[--[65.84.65.76]--]

SENSEX

Sensex
84481.81 -77.84 (-0.09%)
L: 84238.43 H: 84780.19

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Historical option data for SENSEX

18 Dec 2025 04:01 PM IST
SENSEX 18-DEC-2025 81500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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