SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 84100 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 | 693.3 | -136.55 | - | 2,039 | 385 | 577 | |||||||||
| 17 Dec | 84559.65 | 850.7 | -145 | - | 538 | 127 | 192 | |||||||||
| 16 Dec | 84679.86 | 991.65 | -422.6 | - | 82 | -3 | 65 | |||||||||
| 15 Dec | 85213.36 | 1414.25 | -105.5 | - | 13 | 1 | 68 | |||||||||
| 12 Dec | 85267.66 | 1519.75 | 312.3 | - | 5 | 1 | 67 | |||||||||
| 11 Dec | 84818.13 | 1207.45 | 225.9 | - | 14 | -1 | 66 | |||||||||
| 10 Dec | 84391.27 | 2025 | 0 | - | 0 | 0 | 67 | |||||||||
| 9 Dec | 84666.28 | 2025 | 0 | - | 0 | 0 | 67 | |||||||||
| 8 Dec | 85102.69 | 2025 | 0 | - | 0 | 0 | 67 | |||||||||
| 5 Dec | 85712.37 | 2025 | 0 | - | 1 | -1 | 67 | |||||||||
| 4 Dec | 85265.32 | 2025 | 349.95 | - | 6 | 0 | 68 | |||||||||
| 3 Dec | 85106.81 | 1950 | -452.9 | - | 0 | 0 | 68 | |||||||||
| 2 Dec | 85138.27 | 1950 | -452.9 | - | 1 | 0 | 68 | |||||||||
| 1 Dec | 85641.90 | 2500 | -124.65 | - | 0 | 0 | 68 | |||||||||
| 28 Nov | 85706.67 | 2500 | -124.65 | - | 23 | 1 | 68 | |||||||||
| 27 Nov | 85720.38 | 2624.65 | 497.65 | - | 29 | -17 | 67 | |||||||||
| 26 Nov | 85609.51 | 2127 | 344.7 | - | 3 | -3 | 84 | |||||||||
| 25 Nov | 84587.01 | 1750.55 | -449.45 | - | 90 | 67 | 87 | |||||||||
| 24 Nov | 84900.71 | 2200 | 130.65 | - | 2 | 0 | 20 | |||||||||
| 21 Nov | 85231.92 | 1769 | -88.7 | - | 0 | 0 | 20 | |||||||||
| 20 Nov | 85632.68 | 1769 | -88.7 | - | 0 | 0 | 20 | |||||||||
| 19 Nov | 85186.47 | 1769 | -88.7 | - | 0 | 0 | 20 | |||||||||
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| 18 Nov | 84673.02 | 1769 | -88.7 | - | 0 | 0 | 20 | |||||||||
| 17 Nov | 84950.95 | 1769 | -88.7 | - | 0 | 0 | 20 | |||||||||
| 14 Nov | 84562.78 | 1769 | -88.7 | - | 20 | 20 | 20 | |||||||||
| 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 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 84556.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 84426.34 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84100 expiring on 24DEC2025
Delta for 84100 CE is -
Historical price for 84100 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 693.3, which was -136.55 lower than the previous day. The implied volatity was -, the open interest changed by 385 which increased total open position to 577
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 850.7, which was -145 lower than the previous day. The implied volatity was -, the open interest changed by 127 which increased total open position to 192
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 991.65, which was -422.6 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 65
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1414.25, which was -105.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1519.75, which was 312.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 67
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1207.45, which was 225.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 66
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2025, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2025, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2025, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2025, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 67
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2025, which was 349.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1950, which was -452.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1950, which was -452.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2500, which was -124.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2500, which was -124.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 68
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2624.65, which was 497.65 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 67
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2127, which was 344.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 84
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1750.55, which was -449.45 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 87
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 2200, which was 130.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 1769, which was -88.7 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 30 Oct SENSEX was trading at 84404.46. 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 23 Oct SENSEX was trading at 84556.40. 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 Oct SENSEX was trading at 84426.34. 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
| SENSEX 24DEC2025 84100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 200.25 | 8.4 | - | 18,348 | 1,177 | 2,079 |
| 17 Dec | 84559.65 | 182.15 | -3.9 | - | 5,755 | 547 | 902 |
| 16 Dec | 84679.86 | 197 | 66.2 | - | 2,203 | 119 | 355 |
| 15 Dec | 85213.36 | 131.8 | 4.75 | - | 1,189 | 85 | 236 |
| 12 Dec | 85267.66 | 125.95 | -109 | - | 380 | -37 | 151 |
| 11 Dec | 84818.13 | 238.85 | -154.35 | - | 335 | 23 | 188 |
| 10 Dec | 84391.27 | 397.65 | 81.75 | - | 281 | -41 | 165 |
| 9 Dec | 84666.28 | 314.7 | 55 | - | 572 | 167 | 206 |
| 8 Dec | 85102.69 | 267.1 | 119.8 | - | 68 | -7 | 39 |
| 5 Dec | 85712.37 | 140.8 | -94.9 | - | 163 | -61 | 46 |
| 4 Dec | 85265.32 | 240.55 | -49.4 | - | 65 | -9 | 107 |
| 3 Dec | 85106.81 | 285.7 | -0.05 | - | 54 | 3 | 116 |
| 2 Dec | 85138.27 | 275.75 | 43.15 | - | 34 | 24 | 113 |
| 1 Dec | 85641.90 | 232.6 | -11 | - | 38 | 14 | 89 |
| 28 Nov | 85706.67 | 243.2 | -80.95 | - | 56 | -20 | 75 |
| 27 Nov | 85720.38 | 324.15 | -22.1 | - | 22 | -10 | 95 |
| 26 Nov | 85609.51 | 348.75 | 88.05 | - | 8 | 0 | 105 |
| 25 Nov | 84587.01 | 260.7 | -277.05 | - | 42 | 40 | 105 |
| 24 Nov | 84900.71 | 556.7 | 26.55 | - | 15 | 1 | 65 |
| 21 Nov | 85231.92 | 530 | 126.45 | - | 16 | 0 | 64 |
| 20 Nov | 85632.68 | 403.55 | -135.75 | - | 6 | 0 | 64 |
| 19 Nov | 85186.47 | 539.3 | -572.7 | - | 71 | 64 | 64 |
| 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 |
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 84556.40 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 84426.34 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 84363.37 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 83952.19 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 84100 expiring on 24DEC2025
Delta for 84100 PE is -
Historical price for 84100 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 200.25, which was 8.4 higher than the previous day. The implied volatity was -, the open interest changed by 1177 which increased total open position to 2079
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 182.15, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 547 which increased total open position to 902
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 197, which was 66.2 higher than the previous day. The implied volatity was -, the open interest changed by 119 which increased total open position to 355
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 131.8, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 236
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 125.95, which was -109 lower than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 151
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 238.85, which was -154.35 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 188
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 397.65, which was 81.75 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 165
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 314.7, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 206
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 267.1, which was 119.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 39
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 140.8, which was -94.9 lower than the previous day. The implied volatity was -, the open interest changed by -61 which decreased total open position to 46
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 240.55, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 107
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 285.7, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 116
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 275.75, which was 43.15 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 113
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 232.6, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 89
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 243.2, which was -80.95 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 75
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 324.15, which was -22.1 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 95
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 348.75, which was 88.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 260.7, which was -277.05 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 105
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 556.7, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 530, which was 126.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 403.55, which was -135.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 539.3, which was -572.7 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 64
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 30 Oct SENSEX was trading at 84404.46. 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 23 Oct SENSEX was trading at 84556.40. 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 Oct SENSEX was trading at 84426.34. 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































































































































































































































