[--[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 04:01 PM IST
SENSEX 18-DEC-2025 86500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 0.05 -3.05 - 22,13,208 7,110 1,01,766
17 Dec 84559.65 3.05 -2.65 - 8,18,052 22,415 94,656
16 Dec 84679.86 5.5 -20.5 - 3,82,227 48,030 72,241
15 Dec 85213.36 25.3 -22.8 - 4,34,929 2,851 24,211
12 Dec 85267.66 50.6 14.55 - 3,95,322 11,873 21,360
11 Dec 84818.13 35 -15.9 - 55,514 4,351 9,487
10 Dec 84391.27 52.15 -15.65 - 32,674 625 5,136
9 Dec 84666.28 66.4 -98.1 - 19,178 2,735 4,511
8 Dec 85102.69 156.85 -174.55 - 7,695 735 1,776
5 Dec 85712.37 326.6 60.55 - 5,128 851 1,041
4 Dec 85265.32 260 31.45 - 320 141 190
3 Dec 85106.81 228.55 -124.3 - 46 13 49
2 Dec 85138.27 357.9 -179.15 - 229 -6 36
1 Dec 85641.90 537.05 -82.95 - 44 31 42
28 Nov 85706.67 620 -86.8 - 1 1 11
27 Nov 85720.38 706.8 47.05 - 10 10 10
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 86500 expiring on 18DEC2025

Delta for 86500 CE is -

Historical price for 86500 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 7110 which increased total open position to 101766


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3.05, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 22415 which increased total open position to 94656


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5.5, which was -20.5 lower than the previous day. The implied volatity was -, the open interest changed by 48030 which increased total open position to 72241


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 25.3, which was -22.8 lower than the previous day. The implied volatity was -, the open interest changed by 2851 which increased total open position to 24211


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 50.6, which was 14.55 higher than the previous day. The implied volatity was -, the open interest changed by 11873 which increased total open position to 21360


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 35, which was -15.9 lower than the previous day. The implied volatity was -, the open interest changed by 4351 which increased total open position to 9487


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 52.15, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 5136


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 66.4, which was -98.1 lower than the previous day. The implied volatity was -, the open interest changed by 2735 which increased total open position to 4511


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 156.85, which was -174.55 lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 1776


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 326.6, which was 60.55 higher than the previous day. The implied volatity was -, the open interest changed by 851 which increased total open position to 1041


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 260, which was 31.45 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 190


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 228.55, which was -124.3 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 49


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 357.9, which was -179.15 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 36


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 537.05, which was -82.95 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 42


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 620, which was -86.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 706.8, which was 47.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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 86500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 2021.7 101.2 - 174 -35 534
17 Dec 84559.65 1870 147.45 - 866 -312 569
16 Dec 84679.86 1745 469.95 - 324 -36 881
15 Dec 85213.36 1274.25 82.35 - 1,128 -152 917
12 Dec 85267.66 1185.6 -377.45 - 3,993 -250 1,069
11 Dec 84818.13 1550 -422 - 765 603 1,319
10 Dec 84391.27 1995.35 332.8 - 35 12 716
9 Dec 84666.28 1673.65 291.8 - 161 12 704
8 Dec 85102.69 1405.1 562.4 - 419 13 692
5 Dec 85712.37 828 -489.75 - 1,112 663 679
4 Dec 85265.32 1056.1 168 - 0 0 16
3 Dec 85106.81 1056.1 168 - 0 0 16
2 Dec 85138.27 1056.1 168 - 1 0 16
1 Dec 85641.90 888.1 -202.1 - 26 15 16
28 Nov 85706.67 957.85 -293.15 - 0 0 1
27 Nov 85720.38 957.85 -293.15 - 1 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 86500 expiring on 18DEC2025

Delta for 86500 PE is -

Historical price for 86500 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2021.7, which was 101.2 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 534


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1870, which was 147.45 higher than the previous day. The implied volatity was -, the open interest changed by -312 which decreased total open position to 569


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1745, which was 469.95 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 881


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1274.25, which was 82.35 higher than the previous day. The implied volatity was -, the open interest changed by -152 which decreased total open position to 917


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1185.6, which was -377.45 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1069


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1550, which was -422 lower than the previous day. The implied volatity was -, the open interest changed by 603 which increased total open position to 1319


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1995.35, which was 332.8 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 716


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1673.65, which was 291.8 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 704


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1405.1, which was 562.4 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 692


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 828, which was -489.75 lower than the previous day. The implied volatity was -, the open interest changed by 663 which increased total open position to 679


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1056.1, which was 168 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 1056.1, which was 168 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 1056.1, which was 168 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 888.1, which was -202.1 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 16


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 957.85, which was -293.15 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 957.85, which was -293.15 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