SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 77300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 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 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77300 expiring on 11DEC2025
Delta for 77300 CE is -
Historical price for 77300 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 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 1.95 | -0.65 | - | 751 | 8 | 52 |
| 8 Dec | 85102.69 | 2.2 | -1.3 | - | 26 | -7 | 44 |
| 5 Dec | 85712.37 | 3.25 | 3.2 | - | 609 | 49 | 51 |
| 4 Dec | 85265.32 | 5.2 | 5.15 | - | 4 | 0 | 2 |
| 3 Dec | 85106.81 | 5.2 | 5.15 | - | 4 | 2 | 2 |
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 77300 expiring on 11DEC2025
Delta for 77300 PE is -
Historical price for 77300 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 52
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.2, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 44
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.25, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 51
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5.2, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 5.2, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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































































































































































































































