[--[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 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