[--[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 86700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 0.05 -2.65 - 4,48,789 -9,294 17,813
17 Dec 84559.65 2.4 -2.6 - 1,91,597 6,732 27,107
16 Dec 84679.86 4.9 -12.5 - 1,28,743 8,029 20,375
15 Dec 85213.36 16.45 -17.75 - 1,69,536 5,143 12,346
12 Dec 85267.66 36 10.2 - 1,60,159 5,448 7,203
11 Dec 84818.13 24.8 -17.05 - 10,416 595 1,755
10 Dec 84391.27 40.75 -10.05 - 3,737 938 1,160
9 Dec 84666.28 50.4 -76.4 - 1,105 -45 222
8 Dec 85102.69 118.2 -142.9 - 961 71 267
5 Dec 85712.37 258 -16.55 - 791 188 196
4 Dec 85265.32 274.55 12.95 - 1 0 8
3 Dec 85106.81 346.05 -178.95 - 0 0 8
2 Dec 85138.27 346.05 -178.95 - 20 -4 8
1 Dec 85641.90 525 30.7 - 12 12 12
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 86700 expiring on 18DEC2025

Delta for 86700 CE is -

Historical price for 86700 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -9294 which decreased total open position to 17813


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.4, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 6732 which increased total open position to 27107


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4.9, which was -12.5 lower than the previous day. The implied volatity was -, the open interest changed by 8029 which increased total open position to 20375


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 16.45, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 5143 which increased total open position to 12346


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 36, which was 10.2 higher than the previous day. The implied volatity was -, the open interest changed by 5448 which increased total open position to 7203


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 24.8, which was -17.05 lower than the previous day. The implied volatity was -, the open interest changed by 595 which increased total open position to 1755


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 40.75, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 938 which increased total open position to 1160


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 50.4, which was -76.4 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 222


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 118.2, which was -142.9 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 267


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 258, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 196


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 274.55, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 346.05, which was -178.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 346.05, which was -178.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 8


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 525, which was 30.7 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12


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 86700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 2131.35 321.35 - 0 0 124
17 Dec 84559.65 2131.35 321.35 - 2 -1 124
16 Dec 84679.86 1810 330 - 3 -3 125
15 Dec 85213.36 1480 68 - 13 -6 128
12 Dec 85267.66 1412 -341.3 - 46 -2 134
11 Dec 84818.13 1753.3 -298.25 - 189 -103 136
10 Dec 84391.27 2051.55 -49.25 - 12 -12 239
9 Dec 84666.28 1586.7 612.75 - 0 0 251
8 Dec 85102.69 1586.7 612.75 - 113 -3 251
5 Dec 85712.37 952.75 -515.6 - 470 229 254
4 Dec 85265.32 1319.1 -304.1 - 0 0 25
3 Dec 85106.81 1319.1 -304.1 - 0 0 25
2 Dec 85138.27 1319.1 -304.1 - 0 0 25
1 Dec 85641.90 1319.1 -304.1 - 0 0 25
28 Nov 85706.67 1319.1 -304.1 - 0 0 25
27 Nov 85720.38 1319.1 -304.1 - 0 0 25
26 Nov 85609.51 1319.1 -304.1 - 3 -3 25
25 Nov 84587.01 1623.2 -555.9 - 30 28 28
24 Nov 84900.71 0 0 - 0 0 0


For Sensex - strike price 86700 expiring on 18DEC2025

Delta for 86700 PE is -

Historical price for 86700 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2131.35, which was 321.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 124


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2131.35, which was 321.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 124


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1810, which was 330 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 125


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1480, which was 68 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 128


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1412, which was -341.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 134


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1753.3, which was -298.25 lower than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 136


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2051.55, which was -49.25 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 239


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1586.7, which was 612.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 251


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1586.7, which was 612.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 251


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 952.75, which was -515.6 lower than the previous day. The implied volatity was -, the open interest changed by 229 which increased total open position to 254


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1319.1, which was -304.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 25


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1623.2, which was -555.9 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28


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