SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 77500 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 | 7160 | 88.7 | - | 26 | -1 | 25 | |||||||||
| 17 Dec | 84559.65 | 7310 | 325.35 | - | 0 | 0 | 26 | |||||||||
| 16 Dec | 84679.86 | 7310 | 325.35 | - | 0 | 0 | 26 | |||||||||
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| 15 Dec | 85213.36 | 7310 | 325.35 | - | 0 | 0 | 26 | |||||||||
| 12 Dec | 85267.66 | 7310 | 325.35 | - | 0 | 0 | 26 | |||||||||
| 11 Dec | 84818.13 | 7310 | 325.35 | - | 26 | 26 | 26 | |||||||||
| 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 | |||||||||
For Sensex - strike price 77500 expiring on 18DEC2025
Delta for 77500 CE is -
Historical price for 77500 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 7160, which was 88.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 25
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 7310, which was 325.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 7310, which was 325.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7310, which was 325.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 7310, which was 325.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7310, which was 325.35 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26
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 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -0.9 | - | 20,002 | 183 | 4,266 |
| 17 Dec | 84559.65 | 0.7 | -1 | - | 4,040 | 39 | 4,083 |
| 16 Dec | 84679.86 | 1.85 | -2.6 | - | 6,903 | 179 | 4,044 |
| 15 Dec | 85213.36 | 4.95 | 1.35 | - | 11,355 | 3,471 | 3,865 |
| 12 Dec | 85267.66 | 3.9 | 3.85 | - | 1,954 | 394 | 394 |
| 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 |
For Sensex - strike price 77500 expiring on 18DEC2025
Delta for 77500 PE is -
Historical price for 77500 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 183 which increased total open position to 4266
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.7, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 4083
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.85, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 4044
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4.95, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 3471 which increased total open position to 3865
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3.9, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 394 which increased total open position to 394
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































































































































































































































