SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 83700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 780.7 | -136.5 | - | 7,135 | 400 | 555 | |||||||||
| 17 Dec | 84559.65 | 943.15 | -194.9 | - | 3,272 | -30 | 155 | |||||||||
| 16 Dec | 84679.86 | 1090.3 | -463.6 | - | 405 | -5 | 185 | |||||||||
| 15 Dec | 85213.36 | 1553.9 | -137.7 | - | 117 | -30 | 190 | |||||||||
| 12 Dec | 85267.66 | 1687.9 | 348 | - | 219 | -8 | 220 | |||||||||
| 11 Dec | 84818.13 | 1309.6 | 234.75 | - | 585 | 123 | 228 | |||||||||
| 10 Dec | 84391.27 | 1034.6 | -328.15 | - | 155 | 103 | 105 | |||||||||
| 9 Dec | 84666.28 | 1362.75 | -450.2 | - | 2 | 2 | 2 | |||||||||
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| 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 83700 expiring on 18DEC2025
Delta for 83700 CE is -
Historical price for 83700 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 780.7, which was -136.5 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 555
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 943.15, which was -194.9 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 155
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1090.3, which was -463.6 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 185
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1553.9, which was -137.7 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 190
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1687.9, which was 348 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 220
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1309.6, which was 234.75 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 228
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1034.6, which was -328.15 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 105
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1362.75, which was -450.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 83700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -9.85 | - | 19,08,804 | -1,704 | 29,988 |
| 17 Dec | 84559.65 | 6.9 | -12.35 | - | 11,33,241 | 13,143 | 31,692 |
| 16 Dec | 84679.86 | 22 | -2.7 | - | 2,70,359 | 6,986 | 18,549 |
| 15 Dec | 85213.36 | 25.95 | -7.3 | - | 1,81,559 | 2,116 | 11,563 |
| 12 Dec | 85267.66 | 31.35 | -39.45 | - | 1,63,060 | 5,300 | 9,447 |
| 11 Dec | 84818.13 | 70.15 | -119.1 | - | 25,715 | 3,647 | 4,147 |
| 10 Dec | 84391.27 | 199.05 | 63.15 | - | 4,241 | 136 | 500 |
| 9 Dec | 84666.28 | 137.05 | 15.65 | - | 1,361 | 199 | 364 |
| 8 Dec | 85102.69 | 127.9 | 64.35 | - | 497 | 165 | 165 |
| 5 Dec | 85712.37 | 360 | -312 | - | 0 | 0 | 0 |
| 4 Dec | 85265.32 | 360 | -312 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 360 | -312 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 360 | -312 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 360 | -312 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 360 | -312 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 360 | -312 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 360 | -312 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 360 | -312 | - | 6 | 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 83700 expiring on 18DEC2025
Delta for 83700 PE is -
Historical price for 83700 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by -1704 which decreased total open position to 29988
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 6.9, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by 13143 which increased total open position to 31692
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 22, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 6986 which increased total open position to 18549
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 25.95, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 2116 which increased total open position to 11563
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 31.35, which was -39.45 lower than the previous day. The implied volatity was -, the open interest changed by 5300 which increased total open position to 9447
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 70.15, which was -119.1 lower than the previous day. The implied volatity was -, the open interest changed by 3647 which increased total open position to 4147
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 199.05, which was 63.15 higher than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 500
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 137.05, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 364
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 127.9, which was 64.35 higher than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 165
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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 360, which was -312 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































































































































































































































