SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 78500 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 | 6750 | 44.3 | - | 0 | 0 | 2 | |||||||||
| 8 Dec | 85102.69 | 6750 | 44.3 | - | 0 | 0 | 2 | |||||||||
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| 5 Dec | 85712.37 | 6750 | 44.3 | - | 0 | 0 | 2 | |||||||||
| 4 Dec | 85265.32 | 6750 | 44.3 | - | 2 | 2 | 2 | |||||||||
| 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 78500 expiring on 11DEC2025
Delta for 78500 CE is -
Historical price for 78500 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6750, which was 44.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 6750, which was 44.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 6750, which was 44.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 6750, which was 44.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 1.55 | -1.65 | - | 16,227 | 965 | 1,835 |
| 8 Dec | 85102.69 | 2.7 | -0.85 | - | 13,349 | 35 | 870 |
| 5 Dec | 85712.37 | 3.75 | -1.25 | - | 4,997 | 617 | 835 |
| 4 Dec | 85265.32 | 5.35 | -0.65 | - | 240 | -16 | 218 |
| 3 Dec | 85106.81 | 6 | 1.4 | - | 3,046 | 234 | 234 |
| 2 Dec | 85138.27 | 4.6 | 4.5 | - | 4 | 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 78500 expiring on 11DEC2025
Delta for 78500 PE is -
Historical price for 78500 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.55, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 965 which increased total open position to 1835
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 870
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 617 which increased total open position to 835
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 218
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 6, which was 1.4 higher than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 234
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 4.6, which was 4.5 higher 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































































































































































































































