SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 83900 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 | 851.8 | -134.65 | - | 924 | 206 | 246 | |||||||||
| 17 Dec | 84559.65 | 1005.95 | -154.8 | - | 81 | 25 | 40 | |||||||||
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| 16 Dec | 84679.86 | 1142.5 | -246.15 | - | 12 | 2 | 15 | |||||||||
| 15 Dec | 85213.36 | 1388.65 | -331.3 | - | 2 | 0 | 13 | |||||||||
| 12 Dec | 85267.66 | 1719.95 | 269.95 | - | 3 | -2 | 13 | |||||||||
| 11 Dec | 84818.13 | 1450 | 247 | - | 13 | -5 | 15 | |||||||||
| 10 Dec | 84391.27 | 1203 | -366.45 | - | 11 | 5 | 20 | |||||||||
| 9 Dec | 84666.28 | 2003 | -192 | - | 0 | 0 | 15 | |||||||||
| 8 Dec | 85102.69 | 2003 | -192 | - | 1 | 1 | 15 | |||||||||
| 5 Dec | 85712.37 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 4 Dec | 85265.32 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 3 Dec | 85106.81 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 2 Dec | 85138.27 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 1 Dec | 85641.90 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 28 Nov | 85706.67 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 27 Nov | 85720.38 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 26 Nov | 85609.51 | 2978.1 | 729.45 | - | 0 | 0 | 14 | |||||||||
| 25 Nov | 84587.01 | 2978.1 | 729.45 | - | 14 | 14 | 14 | |||||||||
| 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 | |||||||||
| 20 Oct | 84363.37 | 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 83900 expiring on 24DEC2025
Delta for 83900 CE is -
Historical price for 83900 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 851.8, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 206 which increased total open position to 246
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1005.95, which was -154.8 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 40
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1142.5, which was -246.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1388.65, which was -331.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1719.95, which was 269.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1450, which was 247 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 15
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1203, which was -366.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 20
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2003, which was -192 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2003, which was -192 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2978.1, which was 729.45 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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 20 Oct SENSEX was trading at 84363.37. 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 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 83900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 145.5 | 0.1 | - | 16,565 | 1,097 | 1,672 |
| 17 Dec | 84559.65 | 135.1 | -11.4 | - | 3,174 | 319 | 575 |
| 16 Dec | 84679.86 | 156 | 52.15 | - | 1,092 | -41 | 256 |
| 15 Dec | 85213.36 | 105.7 | 2.8 | - | 1,709 | -7 | 297 |
| 12 Dec | 85267.66 | 99 | -85.8 | - | 614 | 112 | 304 |
| 11 Dec | 84818.13 | 181.2 | -148.3 | - | 394 | -43 | 192 |
| 10 Dec | 84391.27 | 337.2 | 71.45 | - | 464 | 91 | 235 |
| 9 Dec | 84666.28 | 254.45 | 35.2 | - | 288 | 59 | 144 |
| 8 Dec | 85102.69 | 229.5 | 103.1 | - | 82 | -8 | 85 |
| 5 Dec | 85712.37 | 123 | -79.5 | - | 149 | -26 | 93 |
| 4 Dec | 85265.32 | 205.85 | -45.95 | - | 74 | -42 | 119 |
| 3 Dec | 85106.81 | 246.25 | -3.9 | - | 37 | 0 | 161 |
| 2 Dec | 85138.27 | 242.7 | 21.85 | - | 84 | 64 | 161 |
| 1 Dec | 85641.90 | 220.85 | 10.95 | - | 65 | 15 | 97 |
| 28 Nov | 85706.67 | 206.55 | -78.7 | - | 12 | 2 | 82 |
| 27 Nov | 85720.38 | 285.25 | -17.55 | - | 57 | -23 | 80 |
| 26 Nov | 85609.51 | 302.8 | -208.05 | - | 29 | -12 | 103 |
| 25 Nov | 84587.01 | 507.7 | 9.05 | - | 73 | 55 | 115 |
| 24 Nov | 84900.71 | 500.7 | 25.1 | - | 13 | 0 | 60 |
| 21 Nov | 85231.92 | 473.6 | 91.65 | - | 12 | 0 | 60 |
| 20 Nov | 85632.68 | 381.95 | -111.95 | - | 4 | 0 | 60 |
| 19 Nov | 85186.47 | 493.9 | -539.5 | - | 73 | 60 | 60 |
| 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 |
| 20 Oct | 84363.37 | 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 83900 expiring on 24DEC2025
Delta for 83900 PE is -
Historical price for 83900 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 145.5, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 1097 which increased total open position to 1672
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 135.1, which was -11.4 lower than the previous day. The implied volatity was -, the open interest changed by 319 which increased total open position to 575
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 156, which was 52.15 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 256
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 105.7, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 297
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 99, which was -85.8 lower than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 304
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 181.2, which was -148.3 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 192
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 337.2, which was 71.45 higher than the previous day. The implied volatity was -, the open interest changed by 91 which increased total open position to 235
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 254.45, which was 35.2 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 144
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 229.5, which was 103.1 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 85
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 123, which was -79.5 lower than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 93
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 205.85, which was -45.95 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 119
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 246.25, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 242.7, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 161
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 220.85, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 97
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 206.55, which was -78.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 82
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 285.25, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 80
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 302.8, which was -208.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 103
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 507.7, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 115
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 500.7, which was 25.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 473.6, which was 91.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 381.95, which was -111.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 493.9, which was -539.5 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
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 20 Oct SENSEX was trading at 84363.37. 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 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































































































































































































































