SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 82800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 84666.28 | 1968 | -402 | - | 11 | -3 | 62 | |||||||||
| 8 Dec | 85102.69 | 2370 | -262.4 | - | 34 | -24 | 65 | |||||||||
| 5 Dec | 85712.37 | 2632.4 | 152.4 | - | 4 | 3 | 89 | |||||||||
| 4 Dec | 85265.32 | 2480 | 47.6 | - | 86 | 80 | 86 | |||||||||
| 3 Dec | 85106.81 | 3197.35 | 152.25 | - | 0 | 0 | 6 | |||||||||
| 2 Dec | 85138.27 | 3197.35 | 152.25 | - | 1 | 1 | 6 | |||||||||
| 1 Dec | 85641.90 | 3300 | -78 | - | 0 | 0 | 5 | |||||||||
| 28 Nov | 85706.67 | 3300 | -78 | - | 6 | -4 | 5 | |||||||||
| 27 Nov | 85720.38 | 3378 | 2215 | - | 57 | -24 | 9 | |||||||||
| 26 Nov | 85609.51 | 1163 | -1070.65 | - | 33 | 33 | 33 | |||||||||
| 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 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82800 expiring on 11DEC2025
Delta for 82800 CE is -
Historical price for 82800 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1968, which was -402 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 62
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2370, which was -262.4 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 65
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2632.4, which was 152.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 89
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2480, which was 47.6 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 86
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 3197.35, which was 152.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 3197.35, which was 152.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 3300, which was -78 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 3300, which was -78 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 5
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 3378, which was 2215 higher than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 9
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1163, which was -1070.65 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 33
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
On 7 Nov SENSEX was trading at 83216.28. 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
| SENSEX 11DEC2025 82800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 5.4 | -6.85 | - | 1,06,439 | 4,409 | 7,443 |
| 8 Dec | 85102.69 | 11 | 0.5 | - | 59,951 | -1,179 | 3,034 |
| 5 Dec | 85712.37 | 11.45 | -2.6 | - | 36,214 | 3,285 | 4,213 |
| 4 Dec | 85265.32 | 14 | -7.3 | - | 2,434 | 928 | 928 |
| 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 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 82800 expiring on 11DEC2025
Delta for 82800 PE is -
Historical price for 82800 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 5.4, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 4409 which increased total open position to 7443
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 11, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -1179 which decreased total open position to 3034
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 11.45, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 3285 which increased total open position to 4213
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 14, which was -7.3 lower than the previous day. The implied volatity was -, the open interest changed by 928 which increased total open position to 928
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
On 7 Nov SENSEX was trading at 83216.28. 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































































































































































































































