[--[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 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