[--[65.84.65.76]--]

SENSEX

Sensex
84559.65 -120.21 (-0.14%)
L: 84415.98 H: 84889.45

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Historical option data for SENSEX

17 Dec 2025 04:11 PM IST
SENSEX 18-DEC-2025 82500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2119.55 -238.2 - 626 -588 1,765
16 Dec 84679.86 2357.75 -369.45 - 22 -4 2,353
15 Dec 85213.36 2727.2 -116.4 - 97 -59 2,357
12 Dec 85267.66 2462.1 357 - 0 0 2,416
11 Dec 84818.13 2462.1 357 - 209 34 2,416
10 Dec 84391.27 2072.3 -177.7 - 2,334 2,322 2,382
9 Dec 84666.28 2250 -650 - 20 20 60
8 Dec 85102.69 2900 -600 - 20 20 40
5 Dec 85712.37 3500 529.25 - 20 20 20
4 Dec 85265.32 0 0 - 0 0 0
3 Dec 85106.81 0 0 - 0 0 0


For Sensex - strike price 82500 expiring on 18DEC2025

Delta for 82500 CE is -

Historical price for 82500 CE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2119.55, which was -238.2 lower than the previous day. The implied volatity was -, the open interest changed by -588 which decreased total open position to 1765


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2357.75, which was -369.45 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 2353


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2727.2, which was -116.4 lower than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 2357


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2462.1, which was 357 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2416


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2462.1, which was 357 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 2416


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2072.3, which was -177.7 lower than the previous day. The implied volatity was -, the open interest changed by 2322 which increased total open position to 2382


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2250, which was -650 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 60


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2900, which was -600 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 40


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3500, which was 529.25 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20


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 82500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 84559.65 2.15 -2.3 - 4,96,747 37,393 66,110
16 Dec 84679.86 4.65 -4.8 - 1,69,471 2,913 28,717
15 Dec 85213.36 9.65 -3.1 - 1,57,002 12,099 25,804
12 Dec 85267.66 12.3 -5.05 - 1,21,172 3,413 13,705
11 Dec 84818.13 17.55 -22.8 - 70,006 4,011 10,292
10 Dec 84391.27 40.35 8.6 - 31,600 4,042 6,281
9 Dec 84666.28 33.4 -6.9 - 10,717 1,865 2,239
8 Dec 85102.69 41.35 17.15 - 1,130 323 374
5 Dec 85712.37 24.95 -11.65 - 148 26 51
4 Dec 85265.32 37 -5.25 - 28 12 25
3 Dec 85106.81 43.5 -71.95 - 64 13 13


For Sensex - strike price 82500 expiring on 18DEC2025

Delta for 82500 PE is -

Historical price for 82500 PE is as follows

On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.15, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 37393 which increased total open position to 66110


On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4.65, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 2913 which increased total open position to 28717


On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 9.65, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by 12099 which increased total open position to 25804


On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 12.3, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 3413 which increased total open position to 13705


On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 17.55, which was -22.8 lower than the previous day. The implied volatity was -, the open interest changed by 4011 which increased total open position to 10292


On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 40.35, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 4042 which increased total open position to 6281


On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 33.4, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 1865 which increased total open position to 2239


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 41.35, which was 17.15 higher than the previous day. The implied volatity was -, the open interest changed by 323 which increased total open position to 374


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 24.95, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 51


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 37, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 25


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 43.5, which was -71.95 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13