[--[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 80000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 5400 193.25 - 0 0 68
8 Dec 85102.69 5400 193.25 - 0 0 68
5 Dec 85712.37 5400 193.25 - 0 0 68
4 Dec 85265.32 5400 193.25 - 53 53 68
3 Dec 85106.81 5222 -30.05 - 15 15 15
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 80000 expiring on 11DEC2025

Delta for 80000 CE is -

Historical price for 80000 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 5400, which was 193.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 5400, which was 193.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 5400, which was 193.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5400, which was 193.25 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 68


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 5222, which was -30.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15


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 80000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1.7 -2.9 - 1,33,828 8,293 17,524
8 Dec 85102.69 4.05 -0.85 - 96,726 -2,608 9,231
5 Dec 85712.37 5.65 -0.65 - 75,773 7,075 11,839
4 Dec 85265.32 5.95 -1.4 - 9,612 2,566 4,764
3 Dec 85106.81 7.05 0 - 5,019 2,075 2,198
2 Dec 85138.27 7.05 5.55 - 131 123 123
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 80000 expiring on 11DEC2025

Delta for 80000 PE is -

Historical price for 80000 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1.7, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by 8293 which increased total open position to 17524


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 4.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -2608 which decreased total open position to 9231


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 5.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 7075 which increased total open position to 11839


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 5.95, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 2566 which increased total open position to 4764


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 7.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2075 which increased total open position to 2198


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 7.05, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 123


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