SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 82600 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 | 2590 | -110 | - | 0 | 0 | 2 | |||||||||
| 8 Dec | 85102.69 | 2590 | -110 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 85712.37 | 2590 | -110 | - | 0 | 0 | 2 | |||||||||
| 4 Dec | 85265.32 | 2590 | -110 | - | 1 | 1 | 2 | |||||||||
| 3 Dec | 85106.81 | 2700 | 0.25 | - | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
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| 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 82600 expiring on 11DEC2025
Delta for 82600 CE is -
Historical price for 82600 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2590, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2590, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2590, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2590, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2700, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 82600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 4.8 | -6.25 | - | 89,542 | 2,434 | 6,177 |
| 8 Dec | 85102.69 | 9.7 | 0.3 | - | 47,010 | 1,108 | 3,743 |
| 5 Dec | 85712.37 | 9.9 | 6.45 | - | 33,747 | 2,605 | 2,635 |
| 4 Dec | 85265.32 | 34.9 | -15.75 | - | 0 | 0 | 30 |
| 3 Dec | 85106.81 | 34.9 | -15.75 | - | 14 | 14 | 30 |
| 2 Dec | 85138.27 | 50.65 | -7.75 | - | 16 | 16 | 16 |
| 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 82600 expiring on 11DEC2025
Delta for 82600 PE is -
Historical price for 82600 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 4.8, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 2434 which increased total open position to 6177
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 9.7, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1108 which increased total open position to 3743
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 9.9, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 2605 which increased total open position to 2635
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 34.9, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 34.9, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 30
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 50.65, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 16
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































































































































































































































