SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 79700 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 | |||||||||
| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 79700 expiring on 18DEC2025
Delta for 79700 CE is -
Historical price for 79700 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 79700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 1.25 | -0.75 | - | 467 | -27 | 61 |
| 16 Dec | 84679.86 | 2.15 | -3 | - | 351 | 43 | 88 |
| 15 Dec | 85213.36 | 5.85 | 0.4 | - | 559 | 7 | 45 |
| 12 Dec | 85267.66 | 6.7 | -1.15 | - | 199 | 38 | 38 |
| 11 Dec | 84818.13 | 7.85 | 7.8 | - | 2 | -2 | 0 |
| 10 Dec | 84391.27 | 7.6 | 7.55 | - | 0 | 0 | 2 |
| 9 Dec | 84666.28 | 7.6 | 7.55 | - | 4 | 0 | 2 |
| 8 Dec | 85102.69 | 7.6 | 7.55 | - | 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 79700 expiring on 18DEC2025
Delta for 79700 PE is -
Historical price for 79700 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 61
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.15, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 88
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.85, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 45
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6.7, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7.85, which was 7.8 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 7.6, which was 7.55 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 7.6, which was 7.55 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 7.6, which was 7.55 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































































































































































































































