SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 87700 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 | -1.95 | - | 1,58,555 | 4,234 | 7,776 | |||||||||
| 17 Dec | 84559.65 | 1.8 | -1.85 | - | 60,635 | -4,767 | 3,542 | |||||||||
| 16 Dec | 84679.86 | 3.6 | -2 | - | 28,428 | 3,975 | 8,309 | |||||||||
| 15 Dec | 85213.36 | 5.25 | -3.55 | - | 32,337 | -841 | 4,334 | |||||||||
| 12 Dec | 85267.66 | 9.7 | 0.15 | - | 51,592 | 4,767 | 5,175 | |||||||||
| 11 Dec | 84818.13 | 9.35 | -10.8 | - | 1,360 | 280 | 408 | |||||||||
| 10 Dec | 84391.27 | 19 | -13 | - | 22 | -7 | 128 | |||||||||
| 9 Dec | 84666.28 | 32 | -101.05 | - | 19 | -8 | 135 | |||||||||
| 8 Dec | 85102.69 | 59.05 | -13.95 | - | 0 | 0 | 143 | |||||||||
| 5 Dec | 85712.37 | 59.05 | -13.95 | - | 272 | 143 | 143 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 87700 expiring on 18DEC2025
Delta for 87700 CE is -
Historical price for 87700 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 4234 which increased total open position to 7776
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.8, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -4767 which decreased total open position to 3542
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.6, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 8309
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.25, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by -841 which decreased total open position to 4334
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 9.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 4767 which increased total open position to 5175
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 9.35, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 280 which increased total open position to 408
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 19, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 128
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 32, which was -101.05 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 135
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 59.05, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 59.05, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 143 which increased total open position to 143
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 87700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 84559.65 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 84679.86 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 |
| 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 87700 expiring on 18DEC2025
Delta for 87700 PE is -
Historical price for 87700 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. 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 17 Dec SENSEX was trading at 84559.65. 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 16 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 Dec SENSEX was trading at 85267.66. 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 Dec SENSEX was trading at 84818.13. 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 Dec SENSEX was trading at 84391.27. 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 9 Dec SENSEX was trading at 84666.28. 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 8 Dec SENSEX was trading at 85102.69. 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 5 Dec SENSEX was trading at 85712.37. 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 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































































































































































































































