SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 83500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 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: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 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































































































































































































































