SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83200 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 | 1471.2 | -490.2 | - | 19 | 11 | 14 | |||||||||
| 8 Dec | 85102.69 | 2170.55 | 150.55 | - | 0 | 0 | 3 | |||||||||
| 5 Dec | 85712.37 | 2170.55 | 150.55 | - | 0 | 0 | 3 | |||||||||
| 4 Dec | 85265.32 | 2170.55 | 150.55 | - | 2 | 1 | 3 | |||||||||
| 3 Dec | 85106.81 | 2020 | -132.95 | - | 3 | 1 | 2 | |||||||||
| 2 Dec | 85138.27 | 2785.3 | 863.05 | - | 0 | 0 | 1 | |||||||||
| 1 Dec | 85641.90 | 2785.3 | 863.05 | - | 0 | 0 | 1 | |||||||||
| 28 Nov | 85706.67 | 2785.3 | 863.05 | - | 0 | 0 | 1 | |||||||||
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| 27 Nov | 85720.38 | 2785.3 | 863.05 | - | 0 | 0 | 1 | |||||||||
| 26 Nov | 85609.51 | 2785.3 | 863.05 | - | 1 | 1 | 1 | |||||||||
| 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 83200 expiring on 11DEC2025
Delta for 83200 CE is -
Historical price for 83200 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1471.2, which was -490.2 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 14
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2170.55, which was 150.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2170.55, which was 150.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2170.55, which was 150.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2020, which was -132.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2785.3, which was 863.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2785.3, which was 863.05 higher 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 2785.3, which was 863.05 higher 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 2785.3, which was 863.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2785.3, which was 863.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 83200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 8.7 | -7.75 | - | 2,31,031 | 6,654 | 11,199 |
| 8 Dec | 85102.69 | 15.05 | 2.3 | - | 92,571 | 1,175 | 4,545 |
| 5 Dec | 85712.37 | 13.8 | -7.05 | - | 55,459 | 2,254 | 3,370 |
| 4 Dec | 85265.32 | 21.45 | -13 | - | 11,820 | 393 | 1,116 |
| 3 Dec | 85106.81 | 33 | -63.8 | - | 1,407 | 722 | 723 |
| 2 Dec | 85138.27 | 30 | -0.45 | - | 0 | 0 | 1 |
| 1 Dec | 85641.90 | 30 | -0.45 | - | 1 | 1 | 1 |
| 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 83200 expiring on 11DEC2025
Delta for 83200 PE is -
Historical price for 83200 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 8.7, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 6654 which increased total open position to 11199
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 15.05, which was 2.3 higher than the previous day. The implied volatity was -, the open interest changed by 1175 which increased total open position to 4545
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 13.8, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by 2254 which increased total open position to 3370
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 21.45, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 393 which increased total open position to 1116
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 33, which was -63.8 lower than the previous day. The implied volatity was -, the open interest changed by 722 which increased total open position to 723
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 30, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 30, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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































































































































































































































