SENSEX

Sensex

84482.04 -197.82 (-0.23%)

L: 84415.98 H: 84889.45

Back to Option Chain

Historical option data for SENSEX
17 Dec 2025 01:59 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 18-DEC-2025 84600 CE
Delta: 0.43 Vega: 17.89 Theta: -106.89 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	84476.91	165 ₹ 3,300	-195.4 -3908.00	11.52	28,86,705 5,77,34,100	1,04,718 20,94,360	1,20,103 24,02,060

16 Dec	84679.86	349.3 ₹ 6,986	-412.45 -8249.00	-	2,62,206 52,44,120	13,251 2,65,020	15,385 3,07,700
15 Dec	85213.36	762.4 ₹ 15,248	-118.5 -2370.00	-	34,514 6,90,280	145 2,900	2,134 42,680
12 Dec	85267.66	877.15 ₹ 17,543	246.3 4926.00	-	20,554 4,11,080	-140 -2,800	1,989 39,780
11 Dec	84818.13	617.7 ₹ 12,354	119.95 2399.00	-	33,512 6,70,240	959 19,180	2,129 42,580
10 Dec	84391.27	477.9 ₹ 9,558	-209.35 -4187.00	-	7,778 1,55,560	801 16,020	1,170 23,400
9 Dec	84666.28	691.95 ₹ 13,839	-325.9 -6518.00	-	2,684 53,680	343 6,860	369 7,380
8 Dec	85102.69	973.6 ₹ 19,472	-595.8 -11916.00	-	46 920	15 300	26 520
5 Dec	85712.37	1569.4 ₹ 31,388	395.45 7909.00	-	19 380	11 220	11 220
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	84478.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	84466.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84600 expiring on 18DEC2025

Delta for 84600 CE is 0.43

Historical price for 84600 CE is as follows

On 17 Dec SENSEX was trading at 84476.91. The strike last trading price was 165, which was -195.4 lower than the previous day. The implied volatity was 11.52, the open interest changed by 104718 which increased total open position to 120103

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 349.3, which was -412.45 lower than the previous day. The implied volatity was -, the open interest changed by 13251 which increased total open position to 15385

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 762.4, which was -118.5 lower than the previous day. The implied volatity was -, the open interest changed by 145 which increased total open position to 2134

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 877.15, which was 246.3 higher than the previous day. The implied volatity was -, the open interest changed by -140 which decreased total open position to 1989

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 617.7, which was 119.95 higher than the previous day. The implied volatity was -, the open interest changed by 959 which increased total open position to 2129

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 477.9, which was -209.35 lower than the previous day. The implied volatity was -, the open interest changed by 801 which increased total open position to 1170

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 691.95, which was -325.9 lower than the previous day. The implied volatity was -, the open interest changed by 343 which increased total open position to 369

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 973.6, which was -595.8 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 26

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1569.4, which was 395.45 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11

On 4 Dec SENSEX was trading at 85265.32. 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 3 Dec SENSEX was trading at 85106.81. 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 2 Dec SENSEX was trading at 85138.27. 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 1 Dec SENSEX was trading at 85641.90. 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 Nov SENSEX was trading at 85706.67. 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 27 Nov SENSEX was trading at 85720.38. 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 26 Nov SENSEX was trading at 85609.51. 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 25 Nov SENSEX was trading at 84587.01. 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 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 84600 PE
Delta: -0.59 Vega: 17.72 Theta: -62.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	84476.91	219.6 ₹ 4,392	36.3 726.00	9.18	39,22,703 7,84,54,060	33,960 6,79,200	64,780 12,95,600
16 Dec	84679.86	193.1 ₹ 3,862	77.5 1550.00	-	6,99,218 1,39,84,360	15,239 3,04,780	30,820 6,16,400
15 Dec	85213.36	115.55 ₹ 2,311	-6.25 -125.00	-	3,72,651 74,53,020	7,846 1,56,920	15,581 3,11,620
12 Dec	85267.66	115.65 ₹ 2,313	-151 -3020.00	-	2,90,370 58,07,400	2,493 49,860	7,735 1,54,700
11 Dec	84818.13	267.45 ₹ 5,349	-256.3 -5126.00	-	40,835 8,16,700	4,351 87,020	5,242 1,04,840
10 Dec	84391.27	539.5 ₹ 10,790	152.7 3054.00	-	11,436 2,28,720	408 8,160	891 17,820
9 Dec	84666.28	381 ₹ 7,620	73.4 1468.00	-	4,577 91,540	303 6,060	483 9,660
8 Dec	85102.69	312.35 ₹ 6,247	166.8 3336.00	-	1,192 23,840	94 1,880	180 3,600
5 Dec	85712.37	147.85 ₹ 2,957	-129.1 -2582.00	-	412 8,240	33 660	86 1,720
4 Dec	85265.32	279.45 ₹ 5,589	-173.35 -3467.00	-	54 1,080	53 1,060	53 1,060
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
13 Nov	84478.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Nov	84466.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84600 expiring on 18DEC2025

Delta for 84600 PE is -0.59

Historical price for 84600 PE is as follows

On 17 Dec SENSEX was trading at 84476.91. The strike last trading price was 219.6, which was 36.3 higher than the previous day. The implied volatity was 9.18, the open interest changed by 33960 which increased total open position to 64780

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 193.1, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 15239 which increased total open position to 30820

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 115.55, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 7846 which increased total open position to 15581

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 115.65, which was -151 lower than the previous day. The implied volatity was -, the open interest changed by 2493 which increased total open position to 7735

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 267.45, which was -256.3 lower than the previous day. The implied volatity was -, the open interest changed by 4351 which increased total open position to 5242

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 539.5, which was 152.7 higher than the previous day. The implied volatity was -, the open interest changed by 408 which increased total open position to 891

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 381, which was 73.4 higher than the previous day. The implied volatity was -, the open interest changed by 303 which increased total open position to 483

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 312.35, which was 166.8 higher than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 180

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 147.85, which was -129.1 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 86

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 279.45, which was -173.35 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 53

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