[--[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 81000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 4397.05 162.05 - 0 0 233
8 Dec 85102.69 4397.05 162.05 - 0 0 233
5 Dec 85712.37 4397.05 162.05 - 0 0 233
4 Dec 85265.32 4397.05 162.05 - 237 226 233
3 Dec 85106.81 4242 -14.3 - 7 7 7
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 81000 expiring on 11DEC2025

Delta for 81000 CE is -

Historical price for 81000 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 4397.05, which was 162.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 4397.05, which was 162.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 4397.05, which was 162.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 4397.05, which was 162.05 higher than the previous day. The implied volatity was -, the open interest changed by 226 which increased total open position to 233


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 4242, which was -14.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


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 81000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 2.4 -3.6 - 1,73,789 11,612 27,246
8 Dec 85102.69 5.25 -1 - 1,37,043 1,127 15,634
5 Dec 85712.37 7 -0.15 - 1,00,719 10,585 14,507
4 Dec 85265.32 7 -1 - 12,172 1,681 3,922
3 Dec 85106.81 7.6 -0.8 - 6,030 1,972 2,241
2 Dec 85138.27 9 -2.7 - 696 234 269
1 Dec 85641.90 10 -5.25 - 16 13 35
28 Nov 85706.67 15 13.3 - 33 22 22
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 81000 expiring on 11DEC2025

Delta for 81000 PE is -

Historical price for 81000 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2.4, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 11612 which increased total open position to 27246


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 5.25, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1127 which increased total open position to 15634


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 10585 which increased total open position to 14507


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 1681 which increased total open position to 3922


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 7.6, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 1972 which increased total open position to 2241


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 9, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 234 which increased total open position to 269


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 10, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 35


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 15, which was 13.3 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22


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