SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 82500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































