SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 87500 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 | 11.1 | 0.35 | - | 1,79,141 | 8,136 | 17,842 | |||||||||
| 11 Dec | 84818.13 | 10 | -9.05 | - | 42,755 | 5,547 | 9,706 | |||||||||
| 10 Dec | 84391.27 | 19.45 | -0.25 | - | 24,285 | -889 | 4,159 | |||||||||
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| 9 Dec | 84666.28 | 18.25 | -27.45 | - | 18,950 | 2,961 | 5,048 | |||||||||
| 8 Dec | 85102.69 | 47.95 | -38.4 | - | 5,483 | 557 | 2,087 | |||||||||
| 5 Dec | 85712.37 | 83.25 | -45.2 | - | 7,707 | 1,519 | 1,530 | |||||||||
| 4 Dec | 85265.32 | 128.45 | -51.55 | - | 10 | 10 | 11 | |||||||||
| 3 Dec | 85106.81 | 180 | -50.2 | - | 1 | 1 | 1 | |||||||||
| 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 87500 expiring on 18DEC2025
Delta for 87500 CE is -
Historical price for 87500 CE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 11.1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 8136 which increased total open position to 17842
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 10, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 5547 which increased total open position to 9706
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 19.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -889 which decreased total open position to 4159
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 18.25, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 2961 which increased total open position to 5048
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 47.95, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 557 which increased total open position to 2087
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 83.25, which was -45.2 lower than the previous day. The implied volatity was -, the open interest changed by 1519 which increased total open position to 1530
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 128.45, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 180, which was -50.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 87500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 87500 expiring on 18DEC2025
Delta for 87500 PE is -
Historical price for 87500 PE is as follows
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































































































































































































































