[--[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 86800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 15.15 -6 - 10,318 696 2,181
17 Dec 84559.65 23.35 -1.3 - 4,954 861 1,485
16 Dec 84679.86 22.45 -57.25 - 1,420 275 624
15 Dec 85213.36 77.45 -38.25 - 691 76 349
12 Dec 85267.66 115.8 23.65 - 508 160 273
11 Dec 84818.13 86.55 -15.85 - 194 -45 113
10 Dec 84391.27 104.7 -31.05 - 85 -3 158
9 Dec 84666.28 133.2 -92 - 220 53 161
8 Dec 85102.69 215.15 -181.05 - 248 38 108
5 Dec 85712.37 389.7 72.7 - 318 -48 70
4 Dec 85265.32 309.1 -9.8 - 293 -75 118
3 Dec 85106.81 324.75 -93.25 - 190 22 193
2 Dec 85138.27 415 -172.15 - 130 42 171
1 Dec 85641.90 606.5 -68.6 - 78 5 129
28 Nov 85706.67 683.95 -1.3 - 34 1 124
27 Nov 85720.38 685.2 -1.4 - 69 -28 123
26 Nov 85609.51 686.8 296.3 - 40 -15 151
25 Nov 84587.01 376.7 -177.1 - 371 86 166
24 Nov 84900.71 552.8 -131.3 - 24 9 80
21 Nov 85231.92 675.4 -143.5 - 75 -9 71
20 Nov 85632.68 817.55 225.5 - 21 -6 80
19 Nov 85186.47 592.05 -327.15 - 90 86 86
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 86800 expiring on 24DEC2025

Delta for 86800 CE is -

Historical price for 86800 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 15.15, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 696 which increased total open position to 2181


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 23.35, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 861 which increased total open position to 1485


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 22.45, which was -57.25 lower than the previous day. The implied volatity was -, the open interest changed by 275 which increased total open position to 624


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 77.45, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 349


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 115.8, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 273


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 86.55, which was -15.85 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 113


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 104.7, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 158


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 133.2, which was -92 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 161


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 215.15, which was -181.05 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 108


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 389.7, which was 72.7 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 70


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 309.1, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 118


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 324.75, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 193


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 415, which was -172.15 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 171


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 606.5, which was -68.6 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 129


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 683.95, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 124


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 685.2, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 123


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 686.8, which was 296.3 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 151


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 376.7, which was -177.1 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 166


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 552.8, which was -131.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 80


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 675.4, which was -143.5 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 71


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 817.55, which was 225.5 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 80


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 592.05, which was -327.15 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 86


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 86800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 2209 57.05 - 21 5 83
17 Dec 84559.65 2151.95 -34.95 - 5 0 78
16 Dec 84679.86 1447.15 -340.5 - 0 0 78
15 Dec 85213.36 1447.15 -340.5 - 0 0 78
12 Dec 85267.66 1447.15 -340.5 - 4 0 78
11 Dec 84818.13 1787.65 -539.7 - 24 -15 78
10 Dec 84391.27 1250 141.8 - 0 0 93
9 Dec 84666.28 1250 141.8 - 0 0 93
8 Dec 85102.69 1250 141.8 - 1 1 93
5 Dec 85712.37 1108.2 -395.25 - 94 -64 92
4 Dec 85265.32 1503.45 -104.45 - 35 -33 156
3 Dec 85106.81 1607.9 123.9 - 3 -3 189
2 Dec 85138.27 1484 275.4 - 60 -38 192
1 Dec 85641.90 1208.6 70.55 - 16 3 230
28 Nov 85706.67 1138.05 34.05 - 4 2 227
27 Nov 85720.38 1104 -200.7 - 38 15 225
26 Nov 85609.51 1300 -154.7 - 14 0 210
25 Nov 84587.01 1454.7 -878.15 - 210 210 210
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 86800 expiring on 24DEC2025

Delta for 86800 PE is -

Historical price for 86800 PE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2209, which was 57.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 83


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2151.95, which was -34.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1447.15, which was -340.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1787.65, which was -539.7 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 78


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1250, which was 141.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 93


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1108.2, which was -395.25 lower than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 92


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1503.45, which was -104.45 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 156


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1607.9, which was 123.9 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 189


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1484, which was 275.4 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 192


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1208.6, which was 70.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 230


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1138.05, which was 34.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 227


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1104, which was -200.7 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 225


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1300, which was -154.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 210


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1454.7, which was -878.15 lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210


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