SENSEX

Sensex

84666.28 -436.41 (-0.51%)

L: 84382.96 H: 84947.89

Back to Option Chain

Historical option data for SENSEX
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 11-DEC-2025 82400 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	2310 ₹ 46,200	-390 -7800.00	-	10 200	0 0	16 320
8 Dec	85102.69	2700 ₹ 54,000	-720 -14400.00	-	4 80	-4 -80	16 320

5 Dec	85712.37	3420 ₹ 68,400	444.8 8896.00	-	5 100	-3 -60	20 400
4 Dec	85265.32	3000 ₹ 60,000	179.65 3593.00	-	23 460	23 460	23 460
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82400 expiring on 11DEC2025

Delta for 82400 CE is -

Historical price for 82400 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2310, which was -390 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2700, which was -720 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 16

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3420, which was 444.8 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 20

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 3000, which was 179.65 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 23

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

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 82400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	4.45 ₹ 89	-5.95 -119.00	-	65,470 13,09,400	4,040 80,800	5,738 1,14,760
8 Dec	85102.69	9.1 ₹ 182	0.45 9.00	-	37,906 7,58,120	1,045 20,900	1,698 33,960
5 Dec	85712.37	9.15 ₹ 183	-2.1 -42.00	-	16,239 3,24,780	354 7,080	653 13,060
4 Dec	85265.32	11.1 ₹ 222	1.3 26.00	-	351 7,020	299 5,980	299 5,980
3 Dec	85106.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82400 expiring on 11DEC2025

Delta for 82400 PE is -

Historical price for 82400 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 4.45, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 4040 which increased total open position to 5738

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9.1, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 1045 which increased total open position to 1698

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 9.15, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 354 which increased total open position to 653

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 11.1, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 299 which increased total open position to 299

Related Pages for SENSEX

SENSEX

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD