[--[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 86600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 17.7 -9.8 - 5,929 710 1,614
17 Dec 84559.65 29.7 -3.65 - 1,740 473 904
16 Dec 84679.86 33.85 -72.6 - 1,406 186 431
15 Dec 85213.36 103.95 -44.6 - 503 29 245
12 Dec 85267.66 150.05 29.85 - 489 61 216
11 Dec 84818.13 118.5 -6 - 302 -8 155
10 Dec 84391.27 125.6 -36.05 - 228 25 163
9 Dec 84666.28 162.65 -116.8 - 184 52 138
8 Dec 85102.69 262.9 -210.5 - 252 14 86
5 Dec 85712.37 470.9 89 - 234 -48 72
4 Dec 85265.32 385.85 3.2 - 206 -28 120
3 Dec 85106.81 385.4 -95.7 - 97 2 148
2 Dec 85138.27 492.45 -195.4 - 37 -9 146
1 Dec 85641.90 690.55 -77.05 - 516 34 155
28 Nov 85706.67 774.55 -5.25 - 54 8 121
27 Nov 85720.38 783.2 25.6 - 65 -1 113
26 Nov 85609.51 756.4 294.1 - 45 -21 114
25 Nov 84587.01 435.9 -194.2 - 253 81 135
24 Nov 84900.71 606.75 -161.5 - 21 8 54
21 Nov 85231.92 768.25 -136.55 - 8 2 46
20 Nov 85632.68 904.8 241.9 - 31 16 44
19 Nov 85186.47 662.9 -324.45 - 32 28 28
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 86600 expiring on 24DEC2025

Delta for 86600 CE is -

Historical price for 86600 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 17.7, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 710 which increased total open position to 1614


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 29.7, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 473 which increased total open position to 904


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 33.85, which was -72.6 lower than the previous day. The implied volatity was -, the open interest changed by 186 which increased total open position to 431


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 103.95, which was -44.6 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 245


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 150.05, which was 29.85 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 216


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 118.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 155


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 125.6, which was -36.05 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 163


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 162.65, which was -116.8 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 138


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 262.9, which was -210.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 86


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 470.9, which was 89 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 72


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 385.85, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 120


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 385.4, which was -95.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 148


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 492.45, which was -195.4 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 146


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 690.55, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 155


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 774.55, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 121


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 783.2, which was 25.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 113


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 756.4, which was 294.1 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 114


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 435.9, which was -194.2 lower than the previous day. The implied volatity was -, the open interest changed by 81 which increased total open position to 135


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 606.75, which was -161.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 54


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 768.25, which was -136.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 46


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 904.8, which was 241.9 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 44


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 662.9, which was -324.45 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28


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


SENSEX 24DEC2025 86600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 1989.35 301.55 - 21 -2 91
17 Dec 84559.65 1687.8 -333.2 - 7 -1 93
16 Dec 84679.86 1340 110.95 - 0 0 94
15 Dec 85213.36 1340 110.95 - 10 0 94
12 Dec 85267.66 1229.05 -421.55 - 29 -19 94
11 Dec 84818.13 1650.6 -501.55 - 16 -9 113
10 Dec 84391.27 1724.1 574.1 - 0 0 122
9 Dec 84666.28 1724.1 574.1 - 4 -4 122
8 Dec 85102.69 1150 180.45 - 2 0 126
5 Dec 85712.37 944.4 -467.9 - 252 -14 126
4 Dec 85265.32 1412.3 62.2 - 5 -4 140
3 Dec 85106.81 1353.45 32.65 - 4 0 144
2 Dec 85138.27 1320.8 230.7 - 11 -8 144
1 Dec 85641.90 1053.7 20.5 - 346 15 152
28 Nov 85706.67 1033.2 -17.75 - 5 2 137
27 Nov 85720.38 1050.95 -326.1 - 31 21 135
26 Nov 85609.51 1207.3 -995.15 - 0 0 114
25 Nov 84587.01 1207.3 -995.15 - 114 114 114
24 Nov 84900.71 0 0 - 0 0 0
21 Nov 85231.92 0 0 - 0 0 0
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 86600 expiring on 24DEC2025

Delta for 86600 PE is -

Historical price for 86600 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1989.35, which was 301.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 91


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1687.8, which was -333.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1340, which was 110.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1340, which was 110.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1229.05, which was -421.55 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 94


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1650.6, which was -501.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 113


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1724.1, which was 574.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1724.1, which was 574.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 122


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1150, which was 180.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 944.4, which was -467.9 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 126


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1412.3, which was 62.2 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 140


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1353.45, which was 32.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 144


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1320.8, which was 230.7 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 144


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1053.7, which was 20.5 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 152


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1033.2, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 137


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1050.95, which was -326.1 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 135


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1207.3, which was -995.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1207.3, which was -995.15 lower than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 114


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


On 21 Nov SENSEX was trading at 85231.92. 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 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