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 77500 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	7750 ₹ 1,55,000	45.6 912.00	-	0 0	0 0	26 520
8 Dec	85102.69	7750 ₹ 1,55,000	45.6 912.00	-	0 0	0 0	26 520
5 Dec	85712.37	7750 ₹ 1,55,000	45.6 912.00	-	0 0	0 0	26 520
4 Dec	85265.32	7750 ₹ 1,55,000	45.6 912.00	-	26 520	26 520	26 520
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
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 77500 expiring on 11DEC2025

Delta for 77500 CE is -

Historical price for 77500 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 7750, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 7750, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 7750, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 7750, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 26

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 77500 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	1.3 ₹ 26	-1.8 -36.00	-	1,888 37,760	-28 -560	123 2,460
8 Dec	85102.69	3.05 ₹ 61	-0.85 -17.00	-	1,403 28,060	-22 -440	151 3,020
5 Dec	85712.37	3.25 ₹ 65	-2.25 -45.00	-	966 19,320	149 2,980	173 3,460
4 Dec	85265.32	5.55 ₹ 111	0.5 10.00	-	57 1,140	23 460	24 480
3 Dec	85106.81	5.05 ₹ 101	5 100.00	-	1 20	1 20	1 20
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 77500 expiring on 11DEC2025

Delta for 77500 PE is -

Historical price for 77500 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.3, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 123

On 8 Dec SENSEX was trading at 85102.69. 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 -22 which decreased total open position to 151

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.25, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 149 which increased total open position to 173

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 24

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 5.05, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

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