SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 86400 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 | -3.35 | - | 6,85,222 | 2,857 | 21,889 | |||||||||
| 17 Dec | 84559.65 | 3.2 | -2.75 | - | 2,14,379 | 6,269 | 19,032 | |||||||||
| 16 Dec | 84679.86 | 5.7 | -26.25 | - | 1,64,494 | 387 | 12,763 | |||||||||
| 15 Dec | 85213.36 | 31.35 | -27.5 | - | 2,70,395 | 6,491 | 12,376 | |||||||||
| 12 Dec | 85267.66 | 60.7 | 18.6 | - | 2,05,461 | 3,263 | 5,885 | |||||||||
| 11 Dec | 84818.13 | 40.4 | -17.2 | - | 8,797 | 2,105 | 2,622 | |||||||||
| 10 Dec | 84391.27 | 56.95 | -20.85 | - | 2,297 | 231 | 517 | |||||||||
| 9 Dec | 84666.28 | 75.35 | -108.75 | - | 1,332 | -10 | 286 | |||||||||
| 8 Dec | 85102.69 | 173 | -196.15 | - | 1,086 | 178 | 296 | |||||||||
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| 5 Dec | 85712.37 | 357.35 | 65.95 | - | 662 | 104 | 118 | |||||||||
| 4 Dec | 85265.32 | 281.95 | -56 | - | 18 | 14 | 14 | |||||||||
| 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 | |||||||||
For Sensex - strike price 86400 expiring on 18DEC2025
Delta for 86400 CE is -
Historical price for 86400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 2857 which increased total open position to 21889
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3.2, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 6269 which increased total open position to 19032
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5.7, which was -26.25 lower than the previous day. The implied volatity was -, the open interest changed by 387 which increased total open position to 12763
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 31.35, which was -27.5 lower than the previous day. The implied volatity was -, the open interest changed by 6491 which increased total open position to 12376
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 60.7, which was 18.6 higher than the previous day. The implied volatity was -, the open interest changed by 3263 which increased total open position to 5885
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 40.4, which was -17.2 lower than the previous day. The implied volatity was -, the open interest changed by 2105 which increased total open position to 2622
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 56.95, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 231 which increased total open position to 517
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 75.35, which was -108.75 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 286
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 173, which was -196.15 lower than the previous day. The implied volatity was -, the open interest changed by 178 which increased total open position to 296
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 357.35, which was 65.95 higher than the previous day. The implied volatity was -, the open interest changed by 104 which increased total open position to 118
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 281.95, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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
| SENSEX 18DEC2025 86400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1919 | 116.1 | - | 208 | -16 | 337 |
| 17 Dec | 84559.65 | 1765.9 | 144.3 | - | 325 | 130 | 353 |
| 16 Dec | 84679.86 | 1633.5 | 451.2 | - | 59 | -3 | 223 |
| 15 Dec | 85213.36 | 1187.4 | 86.8 | - | 219 | -15 | 226 |
| 12 Dec | 85267.66 | 1100.65 | -385.7 | - | 414 | 64 | 241 |
| 11 Dec | 84818.13 | 1486.35 | -173.65 | - | 561 | 101 | 177 |
| 10 Dec | 84391.27 | 1660 | 181 | - | 4 | -1 | 76 |
| 9 Dec | 84666.28 | 1479 | 184.7 | - | 2 | -1 | 77 |
| 8 Dec | 85102.69 | 1338.95 | 562.75 | - | 55 | 10 | 78 |
| 5 Dec | 85712.37 | 799.8 | -445.45 | - | 300 | 67 | 68 |
| 4 Dec | 85265.32 | 989 | -202.45 | - | 0 | 0 | 1 |
| 3 Dec | 85106.81 | 989 | -202.45 | - | 0 | 0 | 1 |
| 2 Dec | 85138.27 | 989 | -202.45 | - | 0 | 0 | 1 |
| 1 Dec | 85641.90 | 989 | -202.45 | - | 0 | 0 | 1 |
| 28 Nov | 85706.67 | 989 | -202.45 | - | 0 | 0 | 1 |
| 27 Nov | 85720.38 | 989 | -202.45 | - | 3 | 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 |
For Sensex - strike price 86400 expiring on 18DEC2025
Delta for 86400 PE is -
Historical price for 86400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1919, which was 116.1 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 337
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1765.9, which was 144.3 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 353
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1633.5, which was 451.2 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 223
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1187.4, which was 86.8 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 226
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1100.65, which was -385.7 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 241
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1486.35, which was -173.65 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 177
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1660, which was 181 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 76
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1479, which was 184.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 77
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1338.95, which was 562.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 78
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 799.8, which was -445.45 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 68
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 989, which was -202.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 989, which was -202.45 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 989, which was -202.45 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 989, which was -202.45 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 989, which was -202.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 989, which was -202.45 lower 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































































































































































































































