SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 85700 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 | 67.05 | -39.65 | - | 19,656 | 1,080 | 3,357 | |||||||||
| 17 Dec | 84559.65 | 112.95 | -45.35 | - | 11,435 | 1,095 | 2,277 | |||||||||
| 16 Dec | 84679.86 | 155.95 | -199.65 | - | 3,149 | 731 | 1,182 | |||||||||
| 15 Dec | 85213.36 | 352.8 | -81.35 | - | 1,196 | 35 | 451 | |||||||||
| 12 Dec | 85267.66 | 438.45 | 112.1 | - | 806 | 76 | 416 | |||||||||
| 11 Dec | 84818.13 | 320.1 | 40.45 | - | 571 | 71 | 340 | |||||||||
| 10 Dec | 84391.27 | 275.8 | -113.95 | - | 541 | 87 | 269 | |||||||||
| 9 Dec | 84666.28 | 387.75 | -203.35 | - | 148 | 16 | 182 | |||||||||
| 8 Dec | 85102.69 | 582.1 | -369 | - | 109 | 26 | 166 | |||||||||
| 5 Dec | 85712.37 | 943.3 | 176.4 | - | 291 | -81 | 140 | |||||||||
| 4 Dec | 85265.32 | 749.65 | 22.5 | - | 190 | 7 | 221 | |||||||||
| 3 Dec | 85106.81 | 750 | -124.05 | - | 60 | 28 | 214 | |||||||||
| 2 Dec | 85138.27 | 893.45 | -274.55 | - | 94 | 30 | 186 | |||||||||
| 1 Dec | 85641.90 | 1166.75 | -94.4 | - | 42 | -1 | 156 | |||||||||
| 28 Nov | 85706.67 | 1261.15 | -27.45 | - | 79 | 10 | 157 | |||||||||
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| 27 Nov | 85720.38 | 1288.5 | 25.85 | - | 60 | 24 | 147 | |||||||||
| 26 Nov | 85609.51 | 1262.65 | 438.85 | - | 34 | -11 | 123 | |||||||||
| 25 Nov | 84587.01 | 781.85 | -266.75 | - | 235 | 115 | 134 | |||||||||
| 24 Nov | 84900.71 | 1026.5 | -308.15 | - | 24 | 9 | 19 | |||||||||
| 21 Nov | 85231.92 | 1334.65 | -104.5 | - | 15 | 6 | 10 | |||||||||
| 20 Nov | 85632.68 | 1439.15 | 289.25 | - | 16 | 0 | 4 | |||||||||
| 19 Nov | 85186.47 | 1148 | -191.7 | - | 6 | 4 | 4 | |||||||||
| 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 | |||||||||
For Sensex - strike price 85700 expiring on 24DEC2025
Delta for 85700 CE is -
Historical price for 85700 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 67.05, which was -39.65 lower than the previous day. The implied volatity was -, the open interest changed by 1080 which increased total open position to 3357
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 112.95, which was -45.35 lower than the previous day. The implied volatity was -, the open interest changed by 1095 which increased total open position to 2277
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 155.95, which was -199.65 lower than the previous day. The implied volatity was -, the open interest changed by 731 which increased total open position to 1182
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 352.8, which was -81.35 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 451
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 438.45, which was 112.1 higher than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 416
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 320.1, which was 40.45 higher than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 340
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 275.8, which was -113.95 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 269
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 387.75, which was -203.35 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 182
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 582.1, which was -369 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 166
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 943.3, which was 176.4 higher than the previous day. The implied volatity was -, the open interest changed by -81 which decreased total open position to 140
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 749.65, which was 22.5 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 221
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 750, which was -124.05 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 214
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 893.45, which was -274.55 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 186
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1166.75, which was -94.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 156
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1261.15, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 157
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1288.5, which was 25.85 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 147
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1262.65, which was 438.85 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 123
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 781.85, which was -266.75 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 134
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1026.5, which was -308.15 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 19
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1334.65, which was -104.5 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1439.15, which was 289.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1148, which was -191.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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
| SENSEX 24DEC2025 85700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1133.25 | 62 | - | 281 | 36 | 249 |
| 17 Dec | 84559.65 | 1038.9 | 109.75 | - | 190 | 0 | 213 |
| 16 Dec | 84679.86 | 954 | 289.15 | - | 264 | -28 | 213 |
| 15 Dec | 85213.36 | 665.95 | 39.95 | - | 339 | -42 | 241 |
| 12 Dec | 85267.66 | 618.8 | -435.2 | - | 637 | 198 | 283 |
| 11 Dec | 84818.13 | 1054 | 37.15 | - | 20 | -5 | 85 |
| 10 Dec | 84391.27 | 1016.85 | -33.6 | - | 11 | 0 | 90 |
| 9 Dec | 84666.28 | 1051.4 | 191.9 | - | 17 | -1 | 90 |
| 8 Dec | 85102.69 | 870.3 | 355.4 | - | 223 | -19 | 91 |
| 5 Dec | 85712.37 | 500.2 | -225.9 | - | 807 | -53 | 110 |
| 4 Dec | 85265.32 | 750.65 | -82.05 | - | 226 | -93 | 163 |
| 3 Dec | 85106.81 | 836.15 | 14.85 | - | 34 | -15 | 256 |
| 2 Dec | 85138.27 | 772.8 | 113.9 | - | 247 | 49 | 271 |
| 1 Dec | 85641.90 | 640.05 | 9.8 | - | 280 | 5 | 222 |
| 28 Nov | 85706.67 | 614 | -64.15 | - | 378 | 53 | 217 |
| 27 Nov | 85720.38 | 665 | -132.85 | - | 133 | 40 | 164 |
| 26 Nov | 85609.51 | 815.1 | -390 | - | 124 | 57 | 124 |
| 25 Nov | 84587.01 | 1241.3 | 122.6 | - | 118 | 45 | 67 |
| 24 Nov | 84900.71 | 1121.8 | 67.5 | - | 29 | 8 | 22 |
| 21 Nov | 85231.92 | 1070.35 | 219.85 | - | 41 | -14 | 14 |
| 20 Nov | 85632.68 | 850.5 | -378.55 | - | 46 | 26 | 28 |
| 19 Nov | 85186.47 | 1229.05 | -653 | - | 2 | 2 | 2 |
| 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 |
For Sensex - strike price 85700 expiring on 24DEC2025
Delta for 85700 PE is -
Historical price for 85700 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1133.25, which was 62 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 249
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1038.9, which was 109.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 954, which was 289.15 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 213
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 665.95, which was 39.95 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 241
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 618.8, which was -435.2 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 283
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1054, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 85
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1016.85, which was -33.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1051.4, which was 191.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 90
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 870.3, which was 355.4 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 91
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 500.2, which was -225.9 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 110
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 750.65, which was -82.05 lower than the previous day. The implied volatity was -, the open interest changed by -93 which decreased total open position to 163
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 836.15, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 256
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 772.8, which was 113.9 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 271
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 640.05, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 222
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 614, which was -64.15 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 217
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 665, which was -132.85 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 164
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 815.1, which was -390 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 124
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1241.3, which was 122.6 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 67
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1121.8, which was 67.5 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 22
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1070.35, which was 219.85 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 14
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 850.5, which was -378.55 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 28
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1229.05, which was -653 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































