[--[65.84.65.76]--]

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
SENSEX 11-DEC-2025 82800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
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: -
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