SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 81200 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 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 85102.69 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 85712.37 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 85265.32 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 85106.81 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 85138.27 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 85641.90 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 85706.67 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 85720.38 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 85609.51 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 84587.01 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 84900.71 | 6000 | 3500 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 84628.16 | 2500 | -2460.65 | - | 2 | 2 | 2 | |||||||||
For Sensex - strike price 81200 expiring on 11DEC2025
Delta for 81200 CE is -
Historical price for 81200 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher 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 6000, which was 3500 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct SENSEX was trading at 84628.16. The strike last trading price was 2500, which was -2460.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
| SENSEX 11DEC2025 81200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 2.4 | -3.95 | - | 16,097 | 792 | 1,136 |
| 8 Dec | 85102.69 | 6.3 | 0.05 | - | 4,041 | 193 | 344 |
| 5 Dec | 85712.37 | 7 | -0.35 | - | 6,139 | 139 | 151 |
| 4 Dec | 85265.32 | 7.35 | 6.75 | - | 12 | 12 | 12 |
| 3 Dec | 85106.81 | 3.6 | -6.25 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 3.6 | -6.25 | - | 2 | 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 |
| 28 Oct | 84628.16 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 81200 expiring on 11DEC2025
Delta for 81200 PE is -
Historical price for 81200 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2.4, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 792 which increased total open position to 1136
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 6.3, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 193 which increased total open position to 344
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 139 which increased total open position to 151
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 7.35, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 3.6, which was -6.25 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 3.6, which was -6.25 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
On 28 Oct SENSEX was trading at 84628.16. 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































































































































































































































