[--[65.84.65.76]--]

SENSEX

Sensex
84481.81 -77.84 (-0.09%)
L: 84238.43 H: 84780.19

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Historical option data for SENSEX

18 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 86400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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