SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 81400 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 | 3330 | 158.1 | - | 2 | -2 | 3 | |||||||||
| 17 Dec | 84559.65 | 3400 | -450.2 | - | 0 | 0 | 5 | |||||||||
| 16 Dec | 84679.86 | 3400 | -450.2 | - | 3 | 0 | 5 | |||||||||
| 15 Dec | 85213.36 | 3920 | 420 | - | 0 | 0 | 5 | |||||||||
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| 12 Dec | 85267.66 | 3920 | 420 | - | 3 | -3 | 5 | |||||||||
| 11 Dec | 84818.13 | 3500 | 405.6 | - | 8 | 8 | 8 | |||||||||
| 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 81400 expiring on 18DEC2025
Delta for 81400 CE is -
Historical price for 81400 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3330, which was 158.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3400, which was -450.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3400, which was -450.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3920, which was 420 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3920, which was 420 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 5
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3500, which was 405.6 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
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 81400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.85 | - | 1,07,169 | 1,951 | 4,548 |
| 17 Dec | 84559.65 | 1.45 | -1.25 | - | 76,218 | 1,354 | 2,597 |
| 16 Dec | 84679.86 | 2.75 | -4.05 | - | 6,704 | -76 | 1,243 |
| 15 Dec | 85213.36 | 7.05 | -1.45 | - | 12,438 | -58 | 1,319 |
| 12 Dec | 85267.66 | 9.15 | -2.15 | - | 33,484 | 1,038 | 1,377 |
| 11 Dec | 84818.13 | 11.55 | -5.4 | - | 821 | 334 | 339 |
| 10 Dec | 84391.27 | 16.95 | -11.45 | - | 4 | 2 | 5 |
| 9 Dec | 84666.28 | 28.4 | 17.4 | - | 3 | 1 | 3 |
| 8 Dec | 85102.69 | 11 | 9.95 | - | 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 81400 expiring on 18DEC2025
Delta for 81400 PE is -
Historical price for 81400 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 1951 which increased total open position to 4548
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1354 which increased total open position to 2597
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2.75, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 1243
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 1319
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 9.15, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1038 which increased total open position to 1377
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 11.55, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 334 which increased total open position to 339
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 16.95, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 28.4, which was 17.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 11, which was 9.95 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































































































































































































































