SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 85300 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 | 137.75 | -63.25 | - | 26,442 | 2,589 | 3,880 | |||||||||
| 17 Dec | 84559.65 | 212.7 | -76.4 | - | 4,548 | 453 | 1,291 | |||||||||
| 16 Dec | 84679.86 | 286.15 | -262.9 | - | 2,672 | 330 | 838 | |||||||||
| 15 Dec | 85213.36 | 552 | -88.25 | - | 2,357 | 211 | 508 | |||||||||
| 12 Dec | 85267.66 | 645 | 155.5 | - | 1,136 | 55 | 297 | |||||||||
| 11 Dec | 84818.13 | 484.55 | 68.75 | - | 748 | 54 | 242 | |||||||||
| 10 Dec | 84391.27 | 416.85 | -134.65 | - | 248 | 2 | 188 | |||||||||
| 9 Dec | 84666.28 | 552.55 | -274.05 | - | 179 | 34 | 186 | |||||||||
| 8 Dec | 85102.69 | 780.1 | -424.5 | - | 194 | 70 | 152 | |||||||||
| 5 Dec | 85712.37 | 1205.15 | 201.05 | - | 416 | -138 | 82 | |||||||||
| 4 Dec | 85265.32 | 988.45 | 36.1 | - | 265 | -102 | 220 | |||||||||
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| 3 Dec | 85106.81 | 957.1 | -151.8 | - | 93 | 6 | 322 | |||||||||
| 2 Dec | 85138.27 | 1137.6 | -287.4 | - | 504 | -331 | 316 | |||||||||
| 1 Dec | 85641.90 | 1425 | 89.3 | - | 3 | 0 | 647 | |||||||||
| 28 Nov | 85706.67 | 1439.65 | -81.2 | - | 0 | 0 | 647 | |||||||||
| 27 Nov | 85720.38 | 1439.65 | -81.2 | - | 10 | -6 | 647 | |||||||||
| 26 Nov | 85609.51 | 1520.85 | 519.8 | - | 27 | 0 | 653 | |||||||||
| 25 Nov | 84587.01 | 998.1 | -368.7 | - | 1,400 | 636 | 653 | |||||||||
| 24 Nov | 84900.71 | 1366.8 | -66.8 | - | 12 | 4 | 17 | |||||||||
| 21 Nov | 85231.92 | 1430.85 | -253 | - | 39 | 8 | 13 | |||||||||
| 20 Nov | 85632.68 | 1683.85 | 238 | - | 17 | 5 | 5 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85300 expiring on 24DEC2025
Delta for 85300 CE is -
Historical price for 85300 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 137.75, which was -63.25 lower than the previous day. The implied volatity was -, the open interest changed by 2589 which increased total open position to 3880
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 212.7, which was -76.4 lower than the previous day. The implied volatity was -, the open interest changed by 453 which increased total open position to 1291
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 286.15, which was -262.9 lower than the previous day. The implied volatity was -, the open interest changed by 330 which increased total open position to 838
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 552, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by 211 which increased total open position to 508
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 645, which was 155.5 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 297
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 484.55, which was 68.75 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 242
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 416.85, which was -134.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 188
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 552.55, which was -274.05 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 186
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 780.1, which was -424.5 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 152
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1205.15, which was 201.05 higher than the previous day. The implied volatity was -, the open interest changed by -138 which decreased total open position to 82
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 988.45, which was 36.1 higher than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 220
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 957.1, which was -151.8 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 322
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1137.6, which was -287.4 lower than the previous day. The implied volatity was -, the open interest changed by -331 which decreased total open position to 316
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1425, which was 89.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 647
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1439.65, which was -81.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 647
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1439.65, which was -81.2 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 647
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1520.85, which was 519.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 653
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 998.1, which was -368.7 lower than the previous day. The implied volatity was -, the open interest changed by 636 which increased total open position to 653
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1366.8, which was -66.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 17
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1430.85, which was -253 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 13
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1683.85, which was 238 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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
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 29 Oct SENSEX was trading at 84997.13. 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 85300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 836 | 74.15 | - | 1,200 | -17 | 353 |
| 17 Dec | 84559.65 | 732.45 | 61.65 | - | 1,276 | 81 | 370 |
| 16 Dec | 84679.86 | 685.8 | 225.85 | - | 1,380 | -38 | 289 |
| 15 Dec | 85213.36 | 456.2 | 18.9 | - | 1,859 | 50 | 327 |
| 12 Dec | 85267.66 | 430.7 | -203.05 | - | 1,456 | 161 | 277 |
| 11 Dec | 84818.13 | 633.75 | -363.55 | - | 84 | -32 | 116 |
| 10 Dec | 84391.27 | 997.3 | 172.75 | - | 74 | 3 | 148 |
| 9 Dec | 84666.28 | 824.55 | 177.7 | - | 159 | -3 | 145 |
| 8 Dec | 85102.69 | 645.9 | 263.3 | - | 580 | -2 | 148 |
| 5 Dec | 85712.37 | 375 | -182.55 | - | 896 | -92 | 150 |
| 4 Dec | 85265.32 | 570.9 | -96.9 | - | 358 | -147 | 242 |
| 3 Dec | 85106.81 | 681.45 | 51.45 | - | 193 | -24 | 389 |
| 2 Dec | 85138.27 | 610.65 | 100.2 | - | 555 | -279 | 413 |
| 1 Dec | 85641.90 | 501.9 | 0.75 | - | 146 | 7 | 692 |
| 28 Nov | 85706.67 | 488.05 | -66.2 | - | 68 | 12 | 685 |
| 27 Nov | 85720.38 | 538.35 | -101.25 | - | 149 | 0 | 673 |
| 26 Nov | 85609.51 | 635.6 | -361.85 | - | 144 | 0 | 673 |
| 25 Nov | 84587.01 | 995.2 | 41.4 | - | 1,157 | 658 | 673 |
| 24 Nov | 84900.71 | 959.6 | 65.3 | - | 35 | 10 | 15 |
| 21 Nov | 85231.92 | 894.3 | 120.6 | - | 48 | -7 | 5 |
| 20 Nov | 85632.68 | 773.7 | -316.65 | - | 13 | 12 | 12 |
| 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 |
| 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 |
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 85300 expiring on 24DEC2025
Delta for 85300 PE is -
Historical price for 85300 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 836, which was 74.15 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 353
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 732.45, which was 61.65 higher than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 370
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 685.8, which was 225.85 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 289
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 456.2, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 327
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 430.7, which was -203.05 lower than the previous day. The implied volatity was -, the open interest changed by 161 which increased total open position to 277
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 633.75, which was -363.55 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 116
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 997.3, which was 172.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 148
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 824.55, which was 177.7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 145
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 645.9, which was 263.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 148
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 375, which was -182.55 lower than the previous day. The implied volatity was -, the open interest changed by -92 which decreased total open position to 150
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 570.9, which was -96.9 lower than the previous day. The implied volatity was -, the open interest changed by -147 which decreased total open position to 242
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 681.45, which was 51.45 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 389
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 610.65, which was 100.2 higher than the previous day. The implied volatity was -, the open interest changed by -279 which decreased total open position to 413
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 501.9, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 692
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 488.05, which was -66.2 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 685
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 538.35, which was -101.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 673
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 635.6, which was -361.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 673
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 995.2, which was 41.4 higher than the previous day. The implied volatity was -, the open interest changed by 658 which increased total open position to 673
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 959.6, which was 65.3 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 15
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 894.3, which was 120.6 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 5
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 773.7, which was -316.65 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
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
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 29 Oct SENSEX was trading at 84997.13. 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































































































































































































































