SENSEX
Sensex
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































































































































































































































