SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 86000 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 | -4.95 | - | 35,99,636 | -35 | 1,00,926 | |||||||||
| 17 Dec | 84559.65 | 5.05 | -4.55 | - | 11,01,586 | 28,025 | 1,00,961 | |||||||||
| 16 Dec | 84679.86 | 9.4 | -69.75 | - | 6,14,451 | 46,236 | 72,936 | |||||||||
| 15 Dec | 85213.36 | 78.75 | -46.85 | - | 7,68,088 | 7,878 | 26,700 | |||||||||
| 12 Dec | 85267.66 | 126.85 | 38.9 | - | 6,62,939 | 8,238 | 18,822 | |||||||||
| 11 Dec | 84818.13 | 85 | -11 | - | 65,661 | 3,596 | 10,584 | |||||||||
| 10 Dec | 84391.27 | 95.6 | -45.3 | - | 29,545 | 2,929 | 6,988 | |||||||||
| 9 Dec | 84666.28 | 140 | -155.3 | - | 18,255 | 1,565 | 4,059 | |||||||||
| 8 Dec | 85102.69 | 278.3 | -277.15 | - | 12,523 | 1,191 | 2,494 | |||||||||
| 5 Dec | 85712.37 | 546.35 | 119.35 | - | 6,028 | 1,074 | 1,303 | |||||||||
| 4 Dec | 85265.32 | 419.1 | 2.9 | - | 485 | 100 | 229 | |||||||||
| 3 Dec | 85106.81 | 403.45 | -133.9 | - | 362 | 22 | 129 | |||||||||
| 2 Dec | 85138.27 | 548.65 | -222.85 | - | 157 | 12 | 107 | |||||||||
| 1 Dec | 85641.90 | 772.1 | -100.25 | - | 375 | -49 | 95 | |||||||||
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| 28 Nov | 85706.67 | 885.85 | -2.15 | - | 96 | -22 | 144 | |||||||||
| 27 Nov | 85720.38 | 888 | 3.05 | - | 42 | 25 | 166 | |||||||||
| 26 Nov | 85609.51 | 882.8 | 360.25 | - | 172 | 129 | 141 | |||||||||
| 25 Nov | 84587.01 | 505.3 | -243.05 | - | 70 | -8 | 12 | |||||||||
| 24 Nov | 84900.71 | 709.05 | -121.7 | - | 98 | 20 | 20 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 86000 expiring on 18DEC2025
Delta for 86000 CE is -
Historical price for 86000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 100926
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 5.05, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 28025 which increased total open position to 100961
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 9.4, which was -69.75 lower than the previous day. The implied volatity was -, the open interest changed by 46236 which increased total open position to 72936
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 78.75, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 7878 which increased total open position to 26700
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 126.85, which was 38.9 higher than the previous day. The implied volatity was -, the open interest changed by 8238 which increased total open position to 18822
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 85, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 3596 which increased total open position to 10584
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 95.6, which was -45.3 lower than the previous day. The implied volatity was -, the open interest changed by 2929 which increased total open position to 6988
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 140, which was -155.3 lower than the previous day. The implied volatity was -, the open interest changed by 1565 which increased total open position to 4059
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 278.3, which was -277.15 lower than the previous day. The implied volatity was -, the open interest changed by 1191 which increased total open position to 2494
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 546.35, which was 119.35 higher than the previous day. The implied volatity was -, the open interest changed by 1074 which increased total open position to 1303
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 419.1, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 229
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 403.45, which was -133.9 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 129
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 548.65, which was -222.85 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 107
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 772.1, which was -100.25 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 95
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 885.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 144
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 888, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 166
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 882.8, which was 360.25 higher than the previous day. The implied volatity was -, the open interest changed by 129 which increased total open position to 141
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 505.3, which was -243.05 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 12
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 709.05, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 86000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1519.8 | 117.7 | - | 3,121 | -730 | 845 |
| 17 Dec | 84559.65 | 1367.05 | 142.25 | - | 4,557 | -302 | 1,575 |
| 16 Dec | 84679.86 | 1253.75 | 423.95 | - | 5,591 | -411 | 1,877 |
| 15 Dec | 85213.36 | 829.35 | 67.25 | - | 19,047 | 56 | 2,288 |
| 12 Dec | 85267.66 | 760.7 | -354.15 | - | 30,884 | 538 | 2,232 |
| 11 Dec | 84818.13 | 1130.5 | -377.1 | - | 2,091 | 310 | 1,694 |
| 10 Dec | 84391.27 | 1544.6 | 311.95 | - | 1,439 | 365 | 1,384 |
| 9 Dec | 84666.28 | 1217.85 | 250.35 | - | 1,253 | -87 | 1,019 |
| 8 Dec | 85102.69 | 1000.1 | 439.05 | - | 3,336 | -196 | 1,106 |
| 5 Dec | 85712.37 | 564.95 | -286 | - | 3,568 | 1,235 | 1,302 |
| 4 Dec | 85265.32 | 850.3 | -150.15 | - | 60 | 25 | 67 |
| 3 Dec | 85106.81 | 990 | 84.6 | - | 68 | -12 | 42 |
| 2 Dec | 85138.27 | 907.45 | 184.65 | - | 70 | 12 | 54 |
| 1 Dec | 85641.90 | 714.8 | 1.65 | - | 202 | 30 | 42 |
| 28 Nov | 85706.67 | 713.15 | -65.95 | - | 13 | 6 | 12 |
| 27 Nov | 85720.38 | 779.1 | -113.45 | - | 46 | -9 | 6 |
| 26 Nov | 85609.51 | 892.55 | -852.8 | - | 41 | 15 | 15 |
| 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 86000 expiring on 18DEC2025
Delta for 86000 PE is -
Historical price for 86000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1519.8, which was 117.7 higher than the previous day. The implied volatity was -, the open interest changed by -730 which decreased total open position to 845
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1367.05, which was 142.25 higher than the previous day. The implied volatity was -, the open interest changed by -302 which decreased total open position to 1575
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1253.75, which was 423.95 higher than the previous day. The implied volatity was -, the open interest changed by -411 which decreased total open position to 1877
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 829.35, which was 67.25 higher than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 2288
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 760.7, which was -354.15 lower than the previous day. The implied volatity was -, the open interest changed by 538 which increased total open position to 2232
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1130.5, which was -377.1 lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 1694
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1544.6, which was 311.95 higher than the previous day. The implied volatity was -, the open interest changed by 365 which increased total open position to 1384
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1217.85, which was 250.35 higher than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 1019
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1000.1, which was 439.05 higher than the previous day. The implied volatity was -, the open interest changed by -196 which decreased total open position to 1106
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 564.95, which was -286 lower than the previous day. The implied volatity was -, the open interest changed by 1235 which increased total open position to 1302
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 850.3, which was -150.15 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 67
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 990, which was 84.6 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 42
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 907.45, which was 184.65 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 54
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 714.8, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 42
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 713.15, which was -65.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 12
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 779.1, which was -113.45 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 6
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 892.55, which was -852.8 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
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































































































































































































































