SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 84500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 85267.66 | 960.45 | 263.25 | - | 38,811 | -3,029 | 4,848 | |||||||||
| 11 Dec | 84818.13 | 692.75 | 147.05 | - | 89,694 | 3,564 | 7,877 | |||||||||
| 10 Dec | 84391.27 | 525.1 | -222.9 | - | 22,417 | 3,045 | 4,313 | |||||||||
| 9 Dec | 84666.28 | 750.8 | -334.65 | - | 9,507 | 496 | 1,268 | |||||||||
| 8 Dec | 85102.69 | 1042 | -563.25 | - | 1,088 | 711 | 772 | |||||||||
| 5 Dec | 85712.37 | 1606.5 | 312 | - | 103 | 1 | 61 | |||||||||
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| 4 Dec | 85265.32 | 1294.5 | 54.35 | - | 138 | -49 | 60 | |||||||||
| 3 Dec | 85106.81 | 1240 | -167.25 | - | 262 | -34 | 109 | |||||||||
| 2 Dec | 85138.27 | 1536.35 | -152.25 | - | 0 | 0 | 143 | |||||||||
| 1 Dec | 85641.90 | 1536.35 | -152.25 | - | 0 | 0 | 143 | |||||||||
| 28 Nov | 85706.67 | 1536.35 | -152.25 | - | 0 | 0 | 143 | |||||||||
| 27 Nov | 85720.38 | 1536.35 | -152.25 | - | 0 | 0 | 143 | |||||||||
| 26 Nov | 85609.51 | 1536.35 | -152.25 | - | 0 | 0 | 143 | |||||||||
| 25 Nov | 84587.01 | 1536.35 | -152.25 | - | 228 | 143 | 143 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 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 | |||||||||
For Sensex - strike price 84500 expiring on 18DEC2025
Delta for 84500 CE is -
Historical price for 84500 CE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 960.45, which was 263.25 higher than the previous day. The implied volatity was -, the open interest changed by -3029 which decreased total open position to 4848
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 692.75, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 3564 which increased total open position to 7877
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 525.1, which was -222.9 lower than the previous day. The implied volatity was -, the open interest changed by 3045 which increased total open position to 4313
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 750.8, which was -334.65 lower than the previous day. The implied volatity was -, the open interest changed by 496 which increased total open position to 1268
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1042, which was -563.25 lower than the previous day. The implied volatity was -, the open interest changed by 711 which increased total open position to 772
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1606.5, which was 312 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 61
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1294.5, which was 54.35 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 60
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1240, which was -167.25 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 109
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1536.35, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 143
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 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
| SENSEX 18DEC2025 84500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 85267.66 | 99.6 | -134 | - | 4,68,613 | 4,354 | 19,272 |
| 11 Dec | 84818.13 | 231.5 | -239.85 | - | 1,24,379 | 9,171 | 14,918 |
| 10 Dec | 84391.27 | 492.5 | 142.55 | - | 33,855 | 3,356 | 5,747 |
| 9 Dec | 84666.28 | 342.65 | 70.7 | - | 15,224 | 659 | 2,391 |
| 8 Dec | 85102.69 | 280.05 | 147.95 | - | 6,568 | 927 | 1,732 |
| 5 Dec | 85712.37 | 129.2 | -111.15 | - | 3,120 | 627 | 805 |
| 4 Dec | 85265.32 | 247.6 | -80.95 | - | 297 | 1 | 178 |
| 3 Dec | 85106.81 | 317.25 | -2.15 | - | 212 | 65 | 177 |
| 2 Dec | 85138.27 | 297 | 54.2 | - | 114 | 96 | 112 |
| 1 Dec | 85641.90 | 242.8 | -6.5 | - | 4 | -2 | 16 |
| 28 Nov | 85706.67 | 249.3 | -88.25 | - | 5 | 5 | 18 |
| 27 Nov | 85720.38 | 410 | -218.5 | - | 0 | 0 | 13 |
| 26 Nov | 85609.51 | 410 | -218.5 | - | 4 | 4 | 13 |
| 25 Nov | 84587.01 | 627.45 | 125.35 | - | 38 | 8 | 9 |
| 24 Nov | 84900.71 | 502.1 | -55.55 | - | 1 | 1 | 1 |
| 21 Nov | 85231.92 | 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 |
For Sensex - strike price 84500 expiring on 18DEC2025
Delta for 84500 PE is -
Historical price for 84500 PE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 99.6, which was -134 lower than the previous day. The implied volatity was -, the open interest changed by 4354 which increased total open position to 19272
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 231.5, which was -239.85 lower than the previous day. The implied volatity was -, the open interest changed by 9171 which increased total open position to 14918
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 492.5, which was 142.55 higher than the previous day. The implied volatity was -, the open interest changed by 3356 which increased total open position to 5747
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 342.65, which was 70.7 higher than the previous day. The implied volatity was -, the open interest changed by 659 which increased total open position to 2391
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 280.05, which was 147.95 higher than the previous day. The implied volatity was -, the open interest changed by 927 which increased total open position to 1732
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 129.2, which was -111.15 lower than the previous day. The implied volatity was -, the open interest changed by 627 which increased total open position to 805
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 247.6, which was -80.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 178
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 317.25, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 177
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 297, which was 54.2 higher than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 112
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 242.8, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 16
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 249.3, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 18
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 410, which was -218.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 410, which was -218.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 627.45, which was 125.35 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 502.1, which was -55.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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































































































































































































































