SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83100 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































