SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 86100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84559.65 | 4.75 | -3.2 | - | 3,28,870 | 8,290 | 29,704 | |||||||||
| 16 Dec | 84679.86 | 7.55 | -55.4 | - | 2,51,927 | 10,865 | 21,414 | |||||||||
| 15 Dec | 85213.36 | 62.65 | -41.7 | - | 3,06,201 | 5,713 | 10,549 | |||||||||
| 12 Dec | 85267.66 | 106.1 | 32.5 | - | 2,74,258 | 2,984 | 4,836 | |||||||||
| 11 Dec | 84818.13 | 71.15 | -15.1 | - | 10,813 | 989 | 1,852 | |||||||||
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| 10 Dec | 84391.27 | 86.4 | -34.8 | - | 5,664 | 515 | 863 | |||||||||
| 9 Dec | 84666.28 | 118.05 | -149.55 | - | 1,756 | 183 | 348 | |||||||||
| 8 Dec | 85102.69 | 243 | -259.7 | - | 983 | 48 | 165 | |||||||||
| 5 Dec | 85712.37 | 500.5 | 101.65 | - | 429 | 87 | 117 | |||||||||
| 4 Dec | 85265.32 | 396.85 | -33.15 | - | 31 | 30 | 30 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 86100 expiring on 18DEC2025
Delta for 86100 CE is -
Historical price for 86100 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 4.75, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 8290 which increased total open position to 29704
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 7.55, which was -55.4 lower than the previous day. The implied volatity was -, the open interest changed by 10865 which increased total open position to 21414
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 62.65, which was -41.7 lower than the previous day. The implied volatity was -, the open interest changed by 5713 which increased total open position to 10549
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 106.1, which was 32.5 higher than the previous day. The implied volatity was -, the open interest changed by 2984 which increased total open position to 4836
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 71.15, which was -15.1 lower than the previous day. The implied volatity was -, the open interest changed by 989 which increased total open position to 1852
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 86.4, which was -34.8 lower than the previous day. The implied volatity was -, the open interest changed by 515 which increased total open position to 863
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 118.05, which was -149.55 lower than the previous day. The implied volatity was -, the open interest changed by 183 which increased total open position to 348
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 243, which was -259.7 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 165
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 500.5, which was 101.65 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 117
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 396.85, which was -33.15 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 3 Dec SENSEX was trading at 85106.81. 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 2 Dec SENSEX was trading at 85138.27. 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 1 Dec SENSEX was trading at 85641.90. 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 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 86100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 1485.75 | 172.8 | - | 118 | -50 | 202 |
| 16 Dec | 84679.86 | 1344 | 427 | - | 423 | -35 | 252 |
| 15 Dec | 85213.36 | 912.8 | 63.85 | - | 2,027 | 93 | 287 |
| 12 Dec | 85267.66 | 836.4 | -359.75 | - | 1,141 | 115 | 194 |
| 11 Dec | 84818.13 | 1185 | -390 | - | 40 | -20 | 79 |
| 10 Dec | 84391.27 | 1575 | 277.5 | - | 49 | 14 | 99 |
| 9 Dec | 84666.28 | 1292.1 | 263.35 | - | 28 | -5 | 85 |
| 8 Dec | 85102.69 | 1056.45 | 443.2 | - | 272 | -12 | 90 |
| 5 Dec | 85712.37 | 607.1 | -392.9 | - | 475 | 102 | 102 |
| 4 Dec | 85265.32 | 1000 | -219.95 | - | 1 | -1 | 0 |
| 3 Dec | 85106.81 | 760 | -57.3 | - | 0 | 0 | 1 |
| 2 Dec | 85138.27 | 760 | -57.3 | - | 0 | 0 | 1 |
| 1 Dec | 85641.90 | 760 | -57.3 | - | 5 | 0 | 1 |
| 28 Nov | 85706.67 | 817.3 | 28.3 | - | 1 | 1 | 1 |
| 27 Nov | 85720.38 | 789 | -233.85 | - | 3 | 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 86100 expiring on 18DEC2025
Delta for 86100 PE is -
Historical price for 86100 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1485.75, which was 172.8 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 202
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1344, which was 427 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 252
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 912.8, which was 63.85 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 287
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 836.4, which was -359.75 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 194
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1185, which was -390 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 79
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1575, which was 277.5 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 99
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1292.1, which was 263.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 85
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1056.45, which was 443.2 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 90
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 607.1, which was -392.9 lower than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 102
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1000, which was -219.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 760, which was -57.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 760, which was -57.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 760, which was -57.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 817.3, which was 28.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 789, which was -233.85 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































































































































































































































