SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 75700 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 | 9400 | 202.05 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 84559.65 | 9400 | 202.05 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 84679.86 | 9400 | 202.05 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 85213.36 | 9400 | 202.05 | - | 0 | 0 | 1 | |||||||||
| 12 Dec | 85267.66 | 9400 | 202.05 | - | 1 | 1 | 1 | |||||||||
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| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75700 expiring on 18DEC2025
Delta for 75700 CE is -
Historical price for 75700 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 9400, which was 202.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 9400, which was 202.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 9400, which was 202.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 9400, which was 202.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 9400, which was 202.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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
| SENSEX 18DEC2025 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -0.8 | - | 38,045 | 2,030 | 5,949 |
| 17 Dec | 84559.65 | 0.75 | -0.7 | - | 17,093 | -597 | 3,919 |
| 16 Dec | 84679.86 | 1.4 | -2.25 | - | 15,880 | 526 | 4,516 |
| 15 Dec | 85213.36 | 3.8 | 0.8 | - | 11,828 | 2,597 | 3,990 |
| 12 Dec | 85267.66 | 2.8 | -0.95 | - | 6,329 | 1,194 | 1,393 |
| 11 Dec | 84818.13 | 3.5 | 3.45 | - | 251 | 199 | 199 |
For Sensex - strike price 75700 expiring on 18DEC2025
Delta for 75700 PE is -
Historical price for 75700 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 2030 which increased total open position to 5949
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.75, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -597 which decreased total open position to 3919
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.4, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 526 which increased total open position to 4516
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 2597 which increased total open position to 3990
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1194 which increased total open position to 1393
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3.5, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 199































































































































































































































