SENSEX
Sensex
Historical option data for SENSEX
15 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 83600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85213.36 | 1642.25 | -83.05 | - | 38 | -11 | 26 | |||||||||
| 12 Dec | 85267.66 | 1725.3 | 308.85 | - | 18 | 0 | 37 | |||||||||
| 11 Dec | 84818.13 | 1416.45 | 280.9 | - | 91 | -2 | 37 | |||||||||
| 10 Dec | 84391.27 | 1131.35 | -384.6 | - | 47 | 39 | 39 | |||||||||
| 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 83600 expiring on 18DEC2025
Delta for 83600 CE is -
Historical price for 83600 CE is as follows
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1642.25, which was -83.05 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 26
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1725.3, which was 308.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1416.45, which was 280.9 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 37
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1131.35, which was -384.6 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39
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 83600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85213.36 | 22.95 | -6.15 | - | 1,30,854 | 4,648 | 8,234 |
| 12 Dec | 85267.66 | 27.8 | -33.6 | - | 1,24,984 | 813 | 3,586 |
| 11 Dec | 84818.13 | 60.8 | -107.45 | - | 16,234 | 2,180 | 2,773 |
| 10 Dec | 84391.27 | 178.3 | 56.8 | - | 3,184 | 324 | 593 |
| 9 Dec | 84666.28 | 121.35 | 13.1 | - | 809 | 133 | 269 |
| 8 Dec | 85102.69 | 111.15 | -3.3 | - | 546 | 130 | 136 |
| 5 Dec | 85712.37 | 114.45 | -71.55 | - | 1 | 1 | 6 |
| 4 Dec | 85265.32 | 186 | -47.7 | - | 1 | 1 | 5 |
| 3 Dec | 85106.81 | 233.7 | -60.65 | - | 4 | 4 | 4 |
| 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 83600 expiring on 18DEC2025
Delta for 83600 PE is -
Historical price for 83600 PE is as follows
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 22.95, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 4648 which increased total open position to 8234
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 27.8, which was -33.6 lower than the previous day. The implied volatity was -, the open interest changed by 813 which increased total open position to 3586
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 60.8, which was -107.45 lower than the previous day. The implied volatity was -, the open interest changed by 2180 which increased total open position to 2773
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 178.3, which was 56.8 higher than the previous day. The implied volatity was -, the open interest changed by 324 which increased total open position to 593
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 121.35, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 269
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 111.15, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 136
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 114.45, which was -71.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 186, which was -47.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 233.7, which was -60.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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































































































































































































































