SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 84400 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 | 500 | -121.6 | - | 39,695 | 8,007 | 8,569 | |||||||||
| 17 Dec | 84559.65 | 650 | -133.85 | - | 3,721 | 273 | 562 | |||||||||
| 16 Dec | 84679.86 | 780.9 | -389.35 | - | 581 | 144 | 289 | |||||||||
| 15 Dec | 85213.36 | 1165.55 | -106.35 | - | 135 | 60 | 145 | |||||||||
| 12 Dec | 85267.66 | 1290.25 | 269.2 | - | 109 | -29 | 85 | |||||||||
| 11 Dec | 84818.13 | 1012.95 | 171.45 | - | 308 | -63 | 114 | |||||||||
| 10 Dec | 84391.27 | 817.9 | -240.65 | - | 84 | 14 | 177 | |||||||||
| 9 Dec | 84666.28 | 1057.1 | -342.9 | - | 71 | 13 | 163 | |||||||||
| 8 Dec | 85102.69 | 1400 | -408.75 | - | 2 | 0 | 150 | |||||||||
| 5 Dec | 85712.37 | 1808.75 | 237.8 | - | 109 | -98 | 150 | |||||||||
| 4 Dec | 85265.32 | 1570.95 | 102.15 | - | 2 | -1 | 248 | |||||||||
| 3 Dec | 85106.81 | 2347.15 | -33 | - | 0 | 0 | 249 | |||||||||
| 2 Dec | 85138.27 | 2347.15 | -33 | - | 0 | 0 | 249 | |||||||||
| 1 Dec | 85641.90 | 2347.15 | -33 | - | 15 | -1 | 249 | |||||||||
| 28 Nov | 85706.67 | 2380.15 | 314.2 | - | 12 | -1 | 250 | |||||||||
| 27 Nov | 85720.38 | 1930.2 | 412 | - | 0 | 0 | 251 | |||||||||
| 26 Nov | 85609.51 | 1930.2 | 412 | - | 4 | 0 | 251 | |||||||||
| 25 Nov | 84587.01 | 1518.2 | -423.95 | - | 398 | 250 | 251 | |||||||||
| 24 Nov | 84900.71 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 21 Nov | 85231.92 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 20 Nov | 85632.68 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 19 Nov | 85186.47 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 18 Nov | 84673.02 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 17 Nov | 84950.95 | 1624 | -60.1 | - | 0 | 0 | 1 | |||||||||
| 14 Nov | 84562.78 | 1624 | -60.1 | - | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
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| 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 | |||||||||
| 27 Oct | 84778.84 | 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 84400 expiring on 24DEC2025
Delta for 84400 CE is -
Historical price for 84400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 500, which was -121.6 lower than the previous day. The implied volatity was -, the open interest changed by 8007 which increased total open position to 8569
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 650, which was -133.85 lower than the previous day. The implied volatity was -, the open interest changed by 273 which increased total open position to 562
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 780.9, which was -389.35 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 289
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1165.55, which was -106.35 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 145
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1290.25, which was 269.2 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 85
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1012.95, which was 171.45 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 114
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 817.9, which was -240.65 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 177
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1057.1, which was -342.9 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 163
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1400, which was -408.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1808.75, which was 237.8 higher than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 150
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1570.95, which was 102.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 248
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2347.15, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 249
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2347.15, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 249
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2347.15, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 249
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2380.15, which was 314.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 250
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1930.2, which was 412 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 251
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1930.2, which was 412 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 251
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1518.2, which was -423.95 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 251
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 1624, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 27 Oct SENSEX was trading at 84778.84. 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 84400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 303.75 | 21.15 | - | 67,581 | 5,374 | 6,480 |
| 17 Dec | 84559.65 | 264.5 | -0.25 | - | 8,853 | 549 | 1,106 |
| 16 Dec | 84679.86 | 278.75 | 98.3 | - | 2,232 | -38 | 557 |
| 15 Dec | 85213.36 | 178.95 | 1.7 | - | 1,790 | 306 | 595 |
| 12 Dec | 85267.66 | 171.1 | -140.85 | - | 760 | 62 | 289 |
| 11 Dec | 84818.13 | 305.65 | -202.9 | - | 1,312 | 48 | 227 |
| 10 Dec | 84391.27 | 522.4 | 121.85 | - | 598 | 4 | 179 |
| 9 Dec | 84666.28 | 398.6 | 67.75 | - | 650 | -27 | 175 |
| 8 Dec | 85102.69 | 337.4 | 150.05 | - | 283 | 58 | 202 |
| 5 Dec | 85712.37 | 184 | -110.2 | - | 223 | -128 | 144 |
| 4 Dec | 85265.32 | 296 | -72.05 | - | 307 | -120 | 272 |
| 3 Dec | 85106.81 | 354.35 | -2.7 | - | 292 | -17 | 392 |
| 2 Dec | 85138.27 | 342 | 55.6 | - | 311 | -226 | 409 |
| 1 Dec | 85641.90 | 289.6 | 3 | - | 161 | -18 | 635 |
| 28 Nov | 85706.67 | 279.65 | -104.45 | - | 75 | 11 | 653 |
| 27 Nov | 85720.38 | 384.1 | -19.5 | - | 24 | 7 | 642 |
| 26 Nov | 85609.51 | 403.8 | -242.1 | - | 29 | 3 | 635 |
| 25 Nov | 84587.01 | 638.35 | 11.6 | - | 1,410 | 561 | 632 |
| 24 Nov | 84900.71 | 639.8 | 28.95 | - | 12 | -2 | 71 |
| 21 Nov | 85231.92 | 610.85 | 145.55 | - | 54 | 29 | 73 |
| 20 Nov | 85632.68 | 465.3 | -165.6 | - | 17 | 11 | 44 |
| 19 Nov | 85186.47 | 630.9 | -119.1 | - | 15 | 11 | 33 |
| 18 Nov | 84673.02 | 750 | 50 | - | 1 | -1 | 22 |
| 17 Nov | 84950.95 | 700 | -271.6 | - | 1 | 0 | 23 |
| 14 Nov | 84562.78 | 971.6 | 173.1 | - | 33 | 13 | 23 |
| 13 Nov | 84478.67 | 798.5 | -32.35 | - | 19 | 4 | 10 |
| 12 Nov | 84466.51 | 823.45 | -763.35 | - | 6 | 6 | 6 |
| 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 |
| 27 Oct | 84778.84 | 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 84400 expiring on 24DEC2025
Delta for 84400 PE is -
Historical price for 84400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 303.75, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 5374 which increased total open position to 6480
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 264.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 549 which increased total open position to 1106
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 278.75, which was 98.3 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 557
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 178.95, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 306 which increased total open position to 595
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 171.1, which was -140.85 lower than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 289
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 305.65, which was -202.9 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 227
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 522.4, which was 121.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 179
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 398.6, which was 67.75 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 175
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 337.4, which was 150.05 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 202
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 184, which was -110.2 lower than the previous day. The implied volatity was -, the open interest changed by -128 which decreased total open position to 144
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 296, which was -72.05 lower than the previous day. The implied volatity was -, the open interest changed by -120 which decreased total open position to 272
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 354.35, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 392
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 342, which was 55.6 higher than the previous day. The implied volatity was -, the open interest changed by -226 which decreased total open position to 409
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 289.6, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 635
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 279.65, which was -104.45 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 653
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 384.1, which was -19.5 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 642
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 403.8, which was -242.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 635
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 638.35, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 561 which increased total open position to 632
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 639.8, which was 28.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 71
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 610.85, which was 145.55 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 73
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 465.3, which was -165.6 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 44
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 630.9, which was -119.1 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 33
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 750, which was 50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 22
On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 700, which was -271.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 971.6, which was 173.1 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 23
On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 798.5, which was -32.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 823.45, which was -763.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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 27 Oct SENSEX was trading at 84778.84. 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































































































































































































































