SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 86800 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 | -2.5 | - | 3,31,486 | -4,985 | 13,779 | |||||||||
| 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 | |||||||||
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| 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 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by -4985 which decreased total open position to 13779
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: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2362.2 | 132.35 | - | 9 | -2 | 70 |
| 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 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2362.2, which was 132.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 70
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































































































































































































































