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 79400 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 79400 expiring on 11DEC2025

Delta for 79400 CE is -

Historical price for 79400 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 79400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	1.3 ₹ 26	-2.65 -53.00	-	1,721 34,420	32 640	288 5,760
8 Dec	85102.69	3.5 ₹ 70	-0.75 -15.00	-	685 13,700	53 1,060	256 5,120
5 Dec	85712.37	3.7 ₹ 74	-2.1 -42.00	-	739 14,780	98 1,960	203 4,060
4 Dec	85265.32	5.45 ₹ 109	-0.65 -13.00	-	105 2,100	-35 -700	105 2,100
3 Dec	85106.81	6.2 ₹ 124	0.5 10.00	-	4,246 84,920	140 2,800	140 2,800
2 Dec	85138.27	5.7 ₹ 114	5.2 104.00	-	4 80	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 79400 expiring on 11DEC2025

Delta for 79400 PE is -

Historical price for 79400 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.3, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 288

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 256

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3.7, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 98 which increased total open position to 203

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5.45, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 105

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 6.2, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 140

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 5.7, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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