SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 87100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84559.65 | 2.05 | -2 | - | 2,37,067 | -374 | 10,834 | |||||||||
| 16 Dec | 84679.86 | 3.8 | -5.5 | - | 62,056 | 5,947 | 11,208 | |||||||||
| 15 Dec | 85213.36 | 8.35 | -9.1 | - | 70,762 | 944 | 5,261 | |||||||||
| 12 Dec | 85267.66 | 18.55 | 3.4 | - | 1,06,638 | 3,687 | 4,317 | |||||||||
| 11 Dec | 84818.13 | 15.25 | -11.65 | - | 3,378 | 408 | 630 | |||||||||
| 10 Dec | 84391.27 | 29 | -1.4 | - | 970 | 25 | 222 | |||||||||
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| 9 Dec | 84666.28 | 26.5 | -50.55 | - | 667 | 75 | 197 | |||||||||
| 8 Dec | 85102.69 | 73.7 | -84.4 | - | 575 | 50 | 122 | |||||||||
| 5 Dec | 85712.37 | 150.45 | 3 | - | 487 | 72 | 72 | |||||||||
| 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 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 87100 expiring on 18DEC2025
Delta for 87100 CE is -
Historical price for 87100 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.05, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -374 which decreased total open position to 10834
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.8, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 5947 which increased total open position to 11208
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 8.35, which was -9.1 lower than the previous day. The implied volatity was -, the open interest changed by 944 which increased total open position to 5261
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 18.55, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 3687 which increased total open position to 4317
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 15.25, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 408 which increased total open position to 630
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 29, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 222
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 26.5, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 197
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 73.7, which was -84.4 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 122
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 150.45, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 72
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 87100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 2527.35 | 130.3 | - | 2 | -1 | 7 |
| 16 Dec | 84679.86 | 2164 | 198.55 | - | 0 | 0 | 8 |
| 15 Dec | 85213.36 | 2164 | 198.55 | - | 2 | 1 | 8 |
| 12 Dec | 85267.66 | 1965.45 | -239.9 | - | 12 | 5 | 7 |
| 11 Dec | 84818.13 | 2500 | 681 | - | 0 | 0 | 2 |
| 10 Dec | 84391.27 | 2500 | 681 | - | 0 | 0 | 2 |
| 9 Dec | 84666.28 | 2500 | 681 | - | 0 | 0 | 2 |
| 8 Dec | 85102.69 | 2500 | 681 | - | 0 | 0 | 2 |
| 5 Dec | 85712.37 | 2500 | 681 | - | 0 | 0 | 2 |
| 4 Dec | 85265.32 | 2500 | 681 | - | 0 | 0 | 2 |
| 3 Dec | 85106.81 | 2500 | 681 | - | 0 | 0 | 2 |
| 2 Dec | 85138.27 | 2500 | 681 | - | 0 | 0 | 2 |
| 1 Dec | 85641.90 | 2500 | 681 | - | 0 | 0 | 2 |
| 28 Nov | 85706.67 | 2500 | 681 | - | 0 | 0 | 2 |
| 27 Nov | 85720.38 | 2500 | 681 | - | 0 | 0 | 2 |
| 26 Nov | 85609.51 | 2500 | 681 | - | 2 | 2 | 2 |
| 25 Nov | 84587.01 | 1819 | -639.25 | - | 3 | 0 | 0 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 87100 expiring on 18DEC2025
Delta for 87100 PE is -
Historical price for 87100 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2527.35, which was 130.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2164, which was 198.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2164, which was 198.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1965.45, which was -239.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2500, which was 681 higher 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 2500, which was 681 higher 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 2500, which was 681 higher 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 2500, which was 681 higher 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 2500, which was 681 higher 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 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2500, which was 681 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1819, which was -639.25 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































































































































































































































