[--[65.84.65.76]--]

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
SENSEX 11-DEC-2025 82700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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