SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 86700 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 | -2.65 | - | 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 | |||||||||
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| 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: -
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| 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































































































































































































































