SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 75700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 9400 | -680.8 | - | 0 | 0 | 39 | |||||||||
| 8 Dec | 85102.69 | 9400 | -680.8 | - | 162 | 39 | 39 | |||||||||
|
|
||||||||||||||||
| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75700 expiring on 11DEC2025
Delta for 75700 CE is -
Historical price for 75700 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 9400, which was -680.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9400, which was -680.8 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 39
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
| SENSEX 11DEC2025 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 1.3 | -1.15 | - | 29,201 | 4,552 | 5,238 |
| 8 Dec | 85102.69 | 2.5 | -0.3 | - | 1,501 | 40 | 686 |
| 5 Dec | 85712.37 | 2.95 | -0.4 | - | 2,635 | 619 | 646 |
| 4 Dec | 85265.32 | 3.1 | 3.05 | - | 35 | 27 | 27 |
For Sensex - strike price 75700 expiring on 11DEC2025
Delta for 75700 PE is -
Historical price for 75700 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 4552 which increased total open position to 5238
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 686
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2.95, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 619 which increased total open position to 646
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3.1, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 27































































































































































































































