[--[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 79000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 6415 208.7 - 0 0 15
8 Dec 85102.69 6415 208.7 - 0 0 15
5 Dec 85712.37 6415 208.7 - 0 0 15
4 Dec 85265.32 6415 208.7 - 15 15 15
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 79000 expiring on 11DEC2025

Delta for 79000 CE is -

Historical price for 79000 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6415, which was 208.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 6415, which was 208.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 6415, which was 208.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 6415, which was 208.7 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15


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 79000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1.5 -2.05 - 57,638 2,206 6,365
8 Dec 85102.69 3 -1 - 34,061 165 4,159
5 Dec 85712.37 4.5 -0.55 - 32,698 1,926 3,994
4 Dec 85265.32 4.75 -1.7 - 3,674 398 2,068
3 Dec 85106.81 5.85 -0.4 - 11,725 1,670 1,670
2 Dec 85138.27 6.25 6 - 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 79000 expiring on 11DEC2025

Delta for 79000 PE is -

Historical price for 79000 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.5, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 2206 which increased total open position to 6365


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 165 which increased total open position to 4159


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 4.5, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 1926 which increased total open position to 3994


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 4.75, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 398 which increased total open position to 2068


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 5.85, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1670 which increased total open position to 1670


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 6.25, which was 6 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