SENSEX
Sensex
Historical option data for SENSEX
16 Dec 2025 04:11 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 | |||||||||
| 16 Dec | 84679.86 | 3400 | -450.2 | - | 3 | 0 | 5 | |||||||||
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| 15 Dec | 85213.36 | 3920 | 420 | - | 0 | 0 | 5 | |||||||||
| 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 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 |
| 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 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































































































































































































































