SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 77000 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 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 84559.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 84679.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
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| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77000 expiring on 18DEC2025
Delta for 77000 CE is -
Historical price for 77000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. 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 17 Dec SENSEX was trading at 84559.65. 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 16 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 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
| SENSEX 18DEC2025 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -0.75 | - | 58,747 | 46 | 6,768 |
| 17 Dec | 84559.65 | 0.6 | -0.9 | - | 24,442 | -989 | 6,722 |
| 16 Dec | 84679.86 | 1.5 | -2.4 | - | 15,571 | -1,026 | 7,711 |
| 15 Dec | 85213.36 | 4.3 | 1.25 | - | 24,711 | 6,511 | 8,737 |
| 12 Dec | 85267.66 | 3.1 | -1.7 | - | 9,587 | 950 | 2,226 |
| 11 Dec | 84818.13 | 4.7 | -0.95 | - | 1,427 | 1,043 | 1,276 |
| 10 Dec | 84391.27 | 5.65 | -0.25 | - | 416 | 220 | 233 |
| 9 Dec | 84666.28 | 5.9 | 5.85 | - | 15 | 13 | 13 |
| 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 |
For Sensex - strike price 77000 expiring on 18DEC2025
Delta for 77000 PE is -
Historical price for 77000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 6768
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.6, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -989 which decreased total open position to 6722
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.5, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by -1026 which decreased total open position to 7711
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 6511 which increased total open position to 8737
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3.1, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 2226
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 4.7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1043 which increased total open position to 1276
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 233
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 5.9, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
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































































































































































































































