SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 76000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 9270 | 67.45 | - | 0 | 0 | 4 | |||||||||
| 8 Dec | 85102.69 | 9270 | 67.45 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 85712.37 | 9270 | 67.45 | - | 0 | 0 | 4 | |||||||||
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| 4 Dec | 85265.32 | 9270 | 67.45 | - | 4 | 4 | 4 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76000 expiring on 11DEC2025
Delta for 76000 CE is -
Historical price for 76000 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 9270, which was 67.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9270, which was 67.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 9270, which was 67.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 9270, which was 67.45 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
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
On 2 Dec SENSEX was trading at 85138.27. 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
| SENSEX 11DEC2025 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 1.25 | -1.1 | - | 13,320 | 736 | 1,919 |
| 8 Dec | 85102.69 | 2.5 | -0.4 | - | 7,007 | -449 | 1,183 |
| 5 Dec | 85712.37 | 2.95 | -0.6 | - | 5,231 | 1,285 | 1,632 |
| 4 Dec | 85265.32 | 3.5 | 3.45 | - | 345 | 343 | 347 |
| 3 Dec | 85106.81 | 1.3 | 1.25 | - | 4 | 0 | 4 |
| 2 Dec | 85138.27 | 1.3 | 1.25 | - | 4 | 4 | 4 |
For Sensex - strike price 76000 expiring on 11DEC2025
Delta for 76000 PE is -
Historical price for 76000 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.25, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 736 which increased total open position to 1919
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -449 which decreased total open position to 1183
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2.95, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1285 which increased total open position to 1632
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3.5, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by 343 which increased total open position to 347
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4































































































































































































































