SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 86500 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 | -3.05 | - | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































