[--[65.84.65.76]--]

SENSEX

Sensex
84481.81 -77.84 (-0.09%)
L: 84238.43 H: 84780.19

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Historical option data for SENSEX

18 Dec 2025 04:11 PM IST
SENSEX 24-DEC-2025 84100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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