[--[65.84.65.76]--]

SENSEX

Sensex
84559.65 -120.21 (-0.14%)
L: 84415.98 H: 84889.45

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Historical option data for SENSEX

17 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 83500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 1140 -156.55 - 3,483 344 586
16 Dec 84679.86 1266.3 -492.9 - 769 36 242
15 Dec 85213.36 1763.8 -128.6 - 495 92 206
12 Dec 85267.66 1892.4 385.05 - 58 5 114
11 Dec 84818.13 1496.45 264.3 - 385 84 109
10 Dec 84391.27 1237.75 -351 - 38 25 25
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
4 Nov 83459.15 0 0 - 0 0 0
3 Nov 83978.49 0 0 - 0 0 0
31 Oct 83938.71 0 0 - 0 0 0


For Sensex - strike price 83500 expiring on 18DEC2025

Delta for 83500 CE is -

Historical price for 83500 CE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1140, which was -156.55 lower than the previous day. The implied volatity was -, the open interest changed by 344 which increased total open position to 586


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1266.3, which was -492.9 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 242


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1763.8, which was -128.6 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 206


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1892.4, which was 385.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 114


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1496.45, which was 264.3 higher than the previous day. The implied volatity was -, the open interest changed by 84 which increased total open position to 109


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1237.75, which was -351 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25


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


On 3 Nov SENSEX was trading at 83978.49. 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 31 Oct SENSEX was trading at 83938.71. 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


SENSEX 18DEC2025 83500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 4.6 -7.7 - 9,82,476 9,463 48,086
16 Dec 84679.86 13.5 -5.75 - 4,03,225 18,847 38,623
15 Dec 85213.36 20.4 -5.45 - 2,72,622 4,096 19,776
12 Dec 85267.66 24.8 -27.05 - 2,84,898 2,243 15,680
11 Dec 84818.13 51 -97.6 - 80,867 8,928 13,437
10 Dec 84391.27 157.1 51.15 - 25,936 2,005 4,509
9 Dec 84666.28 104.6 7 - 10,014 1,505 2,504
8 Dec 85102.69 96.45 48 - 4,823 786 999
5 Dec 85712.37 48.9 -51.1 - 821 201 213
4 Dec 85265.32 100 -68.5 - 12 11 12
3 Dec 85106.81 378.4 -230.7 - 0 0 1
2 Dec 85138.27 378.4 -230.7 - 0 0 1
1 Dec 85641.90 378.4 -230.7 - 0 0 1
28 Nov 85706.67 378.4 -230.7 - 0 0 1
27 Nov 85720.38 378.4 -230.7 - 0 0 1
26 Nov 85609.51 378.4 -230.7 - 0 0 1
25 Nov 84587.01 378.4 -230.7 - 2 1 1
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
3 Nov 83978.49 0 0 - 0 0 0
31 Oct 83938.71 0 0 - 0 0 0


For Sensex - strike price 83500 expiring on 18DEC2025

Delta for 83500 PE is -

Historical price for 83500 PE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 4.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 9463 which increased total open position to 48086


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 13.5, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 18847 which increased total open position to 38623


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 20.4, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 4096 which increased total open position to 19776


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 24.8, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 2243 which increased total open position to 15680


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 51, which was -97.6 lower than the previous day. The implied volatity was -, the open interest changed by 8928 which increased total open position to 13437


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 157.1, which was 51.15 higher than the previous day. The implied volatity was -, the open interest changed by 2005 which increased total open position to 4509


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 104.6, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 1505 which increased total open position to 2504


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 96.45, which was 48 higher than the previous day. The implied volatity was -, the open interest changed by 786 which increased total open position to 999


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 48.9, which was -51.1 lower than the previous day. The implied volatity was -, the open interest changed by 201 which increased total open position to 213


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 100, which was -68.5 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 12


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 378.4, which was -230.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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


On 3 Nov SENSEX was trading at 83978.49. 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 31 Oct SENSEX was trading at 83938.71. 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