SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 88400 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 | 5.55 | -3.85 | - | 138 | 31 | 47 | |||||||||
| 17 Dec | 84559.65 | 10.45 | 1.8 | - | 22 | -12 | 16 | |||||||||
| 16 Dec | 84679.86 | 8.75 | -10.6 | - | 43 | -14 | 28 | |||||||||
| 15 Dec | 85213.36 | 19.35 | 1.5 | - | 5 | 3 | 42 | |||||||||
| 12 Dec | 85267.66 | 49.95 | -4.65 | - | 0 | 0 | 39 | |||||||||
| 11 Dec | 84818.13 | 49.95 | -4.65 | - | 0 | 0 | 39 | |||||||||
| 10 Dec | 84391.27 | 49.95 | -4.65 | - | 1 | 0 | 39 | |||||||||
| 9 Dec | 84666.28 | 54.6 | -3.4 | - | 25 | 6 | 39 | |||||||||
| 8 Dec | 85102.69 | 58 | -17.75 | - | 10 | 4 | 33 | |||||||||
| 5 Dec | 85712.37 | 73.75 | -0.5 | - | 58 | -6 | 29 | |||||||||
| 4 Dec | 85265.32 | 68.2 | -0.4 | - | 24 | 5 | 35 | |||||||||
| 3 Dec | 85106.81 | 68.6 | -30.8 | - | 19 | -8 | 30 | |||||||||
| 2 Dec | 85138.27 | 100.35 | -63.85 | - | 75 | -35 | 38 | |||||||||
| 1 Dec | 85641.90 | 160.45 | -6.45 | - | 122 | 54 | 73 | |||||||||
| 28 Nov | 85706.67 | 177.55 | 5.45 | - | 54 | 14 | 19 | |||||||||
| 27 Nov | 85720.38 | 172.1 | -13.55 | - | 13 | 1 | 5 | |||||||||
| 26 Nov | 85609.51 | 185.65 | 80.7 | - | 41 | -19 | 4 | |||||||||
| 25 Nov | 84587.01 | 104.3 | -60.3 | - | 41 | 3 | 23 | |||||||||
| 24 Nov | 84900.71 | 160.9 | -94.95 | - | 18 | 10 | 20 | |||||||||
| 21 Nov | 85231.92 | 255.85 | -69.95 | - | 4 | 4 | 10 | |||||||||
| 20 Nov | 85632.68 | 325.8 | -29 | - | 14 | 6 | 6 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 88400 expiring on 24DEC2025
Delta for 88400 CE is -
Historical price for 88400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 5.55, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 47
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 10.45, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 16
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 8.75, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 28
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 19.35, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 42
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 49.95, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 49.95, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 49.95, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 54.6, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 39
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 58, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 33
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 73.75, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 29
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 68.2, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 35
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 68.6, which was -30.8 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 30
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 100.35, which was -63.85 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 38
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 160.45, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 73
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 177.55, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 19
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 172.1, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 185.65, which was 80.7 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 4
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 104.3, which was -60.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 23
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 160.9, which was -94.95 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 20
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 255.85, which was -69.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 325.8, which was -29 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 19 Nov SENSEX was trading at 85186.47. 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 18 Nov SENSEX was trading at 84673.02. 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 Nov SENSEX was trading at 84950.95. 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 14 Nov SENSEX was trading at 84562.78. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 11 Nov SENSEX was trading at 83871.32. 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 10 Nov SENSEX was trading at 83535.35. 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 7 Nov SENSEX was trading at 83216.28. 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 6 Nov SENSEX was trading at 83311.01. 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
| SENSEX 24DEC2025 88400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 3600 | 1830 | - | 0 | 0 | 0 |
| 17 Dec | 84559.65 | 3600 | 1830 | - | 0 | 0 | 0 |
| 16 Dec | 84679.86 | 3600 | 1830 | - | 0 | 0 | 0 |
| 15 Dec | 85213.36 | 3600 | 1830 | - | 0 | 0 | 0 |
| 12 Dec | 85267.66 | 3600 | 1830 | - | 0 | 0 | 0 |
| 11 Dec | 84818.13 | 3600 | 1830 | - | 0 | 0 | 0 |
| 10 Dec | 84391.27 | 3600 | 1830 | - | 0 | 0 | 0 |
| 9 Dec | 84666.28 | 3600 | 1830 | - | 0 | 0 | 0 |
| 8 Dec | 85102.69 | 3600 | 1830 | - | 0 | 0 | 0 |
| 5 Dec | 85712.37 | 3600 | 1830 | - | 0 | 0 | 0 |
| 4 Dec | 85265.32 | 3600 | 1830 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 3600 | 1830 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 3600 | 1830 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 3600 | 1830 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 3600 | 1830 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 3600 | 1830 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 3600 | 1830 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 3600 | 1830 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 3600 | 1830 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 3600 | 1830 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 3600 | 1830 | - | 2 | -2 | 0 |
| 19 Nov | 85186.47 | 1770 | -1950.7 | - | 2 | 2 | 2 |
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 84562.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 88400 expiring on 24DEC2025
Delta for 88400 PE is -
Historical price for 88400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 higher 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 3600, which was 1830 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 3600, which was 1830 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 3600, which was 1830 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 3600, which was 1830 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 3600, which was 1830 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1770, which was -1950.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Nov SENSEX was trading at 84673.02. 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 Nov SENSEX was trading at 84950.95. 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 14 Nov SENSEX was trading at 84562.78. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 11 Nov SENSEX was trading at 83871.32. 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 10 Nov SENSEX was trading at 83535.35. 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 7 Nov SENSEX was trading at 83216.28. 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 6 Nov SENSEX was trading at 83311.01. 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































































































































































































































