SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 77400 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 | 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 | |||||||||
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| 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: -
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| 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































































































































































































































