SENSEX

Sensex

84666.28 -436.41 (-0.51%)

L: 84382.96 H: 84947.89

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Historical option data for SENSEX
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 11-DEC-2025 77000 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	85102.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

5 Dec	85712.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 77000 expiring on 11DEC2025

Delta for 77000 CE is -

Historical price for 77000 CE is as follows

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

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 77000 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	1.2 ₹ 24	-1.5 -30.00	-	12,470 2,49,400	2,409 48,180	2,746 54,920
8 Dec	85102.69	2.6 ₹ 52	-0.55 -11.00	-	2,502 50,040	-235 -4,700	337 6,740
5 Dec	85712.37	3.6 ₹ 72	-0.3 -6.00	-	1,520 30,400	415 8,300	572 11,440
4 Dec	85265.32	3.7 ₹ 74	3.65 73.00	-	157 3,140	157 3,140	157 3,140
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 77000 expiring on 11DEC2025

Delta for 77000 PE is -

Historical price for 77000 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.2, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 2409 which increased total open position to 2746

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -235 which decreased total open position to 337

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.6, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 415 which increased total open position to 572

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3.7, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 157 which increased total open position to 157

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