SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 80000 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 | 4390 | -128.7 | - | 53 | -33 | 28 | |||||||||
| 17 Dec | 84559.65 | 4518.7 | -185.25 | - | 24 | -22 | 61 | |||||||||
| 16 Dec | 84679.86 | 4935.2 | 395.2 | - | 0 | 0 | 83 | |||||||||
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| 15 Dec | 85213.36 | 4935.2 | 395.2 | - | 0 | 0 | 83 | |||||||||
| 12 Dec | 85267.66 | 4935.2 | 395.2 | - | 0 | 0 | 83 | |||||||||
| 11 Dec | 84818.13 | 4935.2 | 395.2 | - | 294 | 59 | 83 | |||||||||
| 10 Dec | 84391.27 | 4540 | -239.05 | - | 24 | 24 | 24 | |||||||||
| 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 80000 expiring on 18DEC2025
Delta for 80000 CE is -
Historical price for 80000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 4390, which was -128.7 lower than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 28
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 4518.7, which was -185.25 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 61
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4935.2, which was 395.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4935.2, which was 395.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 4935.2, which was 395.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 4935.2, which was 395.2 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 83
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 4540, which was -239.05 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24
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 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.3 | - | 3,47,993 | -7,025 | 40,249 |
| 17 Dec | 84559.65 | 1.15 | -0.65 | - | 2,59,143 | 27,046 | 47,274 |
| 16 Dec | 84679.86 | 2.1 | -3.2 | - | 84,787 | 3,031 | 20,228 |
| 15 Dec | 85213.36 | 6 | -0.4 | - | 1,06,414 | -852 | 17,197 |
| 12 Dec | 85267.66 | 6.8 | -1.1 | - | 89,365 | 8,268 | 18,049 |
| 11 Dec | 84818.13 | 7.65 | -1.6 | - | 28,561 | 8,476 | 9,781 |
| 10 Dec | 84391.27 | 9.25 | -0.2 | - | 3,867 | 1,014 | 1,305 |
| 9 Dec | 84666.28 | 9 | -3.25 | - | 602 | 260 | 291 |
| 8 Dec | 85102.69 | 12.25 | 12.2 | - | 37 | 31 | 31 |
| 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 80000 expiring on 18DEC2025
Delta for 80000 PE is -
Historical price for 80000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -7025 which decreased total open position to 40249
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 27046 which increased total open position to 47274
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.1, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 3031 which increased total open position to 20228
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -852 which decreased total open position to 17197
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 6.8, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 8268 which increased total open position to 18049
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 7.65, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 8476 which increased total open position to 9781
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 9.25, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1014 which increased total open position to 1305
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 9, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 260 which increased total open position to 291
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 12.25, which was 12.2 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31
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































































































































































































































