SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 81500 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 | 3031.35 | -104.55 | - | 49 | 1 | 52 | |||||||||
| 17 Dec | 84559.65 | 3135.9 | -176.25 | - | 37 | -14 | 51 | |||||||||
| 16 Dec | 84679.86 | 3312.15 | -438.1 | - | 12 | 0 | 65 | |||||||||
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| 15 Dec | 85213.36 | 3470.35 | 474.55 | - | 0 | 0 | 65 | |||||||||
| 12 Dec | 85267.66 | 3470.35 | 474.55 | - | 0 | 0 | 65 | |||||||||
| 11 Dec | 84818.13 | 3470.35 | 474.55 | - | 65 | 65 | 65 | |||||||||
| 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 81500 expiring on 18DEC2025
Delta for 81500 CE is -
Historical price for 81500 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 3031.35, which was -104.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 52
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 3135.9, which was -176.25 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 51
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3312.15, which was -438.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 3470.35, which was 474.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 3470.35, which was 474.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 3470.35, which was 474.55 higher than the previous day. The implied volatity was -, the open interest changed by 65 which increased total open position to 65
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 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -1.9 | - | 4,35,971 | 5,647 | 40,122 |
| 17 Dec | 84559.65 | 1.55 | -1.4 | - | 3,08,658 | 9,889 | 34,475 |
| 16 Dec | 84679.86 | 3.15 | -3.9 | - | 97,800 | 11,904 | 24,586 |
| 15 Dec | 85213.36 | 7.5 | -1.4 | - | 1,21,059 | -1,384 | 12,682 |
| 12 Dec | 85267.66 | 9.5 | -2.4 | - | 1,54,208 | 1,434 | 14,066 |
| 11 Dec | 84818.13 | 11.9 | -5.25 | - | 34,911 | 11,103 | 12,632 |
| 10 Dec | 84391.27 | 18.4 | 3.65 | - | 8,110 | 861 | 1,529 |
| 9 Dec | 84666.28 | 13.45 | -9.2 | - | 1,770 | 664 | 668 |
| 8 Dec | 85102.69 | 20 | 4.9 | - | 70 | -21 | 4 |
| 5 Dec | 85712.37 | 7.7 | 3.5 | - | 75 | 25 | 25 |
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 81500 expiring on 18DEC2025
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 5647 which increased total open position to 40122
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 1.55, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 9889 which increased total open position to 34475
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.15, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 11904 which increased total open position to 24586
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.5, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by -1384 which decreased total open position to 12682
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 9.5, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 1434 which increased total open position to 14066
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 11.9, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 11103 which increased total open position to 12632
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 18.4, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 861 which increased total open position to 1529
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 13.45, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 664 which increased total open position to 668
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 20, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 4
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 7.7, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
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































































































































































































































