SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 79400 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 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 84559.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 84679.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
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| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79400 expiring on 18DEC2025
Delta for 79400 CE is -
Historical price for 79400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. 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
On 17 Dec SENSEX was trading at 84559.65. 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 16 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 12 Dec SENSEX was trading at 85267.66. 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 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
| SENSEX 18DEC2025 79400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.15 | - | 3,147 | 223 | 330 |
| 17 Dec | 84559.65 | 1.15 | -0.8 | - | 274 | 2 | 107 |
| 16 Dec | 84679.86 | 1.8 | -2.2 | - | 359 | -7 | 105 |
| 15 Dec | 85213.36 | 3.65 | -1.75 | - | 281 | 11 | 112 |
| 12 Dec | 85267.66 | 6.15 | -0.95 | - | 779 | 101 | 101 |
| 11 Dec | 84818.13 | 7.1 | 7.05 | - | 2 | -2 | 0 |
| 10 Dec | 84391.27 | 3.8 | 3.75 | - | 0 | 0 | 2 |
| 9 Dec | 84666.28 | 3.8 | 3.75 | - | 4 | 0 | 2 |
| 8 Dec | 85102.69 | 3.8 | 3.75 | - | 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 79400 expiring on 18DEC2025
Delta for 79400 PE is -
Historical price for 79400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 223 which increased total open position to 330
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.15, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 107
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 1.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 105
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 112
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6.15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 101
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7.1, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 3.8, which was 3.75 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 3.8, which was 3.75 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 3.8, which was 3.75 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































































































































































































































