SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 78500 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 | 6000 | -203.5 | - | 2 | 0 | 2 | |||||||||
| 17 Dec | 84559.65 | 6203.5 | 0 | - | 1 | -1 | 2 | |||||||||
| 16 Dec | 84679.86 | 6838.6 | 0 | - | 0 | 0 | 3 | |||||||||
| 15 Dec | 85213.36 | 6838.6 | 0 | - | 1 | 1 | 3 | |||||||||
| 12 Dec | 85267.66 | 6300 | 314.15 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 84818.13 | 6300 | 314.15 | - | 2 | 2 | 2 | |||||||||
| 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 | |||||||||
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| 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 78500 expiring on 18DEC2025
Delta for 78500 CE is -
Historical price for 78500 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 6000, which was -203.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 6203.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 6838.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 6838.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6300, which was 314.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 6300, which was 314.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 78500 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 | - | 7,758 | -227 | 833 |
| 17 Dec | 84559.65 | 0.65 | -0.8 | - | 5,456 | -79 | 1,060 |
| 16 Dec | 84679.86 | 1.45 | -2.85 | - | 4,697 | 63 | 1,139 |
| 15 Dec | 85213.36 | 5 | 0.2 | - | 14,329 | -208 | 1,076 |
| 12 Dec | 85267.66 | 5.8 | 0.3 | - | 12,349 | 1,276 | 1,284 |
| 11 Dec | 84818.13 | 5.5 | 5.45 | - | 8 | 6 | 8 |
| 10 Dec | 84391.27 | 0.5 | 0.45 | - | 0 | 0 | 2 |
| 9 Dec | 84666.28 | 0.5 | 0.45 | - | 2 | 0 | 2 |
| 8 Dec | 85102.69 | 0.5 | 0.45 | - | 2 | 2 | 2 |
| 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 78500 expiring on 18DEC2025
Delta for 78500 PE is -
Historical price for 78500 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 -227 which decreased total open position to 833
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.65, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 1060
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.45, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 1139
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -208 which decreased total open position to 1076
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 5.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1276 which increased total open position to 1284
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 5.5, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 0.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 0.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 0.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































