[--[65.84.65.76]--]

SENSEX

Sensex
84594.77 -85.09 (-0.10%)
L: 84569.95 H: 84889.45

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Historical option data for SENSEX

17 Dec 2025 10:08 AM IST
SENSEX 18-DEC-2025 81700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.96
Theta: -9.54
Gamma: 0.00
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