SENSEX
Sensex
Historical option data for SENSEX
16 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 82000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 84679.86 | 2787.45 | -463.3 | - | 22 | -2 | 88 | |||||||||
| 15 Dec | 85213.36 | 2965 | 457.45 | - | 0 | 0 | 90 | |||||||||
| 12 Dec | 85267.66 | 2965 | 457.45 | - | 0 | 0 | 90 | |||||||||
| 11 Dec | 84818.13 | 2965 | 457.45 | - | 120 | 90 | 90 | |||||||||
| 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 82000 expiring on 18DEC2025
Delta for 82000 CE is -
Historical price for 82000 CE is as follows
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2787.45, which was -463.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 88
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2965, which was 457.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2965, which was 457.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2965, which was 457.45 higher than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90
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 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 84679.86 | 3.7 | -4.15 | - | 1,82,097 | 23,623 | 58,694 |
| 15 Dec | 85213.36 | 7.9 | -3.05 | - | 2,11,691 | 7,314 | 35,071 |
| 12 Dec | 85267.66 | 11.2 | -2.65 | - | 1,68,240 | 12,727 | 27,757 |
| 11 Dec | 84818.13 | 14 | -11.4 | - | 72,543 | 10,812 | 15,030 |
| 10 Dec | 84391.27 | 26.7 | 5 | - | 25,311 | 2,079 | 4,218 |
| 9 Dec | 84666.28 | 21.55 | -7.4 | - | 7,548 | 1,434 | 2,139 |
| 8 Dec | 85102.69 | 31.1 | 11.15 | - | 1,557 | 295 | 705 |
| 5 Dec | 85712.37 | 17.25 | -13.9 | - | 727 | 372 | 410 |
| 4 Dec | 85265.32 | 31.7 | 3.35 | - | 40 | 38 | 38 |
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 82000 expiring on 18DEC2025
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.7, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by 23623 which increased total open position to 58694
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 7.9, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 7314 which increased total open position to 35071
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 11.2, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 12727 which increased total open position to 27757
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 14, which was -11.4 lower than the previous day. The implied volatity was -, the open interest changed by 10812 which increased total open position to 15030
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 26.7, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2079 which increased total open position to 4218
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 21.55, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 1434 which increased total open position to 2139
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 31.1, which was 11.15 higher than the previous day. The implied volatity was -, the open interest changed by 295 which increased total open position to 705
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 17.25, which was -13.9 lower than the previous day. The implied volatity was -, the open interest changed by 372 which increased total open position to 410
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 31.7, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 38
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































































































































































































































