SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 84200 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 | 620.85 | -138.4 | - | 6,007 | 716 | 988 | |||||||||
| 17 Dec | 84559.65 | 778 | -143.8 | - | 1,123 | 122 | 272 | |||||||||
| 16 Dec | 84679.86 | 924.5 | -418.75 | - | 166 | 16 | 150 | |||||||||
| 15 Dec | 85213.36 | 1343.25 | -77.75 | - | 42 | -11 | 134 | |||||||||
| 12 Dec | 85267.66 | 1421 | 257.85 | - | 19 | -2 | 145 | |||||||||
| 11 Dec | 84818.13 | 1314.7 | 361.6 | - | 334 | -134 | 147 | |||||||||
| 10 Dec | 84391.27 | 945 | -241.15 | - | 9 | 0 | 281 | |||||||||
| 9 Dec | 84666.28 | 1072.3 | -630.2 | - | 5 | 4 | 281 | |||||||||
| 8 Dec | 85102.69 | 2143.9 | 517 | - | 0 | 0 | 277 | |||||||||
| 5 Dec | 85712.37 | 2143.9 | 517 | - | 57 | -57 | 277 | |||||||||
| 4 Dec | 85265.32 | 2494.65 | 83.2 | - | 0 | 0 | 334 | |||||||||
| 3 Dec | 85106.81 | 2494.65 | 83.2 | - | 0 | 0 | 334 | |||||||||
| 2 Dec | 85138.27 | 2494.65 | 83.2 | - | 0 | 0 | 334 | |||||||||
| 1 Dec | 85641.90 | 2494.65 | 83.2 | - | 10 | 0 | 334 | |||||||||
| 28 Nov | 85706.67 | 2424.35 | -150.3 | - | 66 | 0 | 334 | |||||||||
| 27 Nov | 85720.38 | 2574.65 | 485.3 | - | 7 | 0 | 334 | |||||||||
| 26 Nov | 85609.51 | 2089.35 | 344.45 | - | 7 | -2 | 334 | |||||||||
| 25 Nov | 84587.01 | 1746.05 | -315.55 | - | 604 | 336 | 336 | |||||||||
| 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 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 84556.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 84200 expiring on 24DEC2025
Delta for 84200 CE is -
Historical price for 84200 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 620.85, which was -138.4 lower than the previous day. The implied volatity was -, the open interest changed by 716 which increased total open position to 988
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 778, which was -143.8 lower than the previous day. The implied volatity was -, the open interest changed by 122 which increased total open position to 272
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 924.5, which was -418.75 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 150
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1343.25, which was -77.75 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 134
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1421, which was 257.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 145
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1314.7, which was 361.6 higher than the previous day. The implied volatity was -, the open interest changed by -134 which decreased total open position to 147
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 945, which was -241.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 281
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1072.3, which was -630.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 281
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2143.9, which was 517 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 277
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2143.9, which was 517 higher than the previous day. The implied volatity was -, the open interest changed by -57 which decreased total open position to 277
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2494.65, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2494.65, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2494.65, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2494.65, which was 83.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2424.35, which was -150.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2574.65, which was 485.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 334
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2089.35, which was 344.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 334
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1746.05, which was -315.55 lower than the previous day. The implied volatity was -, the open interest changed by 336 which increased total open position to 336
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 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 28 Oct SENSEX was trading at 84628.16. 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 84200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 230.45 | 11.8 | - | 33,581 | 2,318 | 3,234 |
| 17 Dec | 84559.65 | 214.05 | 5.05 | - | 5,060 | 338 | 916 |
| 16 Dec | 84679.86 | 220 | 73.6 | - | 2,813 | 42 | 578 |
| 15 Dec | 85213.36 | 144.25 | 3.05 | - | 1,668 | 256 | 536 |
| 12 Dec | 85267.66 | 140.45 | -119.25 | - | 543 | 63 | 280 |
| 11 Dec | 84818.13 | 259.05 | -170 | - | 724 | 83 | 217 |
| 10 Dec | 84391.27 | 444 | 101.4 | - | 124 | -28 | 134 |
| 9 Dec | 84666.28 | 336.75 | 54.45 | - | 316 | 105 | 162 |
| 8 Dec | 85102.69 | 290.85 | 130.2 | - | 89 | 0 | 57 |
| 5 Dec | 85712.37 | 157.35 | -98.4 | - | 413 | -179 | 57 |
| 4 Dec | 85265.32 | 263.75 | -53.45 | - | 90 | -9 | 236 |
| 3 Dec | 85106.81 | 312.6 | 8.25 | - | 315 | 153 | 245 |
| 2 Dec | 85138.27 | 298.55 | 47.8 | - | 12 | 0 | 92 |
| 1 Dec | 85641.90 | 251.1 | -7.35 | - | 53 | -16 | 92 |
| 28 Nov | 85706.67 | 254.7 | -69.3 | - | 14 | 7 | 108 |
| 27 Nov | 85720.38 | 324 | -39.45 | - | 40 | -23 | 101 |
| 26 Nov | 85609.51 | 358.55 | -239 | - | 43 | 2 | 124 |
| 25 Nov | 84587.01 | 580.55 | 2.35 | - | 98 | 77 | 122 |
| 24 Nov | 84900.71 | 583.5 | 28.5 | - | 11 | -3 | 45 |
| 21 Nov | 85231.92 | 555.4 | 94 | - | 12 | 0 | 48 |
| 20 Nov | 85632.68 | 461.4 | -113.9 | - | 4 | 0 | 48 |
| 19 Nov | 85186.47 | 575.3 | -577.4 | - | 52 | 46 | 48 |
| 18 Nov | 84673.02 | 778.2 | -215 | - | 0 | 0 | 2 |
| 17 Nov | 84950.95 | 778.2 | -215 | - | 0 | 0 | 2 |
| 14 Nov | 84562.78 | 778.2 | -215 | - | 0 | 0 | 2 |
| 13 Nov | 84478.67 | 778.2 | -215 | - | 32 | 2 | 2 |
| 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 |
| 28 Oct | 84628.16 | 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 84200 expiring on 24DEC2025
Delta for 84200 PE is -
Historical price for 84200 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 230.45, which was 11.8 higher than the previous day. The implied volatity was -, the open interest changed by 2318 which increased total open position to 3234
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 214.05, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 338 which increased total open position to 916
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 220, which was 73.6 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 578
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 144.25, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 256 which increased total open position to 536
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 140.45, which was -119.25 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 280
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 259.05, which was -170 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 217
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 444, which was 101.4 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 134
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 336.75, which was 54.45 higher than the previous day. The implied volatity was -, the open interest changed by 105 which increased total open position to 162
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 290.85, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 157.35, which was -98.4 lower than the previous day. The implied volatity was -, the open interest changed by -179 which decreased total open position to 57
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 263.75, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 236
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 312.6, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by 153 which increased total open position to 245
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 298.55, which was 47.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 251.1, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 92
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 254.7, which was -69.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 108
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 324, which was -39.45 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 101
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 358.55, which was -239 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 124
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 580.55, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 122
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 583.5, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 45
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 555.4, which was 94 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 461.4, which was -113.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 575.3, which was -577.4 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 48
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 778.2, which was -215 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 778.2, which was -215 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 778.2, which was -215 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 778.2, which was -215 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 28 Oct SENSEX was trading at 84628.16. 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































































































































































































































