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 79100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Dec	84666.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Dec	85102.69	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
5 Dec	85712.37	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Dec	85265.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
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 79100 expiring on 11DEC2025

Delta for 79100 CE is -

Historical price for 79100 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 79100 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	1.25 ₹ 25	-2.65 -53.00	-	560 11,200	5 100	82 1,640
8 Dec	85102.69	4 ₹ 80	-0.45 -9.00	-	566 11,320	71 1,420	77 1,540
5 Dec	85712.37	4.45 ₹ 89	-0.85 -17.00	-	30 600	-1 -20	6 120
4 Dec	85265.32	5 ₹ 100	0.75 15.00	-	39 780	-2 -40	7 140
3 Dec	85106.81	4.25 ₹ 85	-4.65 -93.00	-	118 2,360	7 140	9 180
2 Dec	85138.27	8.9 ₹ 178	8.6 172.00	-	4 80	2 40	2 40
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 79100 expiring on 11DEC2025

Delta for 79100 PE is -

Historical price for 79100 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.25, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 82

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 77

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 4.45, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 7

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 4.25, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 9

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 8.9, which was 8.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

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