SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 80000 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































