SENSEX

Sensex

84459.4 -220.46 (-0.26%)

L: 84454.17 H: 84889.45

Back to Option Chain

Historical option data for SENSEX
17 Dec 2025 12:04 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 84700 CE
Delta: 0.36 Vega: 17.63 Theta: -100.85 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	84463.69	136.9 ₹ 2,738	-167.3 -3346.00	12.01	20,92,666 4,18,53,320	1,12,759 22,55,180	1,43,142 28,62,840
16 Dec	84679.86	293.2 ₹ 5,864	-389.65 -7793.00	-	6,67,260 1,33,45,200	27,636 5,52,720	30,383 6,07,660
15 Dec	85213.36	682.05 ₹ 13,641	-120.55 -2411.00	-	76,055 15,21,100	438 8,760	2,747 54,940
12 Dec	85267.66	799.2 ₹ 15,984	233.8 4676.00	-	32,462 6,49,240	-2,113 -42,260	2,309 46,180
11 Dec	84818.13	559 ₹ 11,180	109.3 2186.00	-	38,211 7,64,220	3,294 65,880	4,422 88,440
10 Dec	84391.27	428.45 ₹ 8,569	-197.2 -3944.00	-	7,746 1,54,920	551 11,020	1,128 22,560
9 Dec	84666.28	631.05 ₹ 12,621	-314 -6280.00	-	3,814 76,280	509 10,180	577 11,540
8 Dec	85102.69	903.95 ₹ 18,079	-541.15 -10823.00	-	97 1,940	57 1,140	68 1,360
5 Dec	85712.37	1427.1 ₹ 28,542	321.2 6424.00	-	45 900	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
19 Nov	85186.47	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 84700 expiring on 18DEC2025

Delta for 84700 CE is 0.36

Historical price for 84700 CE is as follows

On 17 Dec SENSEX was trading at 84463.69. The strike last trading price was 136.9, which was -167.3 lower than the previous day. The implied volatity was 12.01, the open interest changed by 112759 which increased total open position to 143142

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 293.2, which was -389.65 lower than the previous day. The implied volatity was -, the open interest changed by 27636 which increased total open position to 30383

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 682.05, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 438 which increased total open position to 2747

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 799.2, which was 233.8 higher than the previous day. The implied volatity was -, the open interest changed by -2113 which decreased total open position to 2309

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 559, which was 109.3 higher than the previous day. The implied volatity was -, the open interest changed by 3294 which increased total open position to 4422

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 428.45, which was -197.2 lower than the previous day. The implied volatity was -, the open interest changed by 551 which increased total open position to 1128

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 631.05, which was -314 lower than the previous day. The implied volatity was -, the open interest changed by 509 which increased total open position to 577

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 903.95, which was -541.15 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 68

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1427.1, which was 321.2 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 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

SENSEX 18DEC2025 84700 PE
Delta: -0.68 Vega: 16.83 Theta: -52.46 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	84463.69	299.9 ₹ 5,998	77.25 1545.00	9.28	23,36,821 4,67,36,420	32,019 6,40,380	59,312 11,86,240
16 Dec	84679.86	235.25 ₹ 4,705	98 1960.00	-	10,83,391 2,16,67,820	13,220 2,64,400	27,293 5,45,860
15 Dec	85213.36	136.65 ₹ 2,733	-4.5 -90.00	-	4,60,108 92,02,160	6,087 1,21,740	14,073 2,81,460
12 Dec	85267.66	134.2 ₹ 2,684	-169.9 -3398.00	-	3,41,008 68,20,160	2,737 54,740	7,986 1,59,720
11 Dec	84818.13	300 ₹ 6,000	-276.95 -5539.00	-	40,793 8,15,860	4,591 91,820	5,249 1,04,980
10 Dec	84391.27	595 ₹ 11,900	166.2 3324.00	-	8,216 1,64,320	199 3,980	658 13,160
9 Dec	84666.28	422.1 ₹ 8,442	87.55 1751.00	-	4,400 88,000	218 4,360	459 9,180
8 Dec	85102.69	337.8 ₹ 6,756	173.7 3474.00	-	1,471 29,420	156 3,120	241 4,820
5 Dec	85712.37	162.85 ₹ 3,257	-130.95 -2619.00	-	782 15,640	57 1,140	85 1,700
4 Dec	85265.32	304.3 ₹ 6,086	-185.25 -3705.00	-	39 780	28 560	28 560
3 Dec	85106.81	278.95 ₹ 5,579	-71.05 -1421.00	-	0 0	0 0	0 0
2 Dec	85138.27	278.95 ₹ 5,579	-71.05 -1421.00	-	0 0	0 0	0 0
1 Dec	85641.90	278.95 ₹ 5,579	-71.05 -1421.00	-	16 320	0 0	0 0
28 Nov	85706.67	350 ₹ 7,000	-41.5 -830.00	-	4 80	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
19 Nov	85186.47	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 84700 expiring on 18DEC2025

Delta for 84700 PE is -0.68

Historical price for 84700 PE is as follows

On 17 Dec SENSEX was trading at 84463.69. The strike last trading price was 299.9, which was 77.25 higher than the previous day. The implied volatity was 9.28, the open interest changed by 32019 which increased total open position to 59312

On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 235.25, which was 98 higher than the previous day. The implied volatity was -, the open interest changed by 13220 which increased total open position to 27293

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 136.65, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 6087 which increased total open position to 14073

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 134.2, which was -169.9 lower than the previous day. The implied volatity was -, the open interest changed by 2737 which increased total open position to 7986

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 300, which was -276.95 lower than the previous day. The implied volatity was -, the open interest changed by 4591 which increased total open position to 5249

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 595, which was 166.2 higher than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 658

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 422.1, which was 87.55 higher than the previous day. The implied volatity was -, the open interest changed by 218 which increased total open position to 459

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 337.8, which was 173.7 higher than the previous day. The implied volatity was -, the open interest changed by 156 which increased total open position to 241

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 162.85, which was -130.95 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 85

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 304.3, which was -185.25 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 278.95, which was -71.05 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 278.95, which was -71.05 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 278.95, which was -71.05 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 350, which was -41.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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