SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 87300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 18 Dec | 84481.81 | 0.05 | -2.2 | - | 1,59,069 | 180 | 8,447 | |||||||||
| 17 Dec | 84559.65 | 1.7 | -2.25 | - | 1,28,453 | -4,486 | 8,267 | |||||||||
| 16 Dec | 84679.86 | 3.8 | -3.95 | - | 55,892 | 5,213 | 12,753 | |||||||||
| 15 Dec | 85213.36 | 7.25 | -6.15 | - | 55,979 | 1,829 | 7,540 | |||||||||
| 12 Dec | 85267.66 | 14.05 | 1.3 | - | 1,00,943 | 4,093 | 5,711 | |||||||||
| 11 Dec | 84818.13 | 12.3 | -9.5 | - | 7,626 | -64 | 1,618 | |||||||||
| 10 Dec | 84391.27 | 22.9 | -0.6 | - | 3,726 | 973 | 1,682 | |||||||||
| 9 Dec | 84666.28 | 21.45 | -37.95 | - | 1,083 | 409 | 709 | |||||||||
| 8 Dec | 85102.69 | 57.45 | -62.7 | - | 495 | -25 | 300 | |||||||||
| 5 Dec | 85712.37 | 114.35 | -3.4 | - | 7,267 | 325 | 325 | |||||||||
| 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 87300 expiring on 18DEC2025
Delta for 87300 CE is -
Historical price for 87300 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 180 which increased total open position to 8447
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.7, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -4486 which decreased total open position to 8267
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.8, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 5213 which increased total open position to 12753
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.25, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 1829 which increased total open position to 7540
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 14.05, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 4093 which increased total open position to 5711
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 12.3, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 1618
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 22.9, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 973 which increased total open position to 1682
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 21.45, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 409 which increased total open position to 709
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 57.45, which was -62.7 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 300
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 114.35, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
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 87300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1950 | -449.75 | - | 0 | 0 | 4 |
| 17 Dec | 84559.65 | 1950 | -449.75 | - | 0 | 0 | 4 |
| 16 Dec | 84679.86 | 1950 | -449.75 | - | 0 | 0 | 4 |
| 15 Dec | 85213.36 | 1950 | -449.75 | - | 0 | 0 | 4 |
| 12 Dec | 85267.66 | 1950 | -449.75 | - | 20 | 4 | 4 |
| 11 Dec | 84818.13 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 4 Dec | 85265.32 | 1658 | -409.7 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 1658 | -409.7 | - | 1 | -1 | 0 |
| 2 Dec | 85138.27 | 2067.7 | 537.7 | - | 1 | 1 | 1 |
| 1 Dec | 85641.90 | 1530 | -101.6 | - | 1 | -1 | 0 |
| 28 Nov | 85706.67 | 1525 | -259.3 | - | 0 | 0 | 1 |
| 27 Nov | 85720.38 | 1525 | -259.3 | - | 4 | 1 | 1 |
| 26 Nov | 85609.51 | 1929 | 116.4 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 1929 | 116.4 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 1929 | 116.4 | - | 0 | 0 | 0 |
For Sensex - strike price 87300 expiring on 18DEC2025
Delta for 87300 PE is -
Historical price for 87300 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1950, which was -449.75 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 1950, which was -449.75 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 1950, which was -449.75 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 1950, which was -449.75 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 1950, which was -449.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1658, which was -409.7 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 1658, which was -409.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2067.7, which was 537.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1530, which was -101.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1525, which was -259.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1525, which was -259.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1929, which was 116.4 higher 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 1929, which was 116.4 higher 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 1929, which was 116.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































