SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 79500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79500 expiring on 18DEC2025
Delta for 79500 CE is -
Historical price for 79500 CE is as follows
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 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 0.85 | -1.1 | - | 63,154 | 5,714 | 8,990 |
| 16 Dec | 84679.86 | 2.05 | -3 | - | 19,460 | 1,493 | 3,276 |
| 15 Dec | 85213.36 | 5.9 | 0.2 | - | 28,726 | 534 | 1,783 |
| 12 Dec | 85267.66 | 6.05 | -1.35 | - | 22,491 | -623 | 1,249 |
| 11 Dec | 84818.13 | 7.25 | -0.8 | - | 3,081 | 1,835 | 1,872 |
| 10 Dec | 84391.27 | 8.3 | 0.05 | - | 79 | 30 | 37 |
| 9 Dec | 84666.28 | 8.25 | 6.05 | - | 9 | 5 | 7 |
| 8 Dec | 85102.69 | 2.2 | 2.15 | - | 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 79500 expiring on 18DEC2025
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 0.85, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 5714 which increased total open position to 8990
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.05, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 1493 which increased total open position to 3276
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.9, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 534 which increased total open position to 1783
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6.05, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -623 which decreased total open position to 1249
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7.25, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 1835 which increased total open position to 1872
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 8.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 37
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 8.25, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 7
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.2, which was 2.15 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































































































































































































































