SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-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 | |||||||||
| 17 Dec | 84559.65 | 844.05 | -178.15 | - | 6,294 | 63 | 338 | |||||||||
| 16 Dec | 84679.86 | 994.9 | -464.05 | - | 885 | 119 | 275 | |||||||||
| 15 Dec | 85213.36 | 1458.95 | -134.45 | - | 176 | -16 | 156 | |||||||||
| 12 Dec | 85267.66 | 1594.3 | 346.25 | - | 309 | -35 | 172 | |||||||||
| 11 Dec | 84818.13 | 1240.25 | 246.6 | - | 326 | 3 | 207 | |||||||||
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| 10 Dec | 84391.27 | 986 | -288.45 | - | 256 | 179 | 204 | |||||||||
| 9 Dec | 84666.28 | 1274.45 | -373.55 | - | 27 | 22 | 25 | |||||||||
| 8 Dec | 85102.69 | 1648 | -501.2 | - | 3 | 3 | 3 | |||||||||
| 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 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 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 83800 expiring on 18DEC2025
Delta for 83800 CE is -
Historical price for 83800 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 844.05, which was -178.15 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 338
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 994.9, which was -464.05 lower than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 275
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1458.95, which was -134.45 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 156
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1594.3, which was 346.25 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 172
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1240.25, which was 246.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 207
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 986, which was -288.45 lower than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 204
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1274.45, which was -373.55 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 25
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1648, which was -501.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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 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 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 83800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 9.4 | -15.35 | - | 17,63,747 | 19,977 | 38,826 |
| 16 Dec | 84679.86 | 28.05 | -0.75 | - | 3,30,372 | 4,096 | 18,849 |
| 15 Dec | 85213.36 | 29.55 | -8.6 | - | 1,77,816 | 5,929 | 14,753 |
| 12 Dec | 85267.66 | 36.6 | -47.35 | - | 1,75,124 | 5,868 | 8,824 |
| 11 Dec | 84818.13 | 83.05 | -133.15 | - | 21,793 | 1,626 | 2,956 |
| 10 Dec | 84391.27 | 228.95 | 74 | - | 8,765 | 187 | 1,330 |
| 9 Dec | 84666.28 | 155.2 | 20.6 | - | 2,358 | 507 | 1,143 |
| 8 Dec | 85102.69 | 141.35 | 68.5 | - | 1,249 | 633 | 636 |
| 5 Dec | 85712.37 | 226.15 | 0 | - | 0 | 0 | 3 |
| 4 Dec | 85265.32 | 226.15 | 0 | - | 1 | 1 | 3 |
| 3 Dec | 85106.81 | 350 | -220 | - | 0 | 0 | 2 |
| 2 Dec | 85138.27 | 350 | -220 | - | 0 | 0 | 2 |
| 1 Dec | 85641.90 | 350 | -220 | - | 0 | 0 | 2 |
| 28 Nov | 85706.67 | 350 | -220 | - | 0 | 0 | 2 |
| 27 Nov | 85720.38 | 350 | -220 | - | 0 | 0 | 2 |
| 26 Nov | 85609.51 | 350 | -220 | - | 0 | 0 | 2 |
| 25 Nov | 84587.01 | 350 | -220 | - | 0 | 0 | 2 |
| 24 Nov | 84900.71 | 350 | -220 | - | 2 | 0 | 2 |
| 21 Nov | 85231.92 | 570 | 289.3 | - | 2 | 2 | 2 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 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 83800 expiring on 18DEC2025
Delta for 83800 PE is -
Historical price for 83800 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 9.4, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by 19977 which increased total open position to 38826
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 28.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 4096 which increased total open position to 18849
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 29.55, which was -8.6 lower than the previous day. The implied volatity was -, the open interest changed by 5929 which increased total open position to 14753
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 36.6, which was -47.35 lower than the previous day. The implied volatity was -, the open interest changed by 5868 which increased total open position to 8824
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 83.05, which was -133.15 lower than the previous day. The implied volatity was -, the open interest changed by 1626 which increased total open position to 2956
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 228.95, which was 74 higher than the previous day. The implied volatity was -, the open interest changed by 187 which increased total open position to 1330
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 155.2, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 507 which increased total open position to 1143
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 141.35, which was 68.5 higher than the previous day. The implied volatity was -, the open interest changed by 633 which increased total open position to 636
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 226.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 226.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 350, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 570, which was 289.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 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































































































































































































































