SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 86600 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 | -2.85 | - | 3,53,531 | -3,650 | 17,885 | |||||||||
| 17 Dec | 84559.65 | 2.8 | -2.5 | - | 1,96,269 | 8,158 | 21,535 | |||||||||
| 16 Dec | 84679.86 | 5.1 | -15.6 | - | 1,28,782 | 2,102 | 13,377 | |||||||||
| 15 Dec | 85213.36 | 20.3 | -19.95 | - | 2,16,233 | 5,693 | 11,275 | |||||||||
| 12 Dec | 85267.66 | 42.55 | 11.75 | - | 1,63,842 | 2,899 | 5,582 | |||||||||
| 11 Dec | 84818.13 | 29.35 | -16.25 | - | 8,544 | 2,150 | 2,683 | |||||||||
| 10 Dec | 84391.27 | 46.65 | -12.05 | - | 2,108 | 323 | 533 | |||||||||
| 9 Dec | 84666.28 | 56.5 | -88.35 | - | 916 | 10 | 210 | |||||||||
| 8 Dec | 85102.69 | 134.35 | -162.5 | - | 1,169 | 66 | 200 | |||||||||
| 5 Dec | 85712.37 | 290.3 | 16.8 | - | 607 | 124 | 134 | |||||||||
| 4 Dec | 85265.32 | 273.5 | -11.9 | - | 4 | 1 | 10 | |||||||||
| 3 Dec | 85106.81 | 374.8 | -220.2 | - | 0 | 0 | 9 | |||||||||
| 2 Dec | 85138.27 | 374.8 | -220.2 | - | 9 | 2 | 9 | |||||||||
| 1 Dec | 85641.90 | 595 | 64.3 | - | 7 | 7 | 7 | |||||||||
| 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 | |||||||||
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| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 86600 expiring on 18DEC2025
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 0.05, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -3650 which decreased total open position to 17885
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.8, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 8158 which increased total open position to 21535
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5.1, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by 2102 which increased total open position to 13377
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 20.3, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 5693 which increased total open position to 11275
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 42.55, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 2899 which increased total open position to 5582
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 29.35, which was -16.25 lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 2683
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 46.65, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 323 which increased total open position to 533
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 56.5, which was -88.35 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 210
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 134.35, which was -162.5 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 200
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 290.3, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 124 which increased total open position to 134
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 273.5, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 374.8, which was -220.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 374.8, which was -220.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 595, which was 64.3 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
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 86600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1999.45 | 31.5 | - | 24 | 3 | 45 |
| 17 Dec | 84559.65 | 1967.95 | 161.55 | - | 10 | 2 | 42 |
| 16 Dec | 84679.86 | 1806.4 | 442.55 | - | 22 | -11 | 40 |
| 15 Dec | 85213.36 | 1391.2 | 117.65 | - | 71 | 3 | 51 |
| 12 Dec | 85267.66 | 1273.55 | -384.85 | - | 31 | 1 | 48 |
| 11 Dec | 84818.13 | 1665 | -479.05 | - | 49 | -44 | 47 |
| 10 Dec | 84391.27 | 1407.1 | 512.35 | - | 0 | 0 | 91 |
| 9 Dec | 84666.28 | 1407.1 | 512.35 | - | 0 | 0 | 91 |
| 8 Dec | 85102.69 | 1407.1 | 512.35 | - | 34 | -8 | 91 |
| 5 Dec | 85712.37 | 897.55 | -494.6 | - | 259 | 99 | 99 |
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 |
| 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 86600 expiring on 18DEC2025
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 1999.45, which was 31.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 45
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1967.95, which was 161.55 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 42
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1806.4, which was 442.55 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 40
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1391.2, which was 117.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 51
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1273.55, which was -384.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 48
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1665, which was -479.05 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 47
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1407.1, which was 512.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1407.1, which was 512.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1407.1, which was 512.35 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 91
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 897.55, which was -494.6 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 99
On 4 Dec SENSEX was trading at 85265.32. 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 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































































































































































































































