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

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 82500 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	2267.85 ₹ 45,357	-452.15 -9043.00	-	625 12,500	123 2,460	2,604 52,080
8 Dec	85102.69	2720 ₹ 54,400	-604.5 -12090.00	-	47 940	-45 -900	2,481 49,620
5 Dec	85712.37	3340 ₹ 66,800	408.1 8162.00	-	61 1,220	-26 -520	2,526 50,520
4 Dec	85265.32	2916.4 ₹ 58,328	403 8060.00	-	127 2,540	86 1,720	2,552 51,040
3 Dec	85106.81	2513.4 ₹ 50,268	-370.1 -7402.00	-	2,264 45,280	2,246 44,920	2,466 49,320
2 Dec	85138.27	2883.5 ₹ 57,670	-471.5 -9430.00	-	188 3,760	185 3,700	220 4,400
1 Dec	85641.90	3360 ₹ 67,200	-24.9 -498.00	-	35 700	35 700	35 700
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 82500 expiring on 11DEC2025

Delta for 82500 CE is -

Historical price for 82500 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2267.85, which was -452.15 lower than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 2604

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2720, which was -604.5 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 2481

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 3340, which was 408.1 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 2526

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2916.4, which was 403 higher than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 2552

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2513.4, which was -370.1 lower than the previous day. The implied volatity was -, the open interest changed by 2246 which increased total open position to 2466

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2883.5, which was -471.5 lower than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 220

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 3360, which was -24.9 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 35

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 82500 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	4.65 ₹ 93	-6.15 -123.00	-	2,76,347 55,26,940	21,485 4,29,700	38,959 7,79,180
8 Dec	85102.69	9.6 ₹ 192	0.65 13.00	-	2,18,873 43,77,460	-11,132 -2,22,640	17,474 3,49,480
5 Dec	85712.37	9.2 ₹ 184	-2.3 -46.00	-	1,72,346 34,46,920	22,799 4,55,980	28,606 5,72,120
4 Dec	85265.32	12.45 ₹ 249	-2.6 -52.00	-	25,990 5,19,800	2,488 49,760	5,807 1,16,140
3 Dec	85106.81	15 ₹ 300	-2.15 -43.00	-	14,346 2,86,920	1,249 24,980	3,319 66,380
2 Dec	85138.27	16.05 ₹ 321	-4.95 -99.00	-	4,437 88,740	1,866 37,320	2,070 41,400
1 Dec	85641.90	19.55 ₹ 391	-3.5 -70.00	-	445 8,900	186 3,720	204 4,080
28 Nov	85706.67	23 ₹ 460	1.9 38.00	-	16 320	16 320	18 360
27 Nov	85720.38	81.25 ₹ 1,625	0 0.00	-	0 0	0 0	2 40
26 Nov	85609.51	81.25 ₹ 1,625	0 0.00	-	0 0	0 0	2 40
25 Nov	84587.01	81.25 ₹ 1,625	0 0.00	-	0 0	0 0	2 40
24 Nov	84900.71	81.25 ₹ 1,625	0 0.00	-	2 40	2 40	2 40
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 82500 expiring on 11DEC2025

Delta for 82500 PE is -

Historical price for 82500 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 4.65, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 21485 which increased total open position to 38959

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9.6, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by -11132 which decreased total open position to 17474

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 9.2, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by 22799 which increased total open position to 28606

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 12.45, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 2488 which increased total open position to 5807

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 15, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 1249 which increased total open position to 3319

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 16.05, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 1866 which increased total open position to 2070

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 19.55, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 186 which increased total open position to 204

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 23, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 18

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2

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