[--[65.84.65.76]--]

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
SENSEX 11-DEC-2025 77400 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
1 Dec 85641.90 0 0 - 0 0 0
28 Nov 85706.67 0 0 - 0 0 0
27 Nov 85720.38 0 0 - 0 0 0
26 Nov 85609.51 0 0 - 0 0 0
25 Nov 84587.01 0 0 - 0 0 0
24 Nov 84900.71 0 0 - 0 0 0


For Sensex - strike price 77400 expiring on 11DEC2025

Delta for 77400 CE is -

Historical price for 77400 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


On 1 Dec SENSEX was trading at 85641.90. 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 28 Nov SENSEX was trading at 85706.67. 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 27 Nov SENSEX was trading at 85720.38. 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 26 Nov SENSEX was trading at 85609.51. 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 25 Nov SENSEX was trading at 84587.01. 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 24 Nov SENSEX was trading at 84900.71. 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 77400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1.25 -0.9 - 792 52 75
8 Dec 85102.69 2.1 -0.95 - 15 3 23
5 Dec 85712.37 3.05 -0.85 - 24 5 20
4 Dec 85265.32 3.9 3.85 - 31 -17 15
3 Dec 85106.81 3.15 -2.35 - 47 0 32
2 Dec 85138.27 3.15 -2.35 - 47 0 32
1 Dec 85641.90 5.4 5.35 - 56 25 32
28 Nov 85706.67 19.4 19.15 - 0 0 7
27 Nov 85720.38 19.4 19.15 - 7 0 7
26 Nov 85609.51 19.4 19.15 - 7 6 7
25 Nov 84587.01 17.65 17.6 - 1 0 1
24 Nov 84900.71 17.65 17.6 - 1 1 1


For Sensex - strike price 77400 expiring on 11DEC2025

Delta for 77400 PE is -

Historical price for 77400 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.25, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 75


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 23


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 20


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3.9, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 15


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 3.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 3.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 5.4, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 32


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 19.4, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 19.4, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 19.4, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 17.65, which was 17.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 17.65, which was 17.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1