SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 10:08 AM IST
| SENSEX 18-DEC-2025 81700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 84592.17 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 84679.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 85213.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 85267.66 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 84818.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 84391.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 84666.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 81700 expiring on 18DEC2025
Delta for 81700 CE is -
Historical price for 81700 CE is as follows
On 17 Dec SENSEX was trading at 84592.17. 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 16 Dec SENSEX was trading at 84679.86. 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 15 Dec SENSEX was trading at 85213.36. 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 12 Dec SENSEX was trading at 85267.66. 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 11 Dec SENSEX was trading at 84818.13. 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 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 81700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.96
Theta: -9.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84592.17 | 2.8 | -0.35 | 24.78 | 23,165 | 9,326 | 10,828 |
| 16 Dec | 84679.86 | 3.25 | -4.05 | - | 8,383 | -212 | 1,502 |
| 15 Dec | 85213.36 | 7.65 | -2.15 | - | 25,036 | 88 | 1,714 |
| 12 Dec | 85267.66 | 10 | -2.25 | - | 22,585 | 1,243 | 1,626 |
| 11 Dec | 84818.13 | 12.45 | 2.8 | - | 1,012 | 381 | 383 |
| 10 Dec | 84391.27 | 13.25 | 11.25 | - | 0 | 0 | 2 |
| 9 Dec | 84666.28 | 13.25 | 11.25 | - | 4 | 0 | 2 |
| 8 Dec | 85102.69 | 13.25 | 11.25 | - | 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 81700 expiring on 18DEC2025
Delta for 81700 PE is -0.01
Historical price for 81700 PE is as follows
On 17 Dec SENSEX was trading at 84592.17. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 24.78, the open interest changed by 9326 which increased total open position to 10828
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.25, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by -212 which decreased total open position to 1502
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.65, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 1714
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 10, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 1243 which increased total open position to 1626
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 12.45, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 381 which increased total open position to 383
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 13.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 13.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 13.25, which was 11.25 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































































































































































































































