SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 79900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| 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 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79900 expiring on 18DEC2025
Delta for 79900 CE is -
Historical price for 79900 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 79900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.25 | - | 2,531 | 133 | 325 |
| 17 Dec | 84559.65 | 1.1 | -0.85 | - | 1,177 | -102 | 192 |
| 16 Dec | 84679.86 | 2.3 | -3 | - | 866 | 116 | 294 |
| 15 Dec | 85213.36 | 5.9 | -0.1 | - | 1,012 | 32 | 178 |
| 12 Dec | 85267.66 | 6.5 | -1.6 | - | 716 | 87 | 146 |
| 11 Dec | 84818.13 | 7.95 | -0.55 | - | 204 | 54 | 59 |
| 10 Dec | 84391.27 | 8.5 | 4.85 | - | 51 | 5 | 5 |
| 9 Dec | 84666.28 | 13.6 | 13.55 | - | 6 | 0 | 0 |
| 8 Dec | 85102.69 | 13.6 | 13.55 | - | 6 | 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 79900 expiring on 18DEC2025
Delta for 79900 PE is -
Historical price for 79900 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 325
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 192
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.3, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 116 which increased total open position to 294
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 178
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6.5, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 146
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7.95, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 59
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 8.5, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 13.6, which was 13.55 higher 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 13.6, which was 13.55 higher 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































































































































































































































