SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 1764.55 | -379.8 | - | 1,223 | 526 | 3,003 | |||||||||
|
|
||||||||||||||||
| 8 Dec | 85102.69 | 2126 | -714.5 | - | 635 | -269 | 2,477 | |||||||||
| 5 Dec | 85712.37 | 2842.15 | 420.9 | - | 81 | -1 | 2,746 | |||||||||
| 4 Dec | 85265.32 | 2409.1 | 168.9 | - | 231 | 200 | 2,747 | |||||||||
| 3 Dec | 85106.81 | 2295.4 | -180.75 | - | 2,461 | 2,353 | 2,547 | |||||||||
| 2 Dec | 85138.27 | 2529.25 | -333.5 | - | 176 | 171 | 194 | |||||||||
| 1 Dec | 85641.90 | 2850 | 350 | - | 0 | 0 | 23 | |||||||||
| 28 Nov | 85706.67 | 2850 | 350 | - | 0 | 0 | 23 | |||||||||
| 27 Nov | 85720.38 | 2850 | 350 | - | 0 | 0 | 23 | |||||||||
| 26 Nov | 85609.51 | 2850 | 350 | - | 8 | 8 | 23 | |||||||||
| 25 Nov | 84587.01 | 2500 | 40.75 | - | 5 | 5 | 15 | |||||||||
| 24 Nov | 84900.71 | 3000 | -100 | - | 0 | 0 | 10 | |||||||||
| 21 Nov | 85231.92 | 3000 | -100 | - | 5 | 5 | 10 | |||||||||
| 20 Nov | 85632.68 | 3100 | 420.45 | - | 5 | 5 | 5 | |||||||||
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 83459.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83000 expiring on 11DEC2025
Delta for 83000 CE is -
Historical price for 83000 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1764.55, which was -379.8 lower than the previous day. The implied volatity was -, the open interest changed by 526 which increased total open position to 3003
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2126, which was -714.5 lower than the previous day. The implied volatity was -, the open interest changed by -269 which decreased total open position to 2477
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2842.15, which was 420.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2746
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2409.1, which was 168.9 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2747
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2295.4, which was -180.75 lower than the previous day. The implied volatity was -, the open interest changed by 2353 which increased total open position to 2547
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2529.25, which was -333.5 lower than the previous day. The implied volatity was -, the open interest changed by 171 which increased total open position to 194
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2850, which was 350 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2850, which was 350 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2850, which was 350 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2850, which was 350 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 23
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2500, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 15
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 3000, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 3000, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 10
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 3100, which was 420.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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
On 4 Nov SENSEX was trading at 83459.15. 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 83000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 6.75 | -7.7 | - | 5,10,514 | 31,637 | 69,317 |
| 8 Dec | 85102.69 | 13.1 | 1.35 | - | 3,52,135 | 1,114 | 37,680 |
| 5 Dec | 85712.37 | 12.6 | -4.2 | - | 2,57,154 | 27,165 | 36,566 |
| 4 Dec | 85265.32 | 17.55 | -8.95 | - | 58,667 | 1,985 | 9,401 |
| 3 Dec | 85106.81 | 24.4 | -3.4 | - | 37,882 | 2,986 | 7,416 |
| 2 Dec | 85138.27 | 26 | -2.7 | - | 10,084 | 1,814 | 4,430 |
| 1 Dec | 85641.90 | 27.85 | -5.4 | - | 4,795 | 828 | 2,616 |
| 28 Nov | 85706.67 | 30 | -25 | - | 2,083 | 1,775 | 1,788 |
| 27 Nov | 85720.38 | 55 | -61 | - | 10 | 9 | 13 |
| 26 Nov | 85609.51 | 116 | -49.8 | - | 4 | 2 | 4 |
| 25 Nov | 84587.01 | 165.8 | -170.8 | - | 3 | 2 | 2 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 83216.28 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 83459.15 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 83000 expiring on 11DEC2025
Delta for 83000 PE is -
Historical price for 83000 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 6.75, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 31637 which increased total open position to 69317
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 13.1, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 1114 which increased total open position to 37680
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 12.6, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 27165 which increased total open position to 36566
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 17.55, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 1985 which increased total open position to 9401
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 24.4, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 2986 which increased total open position to 7416
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 26, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 1814 which increased total open position to 4430
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 27.85, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 828 which increased total open position to 2616
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 30, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 1775 which increased total open position to 1788
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 55, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 13
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 116, which was -49.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 165.8, which was -170.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 20 Nov SENSEX was trading at 85632.68. 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
On 4 Nov SENSEX was trading at 83459.15. 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































































































































































































































