SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 85400 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 | 0.05 | -14.85 | - | 21,38,932 | -8,487 | 42,603 | |||||||||
| 17 Dec | 84559.65 | 15.75 | -38.25 | - | 18,93,784 | 18,811 | 51,090 | |||||||||
| 16 Dec | 84679.86 | 52 | -205.7 | - | 4,50,405 | 19,498 | 32,279 | |||||||||
| 15 Dec | 85213.36 | 255.8 | -85.75 | - | 5,54,604 | 3,590 | 12,781 | |||||||||
| 12 Dec | 85267.66 | 340.7 | 106.2 | - | 6,82,092 | 7,194 | 9,191 | |||||||||
| 11 Dec | 84818.13 | 227.05 | 19.1 | - | 25,408 | 944 | 1,997 | |||||||||
| 10 Dec | 84391.27 | 193.3 | -111.2 | - | 4,630 | 482 | 1,053 | |||||||||
| 9 Dec | 84666.28 | 301.5 | -239.3 | - | 2,816 | 149 | 571 | |||||||||
| 8 Dec | 85102.69 | 508 | -425.9 | - | 1,545 | 311 | 422 | |||||||||
| 5 Dec | 85712.37 | 906.15 | 197.05 | - | 1,071 | 62 | 111 | |||||||||
| 4 Dec | 85265.32 | 709.1 | -3.45 | - | 66 | 34 | 49 | |||||||||
| 3 Dec | 85106.81 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 2 Dec | 85138.27 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 1 Dec | 85641.90 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
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| 28 Nov | 85706.67 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 27 Nov | 85720.38 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 26 Nov | 85609.51 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 25 Nov | 84587.01 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 24 Nov | 84900.71 | 1302.2 | -67.45 | - | 0 | 0 | 15 | |||||||||
| 21 Nov | 85231.92 | 1302.2 | -67.45 | - | 17 | 15 | 15 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85400 expiring on 18DEC2025
Delta for 85400 CE is -
Historical price for 85400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by -8487 which decreased total open position to 42603
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 15.75, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 18811 which increased total open position to 51090
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 52, which was -205.7 lower than the previous day. The implied volatity was -, the open interest changed by 19498 which increased total open position to 32279
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 255.8, which was -85.75 lower than the previous day. The implied volatity was -, the open interest changed by 3590 which increased total open position to 12781
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 340.7, which was 106.2 higher than the previous day. The implied volatity was -, the open interest changed by 7194 which increased total open position to 9191
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 227.05, which was 19.1 higher than the previous day. The implied volatity was -, the open interest changed by 944 which increased total open position to 1997
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 193.3, which was -111.2 lower than the previous day. The implied volatity was -, the open interest changed by 482 which increased total open position to 1053
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 301.5, which was -239.3 lower than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 571
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 508, which was -425.9 lower than the previous day. The implied volatity was -, the open interest changed by 311 which increased total open position to 422
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 906.15, which was 197.05 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 111
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 709.1, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 49
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1302.2, which was -67.45 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 20 Nov SENSEX was trading at 85632.68. 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 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
| SENSEX 18DEC2025 85400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 916.55 | 105.7 | - | 11,787 | -533 | 752 |
| 17 Dec | 84559.65 | 784.15 | 116.7 | - | 24,347 | -415 | 1,285 |
| 16 Dec | 84679.86 | 693.7 | 285.75 | - | 48,158 | -3,584 | 1,700 |
| 15 Dec | 85213.36 | 408.55 | 28.05 | - | 1,84,556 | 1,150 | 5,284 |
| 12 Dec | 85267.66 | 372.3 | -297.05 | - | 3,09,782 | 3,852 | 4,134 |
| 11 Dec | 84818.13 | 675.85 | -361.9 | - | 773 | -47 | 282 |
| 10 Dec | 84391.27 | 1065 | 260 | - | 905 | -21 | 329 |
| 9 Dec | 84666.28 | 783.3 | 170.1 | - | 926 | -29 | 350 |
| 8 Dec | 85102.69 | 634.75 | 303.6 | - | 2,892 | 196 | 379 |
| 5 Dec | 85712.37 | 323.9 | -222.15 | - | 874 | 137 | 183 |
| 4 Dec | 85265.32 | 546.05 | -258.15 | - | 95 | 4 | 46 |
| 3 Dec | 85106.81 | 635.95 | 155.05 | - | 0 | 0 | 42 |
| 2 Dec | 85138.27 | 635.95 | 155.05 | - | 13 | 1 | 42 |
| 1 Dec | 85641.90 | 480.9 | 10.2 | - | 31 | 14 | 41 |
| 28 Nov | 85706.67 | 470.7 | -514.25 | - | 37 | 26 | 27 |
| 27 Nov | 85720.38 | 984.95 | 295.9 | - | 1 | 1 | 1 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 85400 expiring on 18DEC2025
Delta for 85400 PE is -
Historical price for 85400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 916.55, which was 105.7 higher than the previous day. The implied volatity was -, the open interest changed by -533 which decreased total open position to 752
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 784.15, which was 116.7 higher than the previous day. The implied volatity was -, the open interest changed by -415 which decreased total open position to 1285
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 693.7, which was 285.75 higher than the previous day. The implied volatity was -, the open interest changed by -3584 which decreased total open position to 1700
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 408.55, which was 28.05 higher than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 5284
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 372.3, which was -297.05 lower than the previous day. The implied volatity was -, the open interest changed by 3852 which increased total open position to 4134
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 675.85, which was -361.9 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 282
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1065, which was 260 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 329
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 783.3, which was 170.1 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 350
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 634.75, which was 303.6 higher than the previous day. The implied volatity was -, the open interest changed by 196 which increased total open position to 379
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 323.9, which was -222.15 lower than the previous day. The implied volatity was -, the open interest changed by 137 which increased total open position to 183
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 546.05, which was -258.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 46
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 635.95, which was 155.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 635.95, which was 155.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 42
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 480.9, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 41
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 470.7, which was -514.25 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 27
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 984.95, which was 295.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 20 Nov SENSEX was trading at 85632.68. 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 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































































































































































































































