SENSEX
Sensex
Historical option data for SENSEX
17 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 82600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 17 Dec | 84559.65 | 2005.45 | -274.8 | - | 11 | -1 | 13 | |||||||||
| 16 Dec | 84679.86 | 2280.25 | -371.25 | - | 1 | 0 | 14 | |||||||||
| 15 Dec | 85213.36 | 2651.5 | -92.65 | - | 11 | 1 | 14 | |||||||||
| 12 Dec | 85267.66 | 2353 | 411.45 | - | 0 | 0 | 13 | |||||||||
| 11 Dec | 84818.13 | 2353 | 411.45 | - | 32 | 13 | 13 | |||||||||
| 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 82600 expiring on 18DEC2025
Delta for 82600 CE is -
Historical price for 82600 CE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2005.45, which was -274.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2280.25, which was -371.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2651.5, which was -92.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2353, which was 411.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2353, which was 411.45 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
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 82600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 84559.65 | 2.15 | -2.45 | - | 1,02,960 | 4,101 | 7,350 |
| 16 Dec | 84679.86 | 4.95 | -4.8 | - | 39,996 | 641 | 3,249 |
| 15 Dec | 85213.36 | 10.3 | -3.25 | - | 30,462 | 651 | 2,608 |
| 12 Dec | 85267.66 | 13.3 | -5.2 | - | 27,287 | 1,049 | 1,957 |
| 11 Dec | 84818.13 | 18.6 | -32.15 | - | 3,944 | 908 | 908 |
| 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 82600 expiring on 18DEC2025
Delta for 82600 PE is -
Historical price for 82600 PE is as follows
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.15, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 4101 which increased total open position to 7350
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 4.95, which was -4.8 lower than the previous day. The implied volatity was -, the open interest changed by 641 which increased total open position to 3249
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 10.3, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 651 which increased total open position to 2608
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 13.3, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 1049 which increased total open position to 1957
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 18.6, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 908 which increased total open position to 908
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































































































































































































































