[--[65.84.65.76]--]

SENSEX

Sensex
84559.65 -120.21 (-0.14%)
L: 84415.98 H: 84889.45

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Historical option data for SENSEX

17 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 86800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2.2 -2.45 - 1,84,401 7,311 18,764
16 Dec 84679.86 4.7 -9.45 - 87,250 -1,834 11,453
15 Dec 85213.36 13.2 -14.95 - 1,44,712 6,250 13,287
12 Dec 85267.66 29.9 7.7 - 1,74,162 5,396 7,037
11 Dec 84818.13 21.55 -14.65 - 8,860 568 1,641
10 Dec 84391.27 35.05 -8.6 - 2,004 480 1,073
9 Dec 84666.28 43.65 -65.35 - 1,710 277 593
8 Dec 85102.69 104.9 -127.85 - 1,429 117 316
5 Dec 85712.37 228.7 25.75 - 901 199 199
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 86800 expiring on 18DEC2025

Delta for 86800 CE is -

Historical price for 86800 CE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.2, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 7311 which increased total open position to 18764


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4.7, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by -1834 which decreased total open position to 11453


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 13.2, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 6250 which increased total open position to 13287


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 29.9, which was 7.7 higher than the previous day. The implied volatity was -, the open interest changed by 5396 which increased total open position to 7037


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 21.55, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 568 which increased total open position to 1641


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 35.05, which was -8.6 lower than the previous day. The implied volatity was -, the open interest changed by 480 which increased total open position to 1073


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 43.65, which was -65.35 lower than the previous day. The implied volatity was -, the open interest changed by 277 which increased total open position to 593


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 104.9, which was -127.85 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 316


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 228.7, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 199


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


SENSEX 18DEC2025 86800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2229.85 214.1 - 6 -1 72
16 Dec 84679.86 2015.75 467.95 - 37 -28 73
15 Dec 85213.36 1547.8 78.85 - 50 30 101
12 Dec 85267.66 1468.95 -759.7 - 27 2 71
11 Dec 84818.13 2228.65 -103.95 - 1 -1 69
10 Dec 84391.27 1683.15 648.15 - 0 0 70
9 Dec 84666.28 1683.15 648.15 - 0 0 70
8 Dec 85102.69 1683.15 648.15 - 44 -1 70
5 Dec 85712.37 1030 -516.4 - 124 70 71
4 Dec 85265.32 1169 -270.4 - 0 0 1
3 Dec 85106.81 1169 -270.4 - 0 0 1
2 Dec 85138.27 1169 -270.4 - 0 0 1
1 Dec 85641.90 1169 -270.4 - 0 0 1
28 Nov 85706.67 1169 -270.4 - 0 0 1
27 Nov 85720.38 1169 -270.4 - 3 1 1
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 86800 expiring on 18DEC2025

Delta for 86800 PE is -

Historical price for 86800 PE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2229.85, which was 214.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 72


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2015.75, which was 467.95 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 73


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1547.8, which was 78.85 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 101


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1468.95, which was -759.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 71


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2228.65, which was -103.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 69


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1683.15, which was 648.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1683.15, which was 648.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 70


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1683.15, which was 648.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 70


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1030, which was -516.4 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 71


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1169, which was -270.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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