SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 76000 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 | 8570 | -1.1 | - | 4 | 0 | 4 | |||||||||
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| 17 Dec | 84559.65 | 8880 | 397.15 | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 84679.86 | 8880 | 397.15 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 85213.36 | 8880 | 397.15 | - | 0 | 0 | 4 | |||||||||
| 12 Dec | 85267.66 | 8880 | 397.15 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 84818.13 | 8880 | 397.15 | - | 4 | 4 | 4 | |||||||||
For Sensex - strike price 76000 expiring on 18DEC2025
Delta for 76000 CE is -
Historical price for 76000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 8570, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 8880, which was 397.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 8880, which was 397.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 8880, which was 397.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 8880, which was 397.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 8880, which was 397.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
| SENSEX 18DEC2025 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.1 | -0.7 | - | 51,857 | 317 | 6,571 |
| 17 Dec | 84559.65 | 0.8 | -0.65 | - | 17,145 | 1,339 | 6,254 |
| 16 Dec | 84679.86 | 1.3 | -2.95 | - | 12,064 | 410 | 4,915 |
| 15 Dec | 85213.36 | 4.35 | 1.65 | - | 13,557 | 3,717 | 4,505 |
| 12 Dec | 85267.66 | 2.75 | -1.05 | - | 3,117 | 215 | 788 |
| 11 Dec | 84818.13 | 3.5 | 3.45 | - | 670 | 573 | 573 |
For Sensex - strike price 76000 expiring on 18DEC2025
Delta for 76000 PE is -
Historical price for 76000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.1, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 6571
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 1339 which increased total open position to 6254
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.3, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 410 which increased total open position to 4915
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4.35, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 3717 which increased total open position to 4505
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2.75, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 215 which increased total open position to 788
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 573 which increased total open position to 573































































































































































































































