[--[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 82900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1852.75 -398.15 - 70 21 21
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
7 Nov 83216.28 0 0 - 0 0 0


For Sensex - strike price 82900 expiring on 11DEC2025

Delta for 82900 CE is -

Historical price for 82900 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1852.75, which was -398.15 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21


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


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 82900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 6.3 -7.15 - 1,12,654 4,177 6,762
8 Dec 85102.69 12 0.95 - 48,358 126 2,585
5 Dec 85712.37 11.9 -3.5 - 40,789 1,939 2,459
4 Dec 85265.32 16.95 -7.45 - 2,446 309 520
3 Dec 85106.81 23.35 -49.95 - 1,115 198 211
2 Dec 85138.27 83.6 2.45 - 12 12 13
1 Dec 85641.90 35 -9.05 - 0 0 1
28 Nov 85706.67 35 -9.05 - 13 0 1
27 Nov 85720.38 39.1 -10.1 - 2 1 1
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 82900 expiring on 11DEC2025

Delta for 82900 PE is -

Historical price for 82900 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6.3, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 4177 which increased total open position to 6762


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 12, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 2585


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 11.9, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 1939 which increased total open position to 2459


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 16.95, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 309 which increased total open position to 520


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 23.35, which was -49.95 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 211


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 83.6, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 13


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 35, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 35, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 39.1, which was -10.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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