SENSEX
Sensex
Historical option data for SENSEX
12 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 82100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 85267.66 | 2632.05 | -716.95 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 84818.13 | 2632.05 | -716.95 | - | 2 | 0 | 1 | |||||||||
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| 10 Dec | 84391.27 | 3349 | 593.65 | - | 1 | 1 | 1 | |||||||||
| 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 82100 expiring on 18DEC2025
Delta for 82100 CE is -
Historical price for 82100 CE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2632.05, which was -716.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2632.05, which was -716.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 3349, which was 593.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 82100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 85267.66 | 11.25 | -2.95 | - | 16,654 | 613 | 2,087 |
| 11 Dec | 84818.13 | 14.4 | -6.75 | - | 4,676 | 1,471 | 1,474 |
| 10 Dec | 84391.27 | 60 | 0.25 | - | 0 | 0 | 3 |
| 9 Dec | 84666.28 | 60 | 0.25 | - | 3 | 1 | 3 |
| 8 Dec | 85102.69 | 13 | 0.65 | - | 0 | 0 | 2 |
| 5 Dec | 85712.37 | 13 | 0.65 | - | 2 | 2 | 2 |
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 82100 expiring on 18DEC2025
Delta for 82100 PE is -
Historical price for 82100 PE is as follows
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 11.25, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 613 which increased total open position to 2087
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 14.4, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 1471 which increased total open position to 1474
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 60, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 60, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 13, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 13, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































