SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-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 | 0.05 | -2.6 | - | 3,93,758 | 11,790 | 26,794 | |||||||||
| 17 Dec | 84559.65 | 2.45 | -2 | - | 2,12,269 | 4,245 | 15,004 | |||||||||
| 16 Dec | 84679.86 | 4.25 | -7.75 | - | 79,165 | 1,512 | 10,759 | |||||||||
| 15 Dec | 85213.36 | 11.05 | -13.1 | - | 1,47,406 | 3,003 | 9,247 | |||||||||
| 12 Dec | 85267.66 | 25.45 | 5.75 | - | 1,37,793 | 5,025 | 6,244 | |||||||||
| 11 Dec | 84818.13 | 19 | -13.85 | - | 5,439 | 735 | 1,219 | |||||||||
| 10 Dec | 84391.27 | 32.6 | -6.55 | - | 1,363 | 117 | 484 | |||||||||
| 9 Dec | 84666.28 | 37.95 | -64.9 | - | 1,673 | 72 | 367 | |||||||||
| 8 Dec | 85102.69 | 93.6 | -109.95 | - | 630 | 157 | 295 | |||||||||
| 5 Dec | 85712.37 | 201.95 | 19.1 | - | 835 | 138 | 138 | |||||||||
| 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 | |||||||||
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| 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 86900 expiring on 18DEC2025
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 0.05, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 11790 which increased total open position to 26794
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.45, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 4245 which increased total open position to 15004
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4.25, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 1512 which increased total open position to 10759
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 11.05, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by 3003 which increased total open position to 9247
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 25.45, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 6244
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 19, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 1219
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 32.6, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 484
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 37.95, which was -64.9 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 367
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 93.6, which was -109.95 lower than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 295
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 201.95, which was 19.1 higher than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 138
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 86900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2333.45 | 33.45 | - | 14 | 0 | 73 |
| 17 Dec | 84559.65 | 2300 | 210.95 | - | 3 | 0 | 73 |
| 16 Dec | 84679.86 | 2089.05 | 489.05 | - | 8 | -2 | 73 |
| 15 Dec | 85213.36 | 1600 | 31.35 | - | 78 | -34 | 75 |
| 12 Dec | 85267.66 | 1568.65 | -390.3 | - | 9 | 0 | 109 |
| 11 Dec | 84818.13 | 1958.95 | -469.1 | - | 19 | -2 | 109 |
| 10 Dec | 84391.27 | 1444 | 334.35 | - | 0 | 0 | 111 |
| 9 Dec | 84666.28 | 1444 | 334.35 | - | 0 | 0 | 111 |
| 8 Dec | 85102.69 | 1444 | 334.35 | - | 15 | 8 | 111 |
| 5 Dec | 85712.37 | 1088 | -538.1 | - | 162 | 101 | 103 |
| 4 Dec | 85265.32 | 1298 | -207.35 | - | 0 | 0 | 2 |
| 3 Dec | 85106.81 | 1298 | -207.35 | - | 0 | 0 | 2 |
| 2 Dec | 85138.27 | 1298 | -207.35 | - | 0 | 0 | 2 |
| 1 Dec | 85641.90 | 1298 | -207.35 | - | 0 | 0 | 2 |
| 28 Nov | 85706.67 | 1298 | -207.35 | - | 0 | 0 | 2 |
| 27 Nov | 85720.38 | 1298 | -207.35 | - | 6 | 2 | 2 |
| 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 86900 expiring on 18DEC2025
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 2333.45, which was 33.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2300, which was 210.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2089.05, which was 489.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 73
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1600, which was 31.35 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 75
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1568.65, which was -390.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1958.95, which was -469.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 109
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1444, which was 334.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1444, which was 334.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1444, which was 334.35 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 111
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1088, which was -538.1 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 103
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1298, which was -207.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































