SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 86900 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 | 13.35 | -6.25 | - | 4,500 | 357 | 817 | |||||||||
| 17 Dec | 84559.65 | 20.25 | -1.7 | - | 1,111 | 157 | 460 | |||||||||
| 16 Dec | 84679.86 | 20.45 | -46.6 | - | 488 | 92 | 303 | |||||||||
| 15 Dec | 85213.36 | 66.2 | -35.6 | - | 470 | -6 | 211 | |||||||||
| 12 Dec | 85267.66 | 102.9 | 16.15 | - | 571 | 150 | 217 | |||||||||
| 11 Dec | 84818.13 | 85 | -9 | - | 125 | -38 | 67 | |||||||||
| 10 Dec | 84391.27 | 94.65 | -24.95 | - | 115 | -6 | 105 | |||||||||
| 9 Dec | 84666.28 | 120.8 | -83 | - | 116 | 27 | 111 | |||||||||
| 8 Dec | 85102.69 | 199.45 | -162 | - | 127 | 34 | 84 | |||||||||
| 5 Dec | 85712.37 | 356 | 63.2 | - | 129 | -2 | 50 | |||||||||
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| 4 Dec | 85265.32 | 281.25 | -21.15 | - | 180 | -42 | 52 | |||||||||
| 3 Dec | 85106.81 | 299.15 | -81.75 | - | 71 | -6 | 94 | |||||||||
| 2 Dec | 85138.27 | 390.05 | -158.75 | - | 173 | -88 | 100 | |||||||||
| 1 Dec | 85641.90 | 563.35 | -62.15 | - | 56 | -1 | 188 | |||||||||
| 28 Nov | 85706.67 | 632.6 | -12.45 | - | 26 | 3 | 189 | |||||||||
| 27 Nov | 85720.38 | 643.75 | 9.55 | - | 220 | -40 | 186 | |||||||||
| 26 Nov | 85609.51 | 636.5 | 276.15 | - | 36 | -12 | 226 | |||||||||
| 25 Nov | 84587.01 | 354.35 | -172.15 | - | 300 | 166 | 238 | |||||||||
| 24 Nov | 84900.71 | 518.65 | -124.05 | - | 37 | 22 | 72 | |||||||||
| 21 Nov | 85231.92 | 642.6 | -51.5 | - | 21 | -4 | 50 | |||||||||
| 20 Nov | 85632.68 | 694.1 | 128.3 | - | 7 | -1 | 54 | |||||||||
| 19 Nov | 85186.47 | 565.8 | 0.4 | - | 49 | 37 | 55 | |||||||||
| 18 Nov | 84673.02 | 565.4 | -547.95 | - | 19 | 18 | 18 | |||||||||
| 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 86900 expiring on 24DEC2025
Delta for 86900 CE is -
Historical price for 86900 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 13.35, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 357 which increased total open position to 817
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 20.25, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 460
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 20.45, which was -46.6 lower than the previous day. The implied volatity was -, the open interest changed by 92 which increased total open position to 303
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 66.2, which was -35.6 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 211
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 102.9, which was 16.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 217
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 85, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 67
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 94.65, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 105
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 120.8, which was -83 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 111
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 199.45, which was -162 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 84
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 356, which was 63.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 50
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 281.25, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 52
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 299.15, which was -81.75 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 94
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 390.05, which was -158.75 lower than the previous day. The implied volatity was -, the open interest changed by -88 which decreased total open position to 100
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 563.35, which was -62.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 188
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 632.6, which was -12.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 189
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 643.75, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 186
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 636.5, which was 276.15 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 226
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 354.35, which was -172.15 lower than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 238
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 518.65, which was -124.05 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 72
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 642.6, which was -51.5 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 50
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 694.1, which was 128.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 565.8, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 55
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 565.4, which was -547.95 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
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 86900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2301.8 | 65.1 | - | 19 | 5 | 37 |
| 17 Dec | 84559.65 | 2236.7 | 341.7 | - | 4 | -1 | 32 |
| 16 Dec | 84679.86 | 1895 | 110.6 | - | 3 | 0 | 33 |
| 15 Dec | 85213.36 | 1535 | -445.25 | - | 0 | 0 | 33 |
| 12 Dec | 85267.66 | 1535 | -445.25 | - | 5 | -2 | 33 |
| 11 Dec | 84818.13 | 1980.25 | 40.8 | - | 9 | -2 | 35 |
| 10 Dec | 84391.27 | 1939.45 | -421.25 | - | 1 | -1 | 37 |
| 9 Dec | 84666.28 | 1625 | 518.65 | - | 0 | 0 | 38 |
| 8 Dec | 85102.69 | 1625 | 518.65 | - | 1 | -1 | 38 |
| 5 Dec | 85712.37 | 1106.35 | -553.95 | - | 140 | -88 | 39 |
| 4 Dec | 85265.32 | 1527.45 | 295.45 | - | 0 | 0 | 127 |
| 3 Dec | 85106.81 | 1527.45 | 295.45 | - | 0 | 0 | 127 |
| 2 Dec | 85138.27 | 1527.45 | 295.45 | - | 43 | 4 | 127 |
| 1 Dec | 85641.90 | 1220 | 28.35 | - | 33 | 7 | 123 |
| 28 Nov | 85706.67 | 1191.65 | -80.4 | - | 11 | 5 | 116 |
| 27 Nov | 85720.38 | 1272.05 | -290.05 | - | 30 | 28 | 111 |
| 26 Nov | 85609.51 | 1448.15 | -951.35 | - | 0 | 0 | 83 |
| 25 Nov | 84587.01 | 1448.15 | -951.35 | - | 83 | 83 | 83 |
| 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 86900 expiring on 24DEC2025
Delta for 86900 PE is -
Historical price for 86900 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2301.8, which was 65.1 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 37
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2236.7, which was 341.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1895, which was 110.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1535, which was -445.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1535, which was -445.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 33
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1980.25, which was 40.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 35
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1939.45, which was -421.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1625, which was 518.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1625, which was 518.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 38
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1106.35, which was -553.95 lower than the previous day. The implied volatity was -, the open interest changed by -88 which decreased total open position to 39
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1527.45, which was 295.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 127
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1527.45, which was 295.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 127
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1527.45, which was 295.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 127
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1220, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 123
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1191.65, which was -80.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 116
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1272.05, which was -290.05 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 111
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1448.15, which was -951.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1448.15, which was -951.35 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 83
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































































































































































































































