SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 24-DEC-2025 85100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 85267.66 | 770.3 | 181.5 | - | 1,493 | 34 | 243 | |||||||||
| 11 Dec | 84818.13 | 587.35 | 100.35 | - | 441 | 19 | 209 | |||||||||
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| 10 Dec | 84391.27 | 475 | -185.05 | - | 242 | 52 | 190 | |||||||||
| 9 Dec | 84666.28 | 635.6 | -294.75 | - | 328 | 21 | 138 | |||||||||
| 8 Dec | 85102.69 | 900 | -485.35 | - | 42 | 6 | 117 | |||||||||
| 5 Dec | 85712.37 | 1385.35 | 263.35 | - | 124 | -83 | 111 | |||||||||
| 4 Dec | 85265.32 | 1122 | 57.35 | - | 89 | -19 | 194 | |||||||||
| 3 Dec | 85106.81 | 1095 | -98.45 | - | 82 | 24 | 213 | |||||||||
| 2 Dec | 85138.27 | 1193.45 | -556 | - | 21 | 2 | 189 | |||||||||
| 1 Dec | 85641.90 | 1750 | 70.95 | - | 0 | 0 | 187 | |||||||||
| 28 Nov | 85706.67 | 1750 | 70.95 | - | 2 | 0 | 187 | |||||||||
| 27 Nov | 85720.38 | 1679.05 | 23.6 | - | 5 | 0 | 187 | |||||||||
| 26 Nov | 85609.51 | 1655.45 | 549.8 | - | 50 | 4 | 187 | |||||||||
| 25 Nov | 84587.01 | 1091.2 | -320.65 | - | 238 | 170 | 183 | |||||||||
| 24 Nov | 84900.71 | 1380.1 | -297.9 | - | 24 | 9 | 13 | |||||||||
| 21 Nov | 85231.92 | 1678 | -23.25 | - | 5 | 4 | 4 | |||||||||
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85100 expiring on 24DEC2025
Delta for 85100 CE is -
Historical price for 85100 CE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 770.3, which was 181.5 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 243
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 587.35, which was 100.35 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 209
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 475, which was -185.05 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 190
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 635.6, which was -294.75 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 138
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 900, which was -485.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 117
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1385.35, which was 263.35 higher than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 111
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1122, which was 57.35 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 194
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1095, which was -98.45 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 213
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1193.45, which was -556 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 189
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1750, which was 70.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1750, which was 70.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1679.05, which was 23.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1655.45, which was 549.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 187
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1091.2, which was -320.65 lower than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 183
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1380.1, which was -297.9 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 13
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1678, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 20 Nov SENSEX was trading at 85632.68. 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 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
On 29 Oct SENSEX was trading at 84997.13. 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 28 Oct SENSEX was trading at 84628.16. 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 Oct SENSEX was trading at 84778.84. 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 85100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 85267.66 | 358.95 | -217.2 | - | 2,038 | 184 | 295 |
| 11 Dec | 84818.13 | 595.25 | -266.95 | - | 179 | -33 | 111 |
| 10 Dec | 84391.27 | 876.15 | 177.4 | - | 169 | 13 | 144 |
| 9 Dec | 84666.28 | 692.5 | 128.4 | - | 150 | -5 | 131 |
| 8 Dec | 85102.69 | 567 | 237.9 | - | 488 | -33 | 136 |
| 5 Dec | 85712.37 | 321.7 | -165.1 | - | 330 | -33 | 169 |
| 4 Dec | 85265.32 | 495.5 | -92.5 | - | 373 | -87 | 202 |
| 3 Dec | 85106.81 | 577.55 | 22.9 | - | 329 | -12 | 289 |
| 2 Dec | 85138.27 | 546.55 | 92.35 | - | 221 | -73 | 301 |
| 1 Dec | 85641.90 | 446 | -3.45 | - | 87 | 18 | 374 |
| 28 Nov | 85706.67 | 434.15 | -50.65 | - | 76 | 33 | 356 |
| 27 Nov | 85720.38 | 482.85 | -91.45 | - | 270 | -71 | 323 |
| 26 Nov | 85609.51 | 574.3 | -325.35 | - | 63 | -7 | 394 |
| 25 Nov | 84587.01 | 903.3 | 31.65 | - | 501 | 382 | 401 |
| 24 Nov | 84900.71 | 878.5 | 55.4 | - | 38 | 8 | 19 |
| 21 Nov | 85231.92 | 831.65 | 175.6 | - | 19 | -5 | 11 |
| 20 Nov | 85632.68 | 656.05 | -344.8 | - | 30 | 16 | 16 |
| 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 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 83311.01 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 85100 expiring on 24DEC2025
Delta for 85100 PE is -
Historical price for 85100 PE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 358.95, which was -217.2 lower than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 295
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 595.25, which was -266.95 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 111
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 876.15, which was 177.4 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 144
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 692.5, which was 128.4 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 131
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 567, which was 237.9 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 136
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 321.7, which was -165.1 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 169
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 495.5, which was -92.5 lower than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 202
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 577.55, which was 22.9 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 289
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 546.55, which was 92.35 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 301
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 446, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 374
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 434.15, which was -50.65 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 356
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 482.85, which was -91.45 lower than the previous day. The implied volatity was -, the open interest changed by -71 which decreased total open position to 323
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 574.3, which was -325.35 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 394
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 903.3, which was 31.65 higher than the previous day. The implied volatity was -, the open interest changed by 382 which increased total open position to 401
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 878.5, which was 55.4 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 19
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 831.65, which was 175.6 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 11
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 656.05, which was -344.8 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
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
On 29 Oct SENSEX was trading at 84997.13. 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 28 Oct SENSEX was trading at 84628.16. 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 Oct SENSEX was trading at 84778.84. 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































































































































































































































