SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 82000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 2770 | -382.5 | - | 23 | 14 | 78 | |||||||||
| 8 Dec | 85102.69 | 3105 | -697.2 | - | 2 | 1 | 64 | |||||||||
| 5 Dec | 85712.37 | 3802.2 | 386.4 | - | 9 | 0 | 63 | |||||||||
| 4 Dec | 85265.32 | 3415.55 | 267.55 | - | 50 | 49 | 63 | |||||||||
| 3 Dec | 85106.81 | 3148 | -124.85 | - | 14 | 14 | 14 | |||||||||
| 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 | |||||||||
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82000 expiring on 11DEC2025
Delta for 82000 CE is -
Historical price for 82000 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2770, which was -382.5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 78
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 3105, which was -697.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 64
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3802.2, which was 386.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3415.55, which was 267.55 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 63
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 3148, which was -124.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14
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
On 21 Nov SENSEX was trading at 85231.92. 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 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 3.9 | -4.9 | - | 3,02,442 | 24,202 | 53,082 |
| 8 Dec | 85102.69 | 7.55 | 0 | - | 2,42,996 | 5,226 | 28,880 |
| 5 Dec | 85712.37 | 8 | -1.3 | - | 2,17,770 | 6,502 | 23,654 |
| 4 Dec | 85265.32 | 10.05 | -0.85 | - | 42,235 | 11,317 | 17,152 |
| 3 Dec | 85106.81 | 10.9 | -1.65 | - | 16,628 | 1,909 | 5,835 |
| 2 Dec | 85138.27 | 12.1 | -4.85 | - | 7,553 | 2,680 | 3,926 |
| 1 Dec | 85641.90 | 15.9 | -3.2 | - | 1,854 | 713 | 1,246 |
| 28 Nov | 85706.67 | 17.25 | -7.3 | - | 783 | 464 | 533 |
| 27 Nov | 85720.38 | 24 | -25.6 | - | 87 | 17 | 69 |
| 26 Nov | 85609.51 | 49.6 | -49.4 | - | 43 | 37 | 52 |
| 25 Nov | 84587.01 | 99 | -66.3 | - | 2 | 0 | 15 |
| 24 Nov | 84900.71 | 105 | 70.9 | - | 0 | 0 | 15 |
| 21 Nov | 85231.92 | 105 | 70.9 | - | 15 | 15 | 15 |
For Sensex - strike price 82000 expiring on 11DEC2025
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 3.9, which was -4.9 lower than the previous day. The implied volatity was -, the open interest changed by 24202 which increased total open position to 53082
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5226 which increased total open position to 28880
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 8, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 6502 which increased total open position to 23654
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 10.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 11317 which increased total open position to 17152
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 10.9, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 1909 which increased total open position to 5835
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 12.1, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 2680 which increased total open position to 3926
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 15.9, which was -3.2 lower than the previous day. The implied volatity was -, the open interest changed by 713 which increased total open position to 1246
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 17.25, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 464 which increased total open position to 533
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 24, which was -25.6 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 69
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 49.6, which was -49.4 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 52
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 99, which was -66.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 105, which was 70.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 105, which was 70.9 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15































































































































































































































