SENSEX

Sensex

84818.67 -394.69 (-0.46%)

L: 84683.91 H: 85059.96

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Historical option data for SENSEX
16 Dec 2025 12:34 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 18-DEC-2025 81000 CE
Delta: 0.96 Vega: 5.25 Theta: -64.10 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	84819.85	3900 ₹ 78,000	-330 -6600.00	34.56	9 180	-1 -20	159 3,180
15 Dec	85213.36	4230 ₹ 84,600	-120 -2400.00	-	1 20	1 20	160 3,200
12 Dec	85267.66	4350 ₹ 87,000	404.2 8084.00	-	2 40	0 0	159 3,180
11 Dec	84818.13	3960 ₹ 79,200	469.15 9383.00	-	160 3,200	159 3,180	159 3,180
10 Dec	84391.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

8 Dec	85102.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	85712.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 81000 expiring on 18DEC2025

Delta for 81000 CE is 0.96

Historical price for 81000 CE is as follows

On 16 Dec SENSEX was trading at 84819.85. The strike last trading price was 3900, which was -330 lower than the previous day. The implied volatity was 34.56, the open interest changed by -1 which decreased total open position to 159

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 4230, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 160

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 4350, which was 404.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 159

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3960, which was 469.15 higher than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 159

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 81000 PE
Delta: -0.01 Vega: 1.14 Theta: -6.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	84819.85	3.2 ₹ 64	-3.25 -65.00	24.51	70,087 14,01,740	3,043 60,860	24,384 4,87,680
15 Dec	85213.36	6.75 ₹ 135	-1 -20.00	-	1,16,889 23,37,780	8,011 1,60,220	21,341 4,26,820
12 Dec	85267.66	8.25 ₹ 165	-2 -40.00	-	1,03,227 20,64,540	4,492 89,840	13,330 2,66,600
11 Dec	84818.13	10.25 ₹ 205	-2.6 -52.00	-	40,168 8,03,360	7,220 1,44,400	8,838 1,76,760
10 Dec	84391.27	13.55 ₹ 271	1.65 33.00	-	9,798 1,95,960	875 17,500	1,618 32,360
9 Dec	84666.28	10.05 ₹ 201	-8.95 -179.00	-	1,602 32,040	741 14,820	743 14,860
8 Dec	85102.69	19 ₹ 380	18.6 372.00	-	2 40	2 40	2 40
5 Dec	85712.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 81000 expiring on 18DEC2025

Delta for 81000 PE is -0.01

Historical price for 81000 PE is as follows

On 16 Dec SENSEX was trading at 84819.85. The strike last trading price was 3.2, which was -3.25 lower than the previous day. The implied volatity was 24.51, the open interest changed by 3043 which increased total open position to 24384

On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 6.75, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 8011 which increased total open position to 21341

On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 8.25, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 4492 which increased total open position to 13330

On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 10.25, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 7220 which increased total open position to 8838

On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 13.55, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 1618

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 10.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 741 which increased total open position to 743

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 19, which was 18.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

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