[--[65.84.65.76]--]

SENSEX

Sensex
84481.81 -77.84 (-0.09%)
L: 84238.43 H: 84780.19

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Historical option data for SENSEX

18 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 79000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 5425 -146.55 - 11 -3 8
17 Dec 84559.65 5960 473.55 - 0 0 11
16 Dec 84679.86 5960 473.55 - 0 0 11
15 Dec 85213.36 5960 473.55 - 0 0 11
12 Dec 85267.66 5960 473.55 - 0 0 11
11 Dec 84818.13 5960 473.55 - 11 11 11
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 79000 expiring on 18DEC2025

Delta for 79000 CE is -

Historical price for 79000 CE is as follows

On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 5425, which was -146.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 8


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 5960, which was 473.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5960, which was 473.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5960, which was 473.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 5960, which was 473.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 5960, which was 473.55 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11


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 79000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 84481.81 0.05 -0.75 - 1,13,215 -4,456 4,984
17 Dec 84559.65 0.75 -0.9 - 54,413 5,012 9,440
16 Dec 84679.86 1.75 -2.85 - 20,609 757 4,428
15 Dec 85213.36 5.3 0.6 - 42,675 -3,053 3,671
12 Dec 85267.66 5.05 -1.6 - 42,499 4,589 6,724
11 Dec 84818.13 6.75 -0.45 - 4,617 1,780 2,135
10 Dec 84391.27 7.5 6.75 - 814 353 355
9 Dec 84666.28 9.25 9.2 - 4 0 2
8 Dec 85102.69 9.25 9.2 - 4 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 79000 expiring on 18DEC2025

Delta for 79000 PE is -

Historical price for 79000 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 -4456 which decreased total open position to 4984


On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.75, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 5012 which increased total open position to 9440


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.75, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 757 which increased total open position to 4428


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.3, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by -3053 which decreased total open position to 3671


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 5.05, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 4589 which increased total open position to 6724


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 6.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1780 which increased total open position to 2135


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 7.5, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 353 which increased total open position to 355


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 9.25, which was 9.2 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 9.25, which was 9.2 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