SENSEX
Sensex
Historical option data for SENSEX
16 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 85800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 14.85 | -104.55 | - | 3,86,945 | 26,371 | 40,789 | |||||||||
| 15 Dec | 85213.36 | 119.85 | -59.3 | - | 4,40,513 | 6,947 | 14,418 | |||||||||
| 12 Dec | 85267.66 | 180 | 55.4 | - | 3,63,911 | 4,257 | 7,471 | |||||||||
| 11 Dec | 84818.13 | 123.15 | -2.15 | - | 22,355 | 1,364 | 3,214 | |||||||||
| 10 Dec | 84391.27 | 123 | -61.15 | - | 7,063 | 169 | 1,850 | |||||||||
| 9 Dec | 84666.28 | 184.55 | -176.55 | - | 5,183 | 378 | 1,681 | |||||||||
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| 8 Dec | 85102.69 | 353 | -314.05 | - | 3,141 | 674 | 1,303 | |||||||||
| 5 Dec | 85712.37 | 654.65 | 131.75 | - | 1,888 | 586 | 629 | |||||||||
| 4 Dec | 85265.32 | 515.25 | -23.8 | - | 39 | 37 | 43 | |||||||||
| 3 Dec | 85106.81 | 927.4 | 36.5 | - | 0 | 0 | 6 | |||||||||
| 2 Dec | 85138.27 | 927.4 | 36.5 | - | 0 | 0 | 6 | |||||||||
| 1 Dec | 85641.90 | 927.4 | 36.5 | - | 10 | 6 | 6 | |||||||||
| 28 Nov | 85706.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 85720.38 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85800 expiring on 18DEC2025
Delta for 85800 CE is -
Historical price for 85800 CE is as follows
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 14.85, which was -104.55 lower than the previous day. The implied volatity was -, the open interest changed by 26371 which increased total open position to 40789
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 119.85, which was -59.3 lower than the previous day. The implied volatity was -, the open interest changed by 6947 which increased total open position to 14418
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 180, which was 55.4 higher than the previous day. The implied volatity was -, the open interest changed by 4257 which increased total open position to 7471
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 123.15, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1364 which increased total open position to 3214
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 123, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 1850
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 184.55, which was -176.55 lower than the previous day. The implied volatity was -, the open interest changed by 378 which increased total open position to 1681
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 353, which was -314.05 lower than the previous day. The implied volatity was -, the open interest changed by 674 which increased total open position to 1303
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 654.65, which was 131.75 higher than the previous day. The implied volatity was -, the open interest changed by 586 which increased total open position to 629
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 515.25, which was -23.8 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 43
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 927.4, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 927.4, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 927.4, which was 36.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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 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
| SENSEX 18DEC2025 85800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 1052.05 | 379.9 | - | 4,444 | -363 | 752 |
| 15 Dec | 85213.36 | 675.05 | 58.75 | - | 17,658 | -919 | 1,115 |
| 12 Dec | 85267.66 | 616.45 | -344 | - | 23,594 | 1,767 | 2,034 |
| 11 Dec | 84818.13 | 967.2 | -369.5 | - | 1,485 | -288 | 267 |
| 10 Dec | 84391.27 | 1336.45 | 261.05 | - | 220 | 22 | 555 |
| 9 Dec | 84666.28 | 1074.25 | 225.35 | - | 1,098 | 150 | 533 |
| 8 Dec | 85102.69 | 870.05 | 400.4 | - | 1,189 | 96 | 383 |
| 5 Dec | 85712.37 | 475.7 | -378.85 | - | 1,711 | 271 | 287 |
| 4 Dec | 85265.32 | 672.25 | 57.85 | - | 0 | 0 | 16 |
| 3 Dec | 85106.81 | 672.25 | 57.85 | - | 0 | 0 | 16 |
| 2 Dec | 85138.27 | 672.25 | 57.85 | - | 0 | 0 | 16 |
| 1 Dec | 85641.90 | 672.25 | 57.85 | - | 39 | 6 | 16 |
| 28 Nov | 85706.67 | 610.3 | -113.7 | - | 32 | 8 | 10 |
| 27 Nov | 85720.38 | 724 | -145.55 | - | 6 | 2 | 2 |
| 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 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 85800 expiring on 18DEC2025
Delta for 85800 PE is -
Historical price for 85800 PE is as follows
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1052.05, which was 379.9 higher than the previous day. The implied volatity was -, the open interest changed by -363 which decreased total open position to 752
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 675.05, which was 58.75 higher than the previous day. The implied volatity was -, the open interest changed by -919 which decreased total open position to 1115
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 616.45, which was -344 lower than the previous day. The implied volatity was -, the open interest changed by 1767 which increased total open position to 2034
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 967.2, which was -369.5 lower than the previous day. The implied volatity was -, the open interest changed by -288 which decreased total open position to 267
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1336.45, which was 261.05 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 555
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1074.25, which was 225.35 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 533
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 870.05, which was 400.4 higher than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 383
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 475.7, which was -378.85 lower than the previous day. The implied volatity was -, the open interest changed by 271 which increased total open position to 287
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 672.25, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 672.25, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 672.25, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 672.25, which was 57.85 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 16
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 610.3, which was -113.7 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 10
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 724, which was -145.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 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































































































































































































































