[--[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 81100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 0 0 - 0 0 0
8 Dec 85102.69 0 0 - 0 0 0
5 Dec 85712.37 0 0 - 0 0 0
4 Dec 85265.32 0 0 - 0 0 0
3 Dec 85106.81 0 0 - 0 0 0
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 81100 expiring on 11DEC2025

Delta for 81100 CE is -

Historical price for 81100 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 81100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 2.5 -3.6 - 20,413 2,704 3,003
8 Dec 85102.69 5.6 -0.6 - 5,230 9 299
5 Dec 85712.37 6.55 6.5 - 5,214 288 290
4 Dec 85265.32 4.35 0.4 - 1 0 2
3 Dec 85106.81 4.35 0.4 - 1 -1 2
2 Dec 85138.27 50 2.35 - 0 0 3
1 Dec 85641.90 50 2.35 - 0 0 3
28 Nov 85706.67 50 2.35 - 0 0 3
27 Nov 85720.38 50 2.35 - 0 0 3
26 Nov 85609.51 50 2.35 - 3 3 3
25 Nov 84587.01 0 0 - 0 0 0
24 Nov 84900.71 0 0 - 0 0 0


For Sensex - strike price 81100 expiring on 11DEC2025

Delta for 81100 PE is -

Historical price for 81100 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2.5, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 2704 which increased total open position to 3003


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 5.6, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 299


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 6.55, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 290


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 4.35, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 4.35, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 50, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


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