SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 90000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84559.65 | 1.4 | -0.65 | - | 1,33,467 | -6,934 | 18,937 | |||||||||
| 16 Dec | 84679.86 | 1.8 | -1.15 | - | 99,694 | 6,989 | 25,871 | |||||||||
| 15 Dec | 85213.36 | 3.05 | -0.05 | - | 97,731 | 1,968 | 18,882 | |||||||||
| 12 Dec | 85267.66 | 3.3 | -0.2 | - | 1,05,975 | 10,576 | 16,914 | |||||||||
| 11 Dec | 84818.13 | 3.9 | -2.65 | - | 18,725 | 4,353 | 6,338 | |||||||||
| 10 Dec | 84391.27 | 6.75 | -0.4 | - | 2,869 | 1,372 | 1,985 | |||||||||
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| 9 Dec | 84666.28 | 6.7 | -2.45 | - | 728 | 198 | 613 | |||||||||
| 8 Dec | 85102.69 | 10 | 2.1 | - | 752 | 247 | 415 | |||||||||
| 5 Dec | 85712.37 | 6.65 | -10.85 | - | 246 | 151 | 168 | |||||||||
| 4 Dec | 85265.32 | 17.5 | 2.2 | - | 5 | 5 | 17 | |||||||||
| 3 Dec | 85106.81 | 15.3 | -1.7 | - | 5 | 1 | 12 | |||||||||
| 2 Dec | 85138.27 | 17 | -7.3 | - | 3 | 3 | 11 | |||||||||
| 1 Dec | 85641.90 | 24.3 | -29.15 | - | 5 | 4 | 8 | |||||||||
| 28 Nov | 85706.67 | 53.45 | 13.25 | - | 4 | 4 | 4 | |||||||||
| 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 90000 expiring on 18DEC2025
Delta for 90000 CE is -
Historical price for 90000 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -6934 which decreased total open position to 18937
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 6989 which increased total open position to 25871
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1968 which increased total open position to 18882
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 10576 which increased total open position to 16914
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3.9, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 4353 which increased total open position to 6338
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 6.75, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1372 which increased total open position to 1985
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6.7, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 613
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 10, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 247 which increased total open position to 415
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 6.65, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 151 which increased total open position to 168
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 17.5, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 15.3, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 17, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 24.3, which was -29.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 53.45, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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 90000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 4973.4 | -526.9 | - | 0 | 0 | 115 |
| 16 Dec | 84679.86 | 4973.4 | -526.9 | - | 0 | 0 | 115 |
| 15 Dec | 85213.36 | 4973.4 | -526.9 | - | 0 | 0 | 115 |
| 12 Dec | 85267.66 | 4973.4 | -526.9 | - | 0 | 0 | 115 |
| 11 Dec | 84818.13 | 4973.4 | -526.9 | - | 117 | 115 | 115 |
| 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 90000 expiring on 18DEC2025
Delta for 90000 PE is -
Historical price for 90000 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 4973.4, which was -526.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4973.4, which was -526.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4973.4, which was -526.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 4973.4, which was -526.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 4973.4, which was -526.9 lower than the previous day. The implied volatity was -, the open interest changed by 115 which increased total open position to 115
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































































































































































































































