SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 78000 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 | 6840 | 354.75 | - | 0 | 0 | 6 | |||||||||
| 11 Dec | 84818.13 | 6840 | 354.75 | - | 6 | 6 | 6 | |||||||||
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 78000 expiring on 18DEC2025
Delta for 78000 CE is -
Historical price for 78000 CE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6840, which was 354.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 6840, which was 354.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 85267.66 | 3.95 | -1.7 | - | 21,503 | 4,278 | 4,483 |
| 11 Dec | 84818.13 | 5.7 | 5.65 | - | 318 | 202 | 205 |
| 10 Dec | 84391.27 | 7.15 | 7.1 | - | 0 | 0 | 3 |
| 9 Dec | 84666.28 | 7.15 | 7.1 | - | 0 | 0 | 3 |
| 8 Dec | 85102.69 | 7.15 | 7.1 | - | 7 | 3 | 3 |
| 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 78000 expiring on 18DEC2025
Delta for 78000 PE is -
Historical price for 78000 PE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3.95, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 4278 which increased total open position to 4483
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 5.7, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by 202 which increased total open position to 205
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 7.15, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 7.15, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 7.15, which was 7.1 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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































































































































































































































