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 358.25, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 32


On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 386.35, which was 17.2 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 36


On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 369.15, which was -152.35 lower than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 25


On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 521.5, which was -36.3 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 84


On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 557.8, which was -139.35 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 97


On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 690.45, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 116


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 15 Oct SENSEX was trading at 82605.43. 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 Oct SENSEX was trading at 82029.98. 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 Oct SENSEX was trading at 82327.05. 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 Oct SENSEX was trading at 82500.82. 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 Oct SENSEX was trading at 82172.10. 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