[--[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 86900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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