SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 87800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 18 Dec | 84481.81 | 0.05 | -1.9 | - | 1,27,798 | 214 | 4,172 | |||||||||
| 17 Dec | 84559.65 | 1.8 | -1.75 | - | 64,083 | -3,633 | 3,958 | |||||||||
| 16 Dec | 84679.86 | 3.7 | -1.65 | - | 29,887 | 4,205 | 7,591 | |||||||||
| 15 Dec | 85213.36 | 5.15 | -2.85 | - | 22,510 | 1,002 | 3,386 | |||||||||
| 12 Dec | 85267.66 | 8.75 | 0.25 | - | 52,064 | 1,964 | 2,384 | |||||||||
| 11 Dec | 84818.13 | 8.2 | -9.35 | - | 1,431 | 358 | 420 | |||||||||
| 10 Dec | 84391.27 | 14 | -17.5 | - | 7 | -2 | 62 | |||||||||
| 9 Dec | 84666.28 | 31.5 | -2.55 | - | 64 | 64 | 64 | |||||||||
| 8 Dec | 85102.69 | 34.05 | -63.25 | - | 4 | 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 87800 expiring on 18DEC2025
Delta for 87800 CE is -
Historical price for 87800 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 214 which increased total open position to 4172
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.8, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -3633 which decreased total open position to 3958
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.7, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 4205 which increased total open position to 7591
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 1002 which increased total open position to 3386
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1964 which increased total open position to 2384
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 8.2, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 358 which increased total open position to 420
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 14, which was -17.5 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 62
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 31.5, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 64
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 34.05, which was -63.25 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
| SENSEX 18DEC2025 87800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 17 Dec | 84559.65 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 16 Dec | 84679.86 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 15 Dec | 85213.36 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 12 Dec | 85267.66 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 11 Dec | 84818.13 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 4 Dec | 85265.32 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 1709 | -455.1 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 1709 | -455.1 | - | 3 | 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 87800 expiring on 18DEC2025
Delta for 87800 PE is -
Historical price for 87800 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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 1709, which was -455.1 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































































































































































































































