SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 78000 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 | 7050 | -732.85 | - | 0 | 0 | 8 | |||||||||
| 8 Dec | 85102.69 | 7050 | -732.85 | - | 2 | -2 | 8 | |||||||||
| 5 Dec | 85712.37 | 7120 | -85.05 | - | 0 | 0 | 10 | |||||||||
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| 4 Dec | 85265.32 | 7120 | -85.05 | - | 10 | 10 | 10 | |||||||||
| 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 78000 expiring on 11DEC2025
Delta for 78000 CE is -
Historical price for 78000 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 7050, which was -732.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 7050, which was -732.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 7120, which was -85.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 7120, which was -85.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 1.25 | -1.9 | - | 26,191 | 768 | 2,338 |
| 8 Dec | 85102.69 | 2.6 | -1.1 | - | 16,285 | 219 | 1,570 |
| 5 Dec | 85712.37 | 3.8 | -1.1 | - | 7,003 | 1,169 | 1,351 |
| 4 Dec | 85265.32 | 4.8 | -0.1 | - | 527 | 179 | 182 |
| 3 Dec | 85106.81 | 4.9 | 2 | - | 3 | 0 | 3 |
| 2 Dec | 85138.27 | 4.3 | 4.25 | - | 7 | 3 | 3 |
| 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 78000 expiring on 11DEC2025
Delta for 78000 PE is -
Historical price for 78000 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.25, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 768 which increased total open position to 2338
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.6, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 1570
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.8, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 1169 which increased total open position to 1351
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 4.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 182
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 4.9, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 4.3, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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































































































































































































































