SENSEX
Sensex
Historical option data for SENSEX
15 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 85000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 85213.36 | 471.4 | -107.25 | - | 11,43,074 | 8,301 | 27,864 | |||||||||
| 12 Dec | 85267.66 | 578.75 | 176.55 | - | 5,63,329 | 6,174 | 19,563 | |||||||||
| 11 Dec | 84818.13 | 398.65 | 70.65 | - | 1,29,151 | 2,991 | 13,389 | |||||||||
| 10 Dec | 84391.27 | 313.15 | -153.65 | - | 49,816 | 2,871 | 10,398 | |||||||||
| 9 Dec | 84666.28 | 467.8 | -281.05 | - | 30,384 | 5,295 | 7,527 | |||||||||
| 8 Dec | 85102.69 | 724 | -491.8 | - | 5,266 | 1,657 | 2,232 | |||||||||
| 5 Dec | 85712.37 | 1204 | 247.75 | - | 1,641 | 324 | 575 | |||||||||
| 4 Dec | 85265.32 | 937.3 | 31.55 | - | 541 | 27 | 251 | |||||||||
| 3 Dec | 85106.81 | 911.15 | -123.85 | - | 430 | 89 | 224 | |||||||||
|
|
||||||||||||||||
| 2 Dec | 85138.27 | 1035 | -554.15 | - | 10 | 0 | 135 | |||||||||
| 1 Dec | 85641.90 | 1524.25 | 8.45 | - | 0 | 0 | 135 | |||||||||
| 28 Nov | 85706.67 | 1524.25 | 8.45 | - | 140 | 110 | 135 | |||||||||
| 27 Nov | 85720.38 | 1552.55 | 43.8 | - | 6 | 0 | 25 | |||||||||
| 26 Nov | 85609.51 | 1570.95 | 589.85 | - | 176 | -128 | 25 | |||||||||
| 25 Nov | 84587.01 | 970 | -388.6 | - | 338 | 138 | 153 | |||||||||
| 24 Nov | 84900.71 | 1358.6 | -210.35 | - | 20 | 12 | 15 | |||||||||
| 21 Nov | 85231.92 | 1568.95 | -46.1 | - | 3 | 3 | 3 | |||||||||
| 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 | |||||||||
For Sensex - strike price 85000 expiring on 18DEC2025
Delta for 85000 CE is -
Historical price for 85000 CE is as follows
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 471.4, which was -107.25 lower than the previous day. The implied volatity was -, the open interest changed by 8301 which increased total open position to 27864
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 578.75, which was 176.55 higher than the previous day. The implied volatity was -, the open interest changed by 6174 which increased total open position to 19563
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 398.65, which was 70.65 higher than the previous day. The implied volatity was -, the open interest changed by 2991 which increased total open position to 13389
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 313.15, which was -153.65 lower than the previous day. The implied volatity was -, the open interest changed by 2871 which increased total open position to 10398
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 467.8, which was -281.05 lower than the previous day. The implied volatity was -, the open interest changed by 5295 which increased total open position to 7527
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 724, which was -491.8 lower than the previous day. The implied volatity was -, the open interest changed by 1657 which increased total open position to 2232
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1204, which was 247.75 higher than the previous day. The implied volatity was -, the open interest changed by 324 which increased total open position to 575
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 937.3, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 251
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 911.15, which was -123.85 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 224
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1035, which was -554.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1524.25, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1524.25, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 135
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1552.55, which was 43.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1570.95, which was 589.85 higher than the previous day. The implied volatity was -, the open interest changed by -128 which decreased total open position to 25
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 970, which was -388.6 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 153
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1358.6, which was -210.35 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 15
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1568.95, which was -46.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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
| SENSEX 18DEC2025 85000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 85213.36 | 224.6 | 5.65 | - | 14,77,140 | 16,300 | 42,397 |
| 12 Dec | 85267.66 | 211.1 | -227.3 | - | 11,34,051 | 16,768 | 26,097 |
| 11 Dec | 84818.13 | 431.05 | -321.5 | - | 61,613 | 3,355 | 9,329 |
| 10 Dec | 84391.27 | 775.25 | 202.1 | - | 25,312 | -22 | 5,974 |
| 9 Dec | 84666.28 | 565 | 125.45 | - | 22,806 | 3,072 | 5,996 |
| 8 Dec | 85102.69 | 452.15 | 230.15 | - | 12,146 | 900 | 2,924 |
| 5 Dec | 85712.37 | 220.1 | -160.75 | - | 8,445 | 1,799 | 2,024 |
| 4 Dec | 85265.32 | 386.5 | -96.3 | - | 685 | 87 | 225 |
| 3 Dec | 85106.81 | 474 | 8.9 | - | 425 | 45 | 138 |
| 2 Dec | 85138.27 | 438.85 | 72.45 | - | 320 | -98 | 93 |
| 1 Dec | 85641.90 | 361.05 | -5.7 | - | 353 | 45 | 191 |
| 28 Nov | 85706.67 | 361 | -44.9 | - | 122 | 80 | 146 |
| 27 Nov | 85720.38 | 400 | -99.45 | - | 57 | 12 | 66 |
| 26 Nov | 85609.51 | 502.65 | -316.1 | - | 184 | 48 | 54 |
| 25 Nov | 84587.01 | 815 | 48.2 | - | 242 | 0 | 6 |
| 24 Nov | 84900.71 | 772 | 111.55 | - | 9 | 5 | 6 |
| 21 Nov | 85231.92 | 660.45 | 52.2 | - | 1 | 1 | 1 |
| 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 |
For Sensex - strike price 85000 expiring on 18DEC2025
Delta for 85000 PE is -
Historical price for 85000 PE is as follows
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 224.6, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 16300 which increased total open position to 42397
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 211.1, which was -227.3 lower than the previous day. The implied volatity was -, the open interest changed by 16768 which increased total open position to 26097
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 431.05, which was -321.5 lower than the previous day. The implied volatity was -, the open interest changed by 3355 which increased total open position to 9329
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 775.25, which was 202.1 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 5974
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 565, which was 125.45 higher than the previous day. The implied volatity was -, the open interest changed by 3072 which increased total open position to 5996
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 452.15, which was 230.15 higher than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 2924
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 220.1, which was -160.75 lower than the previous day. The implied volatity was -, the open interest changed by 1799 which increased total open position to 2024
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 386.5, which was -96.3 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 225
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 474, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 138
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 438.85, which was 72.45 higher than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 93
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 361.05, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 191
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 361, which was -44.9 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 146
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 400, which was -99.45 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 66
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 502.65, which was -316.1 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 54
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 815, which was 48.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 772, which was 111.55 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 6
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 660.45, which was 52.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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































































































































































































































