SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:01 PM IST
| SENSEX 18-DEC-2025 82700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 1758.65 | -113.45 | - | 7 | -1 | 14 | |||||||||
| 17 Dec | 84559.65 | 2162.65 | -391.05 | - | 0 | 0 | 15 | |||||||||
| 16 Dec | 84679.86 | 2162.65 | -391.05 | - | 1 | 1 | 15 | |||||||||
| 15 Dec | 85213.36 | 2264.95 | 414.4 | - | 0 | 0 | 14 | |||||||||
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| 12 Dec | 85267.66 | 2264.95 | 414.4 | - | 0 | 0 | 14 | |||||||||
| 11 Dec | 84818.13 | 2264.95 | 414.4 | - | 41 | 14 | 14 | |||||||||
| 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 82700 expiring on 18DEC2025
Delta for 82700 CE is -
Historical price for 82700 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 1758.65, which was -113.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2162.65, which was -391.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2162.65, which was -391.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 2264.95, which was 414.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 2264.95, which was 414.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2264.95, which was 414.4 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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 82700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 0.05 | -2.75 | - | 6,81,619 | 3,384 | 13,363 |
| 17 Dec | 84559.65 | 2.05 | -3 | - | 1,16,070 | 5,007 | 9,979 |
| 16 Dec | 84679.86 | 5.05 | -5.1 | - | 42,696 | 1,395 | 4,972 |
| 15 Dec | 85213.36 | 10.4 | -3.65 | - | 34,029 | 1,758 | 3,577 |
| 12 Dec | 85267.66 | 13.55 | -6.45 | - | 29,956 | 311 | 1,819 |
| 11 Dec | 84818.13 | 20.2 | -30.45 | - | 8,216 | 1,410 | 1,508 |
| 10 Dec | 84391.27 | 52.5 | -2.5 | - | 227 | 97 | 98 |
| 9 Dec | 84666.28 | 55 | 11.05 | - | 6 | -4 | 1 |
| 8 Dec | 85102.69 | 47.25 | 33.75 | - | 11 | 5 | 5 |
| 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 82700 expiring on 18DEC2025
Delta for 82700 PE is -
Historical price for 82700 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 3384 which increased total open position to 13363
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.05, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 5007 which increased total open position to 9979
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 5.05, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 1395 which increased total open position to 4972
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 10.4, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 1758 which increased total open position to 3577
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 13.55, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 311 which increased total open position to 1819
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 20.2, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 1508
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 52.5, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 97 which increased total open position to 98
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 55, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 47.25, which was 33.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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































































































































































































































