[--[65.84.65.76]--]

SENSEX

Sensex
84679.86 -533.50 (-0.63%)
L: 84620.61 H: 85059.96

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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