SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 83400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84559.65 | 1239.4 | -138.5 | - | 64 | -8 | 9 | |||||||||
| 16 Dec | 84679.86 | 1375 | -466.2 | - | 17 | -1 | 17 | |||||||||
| 15 Dec | 85213.36 | 1841.2 | -88.8 | - | 64 | 5 | 18 | |||||||||
| 12 Dec | 85267.66 | 1930 | 389.05 | - | 10 | 1 | 13 | |||||||||
| 11 Dec | 84818.13 | 1540.95 | 240.95 | - | 21 | 9 | 12 | |||||||||
| 10 Dec | 84391.27 | 1300 | -363.15 | - | 4 | 3 | 3 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
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| 4 Nov | 83459.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83400 expiring on 18DEC2025
Delta for 83400 CE is -
Historical price for 83400 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1239.4, which was -138.5 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 9
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1375, which was -466.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1841.2, which was -88.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 18
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1930, which was 389.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1540.95, which was 240.95 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 12
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1300, which was -363.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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 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 4 Nov SENSEX was trading at 83459.15. 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 18DEC2025 83400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 3.75 | -6.3 | - | 4,60,019 | 13,023 | 31,834 |
| 16 Dec | 84679.86 | 11.25 | -5.5 | - | 1,79,751 | 9,360 | 18,811 |
| 15 Dec | 85213.36 | 18.4 | -5.45 | - | 1,02,347 | 6,087 | 9,451 |
| 12 Dec | 85267.66 | 22.25 | -23.25 | - | 77,745 | 1,520 | 3,364 |
| 11 Dec | 84818.13 | 44.05 | -86.5 | - | 22,749 | 1,578 | 1,844 |
| 10 Dec | 84391.27 | 138.65 | 42.3 | - | 2,033 | 59 | 266 |
| 9 Dec | 84666.28 | 92.5 | 2.15 | - | 685 | 93 | 207 |
| 8 Dec | 85102.69 | 93.7 | 52.35 | - | 334 | 114 | 114 |
| 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 |
| 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 |
| 4 Nov | 83459.15 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 83400 expiring on 18DEC2025
Delta for 83400 PE is -
Historical price for 83400 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3.75, which was -6.3 lower than the previous day. The implied volatity was -, the open interest changed by 13023 which increased total open position to 31834
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 11.25, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 9360 which increased total open position to 18811
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 18.4, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 6087 which increased total open position to 9451
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 22.25, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 1520 which increased total open position to 3364
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 44.05, which was -86.5 lower than the previous day. The implied volatity was -, the open interest changed by 1578 which increased total open position to 1844
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 138.65, which was 42.3 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 266
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 92.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 207
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 93.7, which was 52.35 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 114
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 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 4 Nov SENSEX was trading at 83459.15. 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































































































































































































































