SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 82900 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































