SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 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































































































































































































































