[--[65.84.65.76]--]

SENSEX

Sensex
84679.86 -533.50 (-0.63%)
L: 84620.61 H: 85059.96

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Historical option data for SENSEX

16 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 81400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 84679.86 3400 -450.2 - 3 0 5
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: -
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