SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 83800 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 | 941.2 | -113.6 | - | 466 | 122 | 175 | |||||||||
| 17 Dec | 84559.65 | 1090 | -215 | - | 140 | 45 | 53 | |||||||||
| 16 Dec | 84679.86 | 1305 | -390.95 | - | 3 | 2 | 8 | |||||||||
| 15 Dec | 85213.36 | 1695.95 | -37.35 | - | 8 | 6 | 6 | |||||||||
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 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 | |||||||||
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83800 expiring on 24DEC2025
Delta for 83800 CE is -
Historical price for 83800 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 941.2, which was -113.6 lower than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 175
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1090, which was -215 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 53
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1305, which was -390.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1695.95, which was -37.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 12 Dec SENSEX was trading at 85267.66. 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 Dec SENSEX was trading at 84818.13. 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 Dec SENSEX was trading at 84391.27. 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 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 24 Nov SENSEX was trading at 84900.71. 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
On 21 Nov SENSEX was trading at 85231.92. 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 20 Nov SENSEX was trading at 85632.68. 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 19 Nov SENSEX was trading at 85186.47. 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 18 Nov SENSEX was trading at 84673.02. 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 17 Nov SENSEX was trading at 84950.95. 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 14 Nov SENSEX was trading at 84562.78. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 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 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
On 24 Oct SENSEX was trading at 84211.88. 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 17 Oct SENSEX was trading at 83952.19. 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 16 Oct SENSEX was trading at 83467.66. 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 24DEC2025 83800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 126.95 | 1.3 | - | 35,040 | 2,310 | 3,312 |
| 17 Dec | 84559.65 | 117.4 | -11.5 | - | 6,368 | 644 | 1,002 |
| 16 Dec | 84679.86 | 131.25 | 41 | - | 1,918 | 117 | 358 |
| 15 Dec | 85213.36 | 95.35 | 3.5 | - | 682 | 112 | 241 |
| 12 Dec | 85267.66 | 92.1 | -77.6 | - | 508 | -50 | 129 |
| 11 Dec | 84818.13 | 169.25 | -136.95 | - | 433 | -105 | 179 |
| 10 Dec | 84391.27 | 324.5 | 79.8 | - | 550 | 139 | 284 |
| 9 Dec | 84666.28 | 236.5 | 32.95 | - | 397 | 95 | 145 |
| 8 Dec | 85102.69 | 213.15 | 97.1 | - | 59 | 5 | 50 |
| 5 Dec | 85712.37 | 113.65 | -72.6 | - | 65 | -1 | 45 |
| 4 Dec | 85265.32 | 189.55 | -46.5 | - | 59 | -25 | 46 |
| 3 Dec | 85106.81 | 229.25 | -3.65 | - | 53 | 4 | 71 |
| 2 Dec | 85138.27 | 221.2 | 27.9 | - | 51 | 18 | 67 |
| 1 Dec | 85641.90 | 189.95 | -8.35 | - | 28 | 0 | 49 |
| 28 Nov | 85706.67 | 194 | -46.4 | - | 14 | 0 | 49 |
| 27 Nov | 85720.38 | 240.4 | -53.9 | - | 58 | 1 | 49 |
| 26 Nov | 85609.51 | 294.3 | -185.95 | - | 22 | -14 | 48 |
| 25 Nov | 84587.01 | 474.95 | 11.85 | - | 57 | 50 | 62 |
| 24 Nov | 84900.71 | 479.15 | 21.35 | - | 12 | -2 | 12 |
| 21 Nov | 85231.92 | 458.7 | 84.8 | - | 22 | -7 | 14 |
| 20 Nov | 85632.68 | 373.9 | -92.35 | - | 10 | 3 | 21 |
| 19 Nov | 85186.47 | 466.25 | -529.35 | - | 26 | 18 | 18 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 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 |
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 83467.66 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 83800 expiring on 24DEC2025
Delta for 83800 PE is -
Historical price for 83800 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 126.95, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 2310 which increased total open position to 3312
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 117.4, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 644 which increased total open position to 1002
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 131.25, which was 41 higher than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 358
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 95.35, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 241
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 92.1, which was -77.6 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 129
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 169.25, which was -136.95 lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 179
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 324.5, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 139 which increased total open position to 284
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 236.5, which was 32.95 higher than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 145
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 213.15, which was 97.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 50
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 113.65, which was -72.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 45
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 189.55, which was -46.5 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 46
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 229.25, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 71
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 221.2, which was 27.9 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 67
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 189.95, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 194, which was -46.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 240.4, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 49
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 294.3, which was -185.95 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 48
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 474.95, which was 11.85 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 62
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 479.15, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 458.7, which was 84.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 14
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 373.9, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 21
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 466.25, which was -529.35 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
On 18 Nov SENSEX was trading at 84673.02. 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 17 Nov SENSEX was trading at 84950.95. 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 14 Nov SENSEX was trading at 84562.78. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 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 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
On 24 Oct SENSEX was trading at 84211.88. 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 17 Oct SENSEX was trading at 83952.19. 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 16 Oct SENSEX was trading at 83467.66. 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































































































































































































































