[--[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 24-DEC-2025 86500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 20.3 -11.9 - 53,221 6,304 15,293
17 Dec 84559.65 33.95 -5.75 - 40,521 350 8,989
16 Dec 84679.86 38.5 -85.25 - 29,202 6,399 8,639
15 Dec 85213.36 125.4 -42.65 - 10,262 1,057 2,240
12 Dec 85267.66 169.7 36.05 - 4,668 291 1,183
11 Dec 84818.13 129.35 -9.85 - 1,526 154 892
10 Dec 84391.27 143.2 -36.2 - 1,435 277 738
9 Dec 84666.28 178 -122.15 - 827 121 461
8 Dec 85102.69 289.85 -231.15 - 745 1 340
5 Dec 85712.37 513.55 95 - 1,149 89 339
4 Dec 85265.32 404.35 -6.25 - 718 -63 250
3 Dec 85106.81 413.5 -103.75 - 649 -31 313
2 Dec 85138.27 521.8 -214.75 - 306 -22 344
1 Dec 85641.90 729.55 -81.6 - 390 25 366
28 Nov 85706.67 829.9 0.45 - 846 93 341
27 Nov 85720.38 834.8 21.1 - 179 20 248
26 Nov 85609.51 824.5 336.8 - 240 -43 228
25 Nov 84587.01 460 -200.65 - 506 158 271
24 Nov 84900.71 631.1 -174.65 - 79 18 113
21 Nov 85231.92 804.65 -179.55 - 170 -6 95
20 Nov 85632.68 991.8 223.75 - 82 -12 101
19 Nov 85186.47 774.85 114.2 - 38 -14 113
18 Nov 84673.02 663.4 -72.8 - 58 32 127
17 Nov 84950.95 703.25 57.55 - 29 3 95
14 Nov 84562.78 705.5 38.3 - 89 15 92
13 Nov 84478.67 661.85 -38.05 - 70 -6 77
12 Nov 84466.51 698.25 279.9 - 90 79 83
11 Nov 83871.32 418.35 -405.4 - 11 2 4
10 Nov 83535.35 353.85 -87 - 0 0 2
7 Nov 83216.28 353.85 -87 - 2 2 2
6 Nov 83311.01 0 0 - 0 0 0


For Sensex - strike price 86500 expiring on 24DEC2025

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 20.3, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by 6304 which increased total open position to 15293


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 33.95, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 8989


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 38.5, which was -85.25 lower than the previous day. The implied volatity was -, the open interest changed by 6399 which increased total open position to 8639


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 125.4, which was -42.65 lower than the previous day. The implied volatity was -, the open interest changed by 1057 which increased total open position to 2240


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 169.7, which was 36.05 higher than the previous day. The implied volatity was -, the open interest changed by 291 which increased total open position to 1183


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 129.35, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 892


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 143.2, which was -36.2 lower than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 738


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 178, which was -122.15 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 461


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 289.85, which was -231.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 340


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 513.55, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 339


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 404.35, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 250


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 413.5, which was -103.75 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 313


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 521.8, which was -214.75 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 344


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 729.55, which was -81.6 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 366


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 829.9, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 341


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 834.8, which was 21.1 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 248


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 824.5, which was 336.8 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 228


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 460, which was -200.65 lower than the previous day. The implied volatity was -, the open interest changed by 158 which increased total open position to 271


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 631.1, which was -174.65 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 113


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 804.65, which was -179.55 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 95


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 991.8, which was 223.75 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 101


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 774.85, which was 114.2 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 113


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 663.4, which was -72.8 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 127


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 703.25, which was 57.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 95


On 14 Nov SENSEX was trading at 84562.78. The strike last trading price was 705.5, which was 38.3 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 92


On 13 Nov SENSEX was trading at 84478.67. The strike last trading price was 661.85, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 77


On 12 Nov SENSEX was trading at 84466.51. The strike last trading price was 698.25, which was 279.9 higher than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 83


On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 418.35, which was -405.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 10 Nov SENSEX was trading at 83535.35. The strike last trading price was 353.85, which was -87 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 Nov SENSEX was trading at 83216.28. The strike last trading price was 353.85, which was -87 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 6 Nov SENSEX was trading at 83311.01. 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


SENSEX 24DEC2025 86500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 1909.4 139.2 - 125 29 257
17 Dec 84559.65 1755.1 195.1 - 87 15 228
16 Dec 84679.86 1560 349.35 - 11 -8 213
15 Dec 85213.36 1210.65 43.2 - 62 -4 221
12 Dec 85267.66 1159.85 -364.75 - 170 23 225
11 Dec 84818.13 1537.5 -116.55 - 226 -132 202
10 Dec 84391.27 1654.05 24.05 - 11 -4 334
9 Dec 84666.28 1630 303.65 - 82 -58 338
8 Dec 85102.69 1326.35 455.45 - 196 -63 396
5 Dec 85712.37 863.5 -297.65 - 3,737 -6 459
4 Dec 85265.32 1189 -127.9 - 3,481 136 465
3 Dec 85106.81 1334.25 71.9 - 172 -5 329
2 Dec 85138.27 1193.3 188.95 - 88 -5 334
1 Dec 85641.90 997 52.5 - 292 13 339
28 Nov 85706.67 912.55 -114.65 - 204 2 326
27 Nov 85720.38 996.8 -143.2 - 221 -67 324
26 Nov 85609.51 1140 -581.35 - 33 -2 391
25 Nov 84587.01 1721.35 302.7 - 842 372 393
24 Nov 84900.71 1418.65 -37.05 - 9 5 21
21 Nov 85231.92 1455.7 92.15 - 25 16 16
20 Nov 85632.68 0 0 - 0 0 0
19 Nov 85186.47 0 0 - 0 0 0
18 Nov 84673.02 0 0 - 0 0 0
17 Nov 84950.95 0 0 - 0 0 0
14 Nov 84562.78 0 0 - 0 0 0
13 Nov 84478.67 0 0 - 0 0 0
12 Nov 84466.51 0 0 - 0 0 0
11 Nov 83871.32 0 0 - 0 0 0
10 Nov 83535.35 0 0 - 0 0 0
7 Nov 83216.28 0 0 - 0 0 0
6 Nov 83311.01 0 0 - 0 0 0


For Sensex - strike price 86500 expiring on 24DEC2025

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 1909.4, which was 139.2 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 257


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1755.1, which was 195.1 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 228


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1560, which was 349.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 213


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1210.65, which was 43.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 221


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1159.85, which was -364.75 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 225


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1537.5, which was -116.55 lower than the previous day. The implied volatity was -, the open interest changed by -132 which decreased total open position to 202


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1654.05, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 334


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1630, which was 303.65 higher than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 338


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1326.35, which was 455.45 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 396


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 863.5, which was -297.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 459


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1189, which was -127.9 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 465


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1334.25, which was 71.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 329


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1193.3, which was 188.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 334


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 997, which was 52.5 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 339


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 912.55, which was -114.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 326


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 996.8, which was -143.2 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 324


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1140, which was -581.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 391


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1721.35, which was 302.7 higher than the previous day. The implied volatity was -, the open interest changed by 372 which increased total open position to 393


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1418.65, which was -37.05 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 21


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1455.7, which was 92.15 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16


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


On 19 Nov SENSEX was trading at 85186.47. 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 18 Nov SENSEX was trading at 84673.02. 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 17 Nov SENSEX was trading at 84950.95. 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 14 Nov SENSEX was trading at 84562.78. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 11 Nov SENSEX was trading at 83871.32. 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 10 Nov SENSEX was trading at 83535.35. 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 7 Nov SENSEX was trading at 83216.28. 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 6 Nov SENSEX was trading at 83311.01. 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