SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 81100 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 | 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 | |||||||||
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| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81100 expiring on 18DEC2025
Delta for 81100 CE is -
Historical price for 81100 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 81100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.55 | - | 1,07,546 | 2,015 | 2,744 |
| 17 Dec | 84559.65 | 1.25 | -1.05 | - | 5,181 | 364 | 729 |
| 16 Dec | 84679.86 | 2.45 | -3.95 | - | 2,760 | 50 | 365 |
| 15 Dec | 85213.36 | 6.95 | -0.95 | - | 2,214 | 96 | 315 |
| 12 Dec | 85267.66 | 8.9 | -1.55 | - | 2,039 | -24 | 219 |
| 11 Dec | 84818.13 | 10.3 | -5.7 | - | 691 | 217 | 243 |
| 10 Dec | 84391.27 | 16 | 3.4 | - | 26 | 25 | 26 |
| 9 Dec | 84666.28 | 15.25 | 5.75 | - | 5 | -1 | 1 |
| 8 Dec | 85102.69 | 9.5 | 8.95 | - | 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 81100 expiring on 18DEC2025
Delta for 81100 PE is -
Historical price for 81100 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 2015 which increased total open position to 2744
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 364 which increased total open position to 729
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.45, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 365
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 6.95, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 96 which increased total open position to 315
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 8.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 219
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 10.3, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by 217 which increased total open position to 243
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 16, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 26
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 15.25, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9.5, which was 8.95 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































































































































































































































