SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 82700 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 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 85102.69 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Dec | 85712.37 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 82700 expiring on 11DEC2025
Delta for 82700 CE is -
Historical price for 82700 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. 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 8 Dec SENSEX was trading at 85102.69. 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 5 Dec SENSEX was trading at 85712.37. 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 4 Dec SENSEX was trading at 85265.32. 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 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 82700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 5.1 | -6.65 | - | 1,14,324 | 1,888 | 7,606 |
| 8 Dec | 85102.69 | 10.5 | 0.65 | - | 53,596 | 2,507 | 5,718 |
| 5 Dec | 85712.37 | 10.7 | -2.7 | - | 27,774 | 2,803 | 3,211 |
| 4 Dec | 85265.32 | 13.35 | -23.6 | - | 876 | 397 | 408 |
| 3 Dec | 85106.81 | 36.95 | -14.05 | - | 1 | 1 | 11 |
| 2 Dec | 85138.27 | 35.2 | 7.15 | - | 0 | 0 | 10 |
| 1 Dec | 85641.90 | 35.2 | 7.15 | - | 0 | 0 | 10 |
| 28 Nov | 85706.67 | 35.2 | 7.15 | - | 15 | 10 | 10 |
| 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 82700 expiring on 11DEC2025
Delta for 82700 PE is -
Historical price for 82700 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 5.1, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 1888 which increased total open position to 7606
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 10.5, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 2507 which increased total open position to 5718
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 10.7, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 2803 which increased total open position to 3211
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 13.35, which was -23.6 lower than the previous day. The implied volatity was -, the open interest changed by 397 which increased total open position to 408
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 36.95, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 35.2, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 35.2, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 35.2, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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































































































































































































































