[--[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 83100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1671.1 -369.85 - 113 23 27
8 Dec 85102.69 2041.15 -648.6 - 6 -6 4
5 Dec 85712.37 2291.05 143.2 - 0 0 10
4 Dec 85265.32 2291.05 143.2 - 33 10 10
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
20 Nov 85632.68 0 0 - 0 0 0
10 Nov 83535.35 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 83100 expiring on 11DEC2025

Delta for 83100 CE is -

Historical price for 83100 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1671.1, which was -369.85 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 27


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2041.15, which was -648.6 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 4


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2291.05, which was 143.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2291.05, which was 143.2 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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 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 10 Nov SENSEX was trading at 83535.35. 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


SENSEX 11DEC2025 83100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 7.6 -7.6 - 1,74,726 6,172 9,320
8 Dec 85102.69 13.3 1.2 - 79,427 -149 3,148
5 Dec 85712.37 13.05 -5.8 - 42,766 2,580 3,297
4 Dec 85265.32 19.35 -12.05 - 3,444 466 717
3 Dec 85106.81 28.55 1.1 - 1,610 241 251
2 Dec 85138.27 26.65 -3.8 - 13 4 10
1 Dec 85641.90 30.45 4.4 - 8 3 6
28 Nov 85706.67 66.15 3.15 - 0 0 3
27 Nov 85720.38 66.15 3.15 - 1 1 3
26 Nov 85609.51 136.5 -46.5 - 0 0 2
25 Nov 84587.01 136.5 -46.5 - 0 0 2
24 Nov 84900.71 136.5 -46.5 - 14 2 2
21 Nov 85231.92 183 36.6 - 4 -4 0
20 Nov 85632.68 146.4 -76.2 - 5 4 4
10 Nov 83535.35 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 83100 expiring on 11DEC2025

Delta for 83100 PE is -

Historical price for 83100 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 7.6, which was -7.6 lower than the previous day. The implied volatity was -, the open interest changed by 6172 which increased total open position to 9320


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 13.3, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 3148


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 13.05, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 2580 which increased total open position to 3297


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 19.35, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 466 which increased total open position to 717


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 28.55, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 251


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 26.65, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 30.45, which was 4.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 66.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 66.15, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 136.5, which was -46.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 136.5, which was -46.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 136.5, which was -46.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 183, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 146.4, which was -76.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 10 Nov SENSEX was trading at 83535.35. 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