SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 87200 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 | -2.3 | - | 1,95,613 | -2,045 | 9,590 | |||||||||
| 17 Dec | 84559.65 | 1.85 | -2.1 | - | 2,23,078 | -4,049 | 11,635 | |||||||||
| 16 Dec | 84679.86 | 3.85 | -4.45 | - | 68,648 | 9,596 | 15,684 | |||||||||
| 15 Dec | 85213.36 | 7.7 | -7.4 | - | 77,186 | 2,284 | 6,088 | |||||||||
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| 12 Dec | 85267.66 | 15.9 | 2.05 | - | 1,04,448 | 2,939 | 3,804 | |||||||||
| 11 Dec | 84818.13 | 13.75 | -10.4 | - | 3,698 | 351 | 865 | |||||||||
| 10 Dec | 84391.27 | 25.95 | -1.25 | - | 1,251 | 243 | 514 | |||||||||
| 9 Dec | 84666.28 | 24.05 | -42.55 | - | 680 | 23 | 271 | |||||||||
| 8 Dec | 85102.69 | 65.3 | -73 | - | 397 | 37 | 248 | |||||||||
| 5 Dec | 85712.37 | 132.7 | 0.8 | - | 1,494 | 211 | 211 | |||||||||
| 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 87200 expiring on 18DEC2025
Delta for 87200 CE is -
Historical price for 87200 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by -2045 which decreased total open position to 9590
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.85, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by -4049 which decreased total open position to 11635
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.85, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 9596 which increased total open position to 15684
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.7, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 2284 which increased total open position to 6088
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 15.9, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 2939 which increased total open position to 3804
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 13.75, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 351 which increased total open position to 865
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 25.95, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 243 which increased total open position to 514
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 24.05, which was -42.55 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 271
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 65.3, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 248
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 132.7, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 211 which increased total open position to 211
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 87200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1867.8 | -512.6 | - | 0 | 0 | 4 |
| 17 Dec | 84559.65 | 1867.8 | -512.6 | - | 0 | 0 | 4 |
| 16 Dec | 84679.86 | 1867.8 | -512.6 | - | 0 | 0 | 4 |
| 15 Dec | 85213.36 | 1867.8 | -512.6 | - | 0 | 0 | 4 |
| 12 Dec | 85267.66 | 1867.8 | -512.6 | - | 4 | 1 | 4 |
| 11 Dec | 84818.13 | 2380.4 | -337.3 | - | 1 | 0 | 3 |
| 10 Dec | 84391.27 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 9 Dec | 84666.28 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 8 Dec | 85102.69 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 5 Dec | 85712.37 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 4 Dec | 85265.32 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 3 Dec | 85106.81 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 2 Dec | 85138.27 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 1 Dec | 85641.90 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 28 Nov | 85706.67 | 1369 | -343.35 | - | 0 | 0 | 3 |
| 27 Nov | 85720.38 | 1369 | -343.35 | - | 6 | 3 | 3 |
| 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 87200 expiring on 18DEC2025
Delta for 87200 PE is -
Historical price for 87200 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1867.8, which was -512.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1867.8, which was -512.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1867.8, which was -512.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1867.8, which was -512.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1867.8, which was -512.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2380.4, which was -337.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1369, which was -343.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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































































































































































































































