SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83300 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 | 1466.9 | -1149.3 | - | 215 | 86 | 88 | |||||||||
| 8 Dec | 85102.69 | 2616.2 | 124.55 | - | 1 | 1 | 2 | |||||||||
| 5 Dec | 85712.37 | 2160 | 197.5 | - | 0 | 0 | 1 | |||||||||
| 4 Dec | 85265.32 | 2160 | 197.5 | - | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
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| 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 83300 expiring on 11DEC2025
Delta for 83300 CE is -
Historical price for 83300 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1466.9, which was -1149.3 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 88
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 2616.2, which was 124.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2160, which was 197.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2160, which was 197.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 83300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 9.8 | -8.25 | - | 2,05,742 | 7,838 | 11,092 |
| 8 Dec | 85102.69 | 15.95 | 2.35 | - | 1,07,046 | -2,281 | 3,254 |
| 5 Dec | 85712.37 | 14.1 | -9.05 | - | 71,062 | 4,159 | 5,535 |
| 4 Dec | 85265.32 | 24.1 | -16.95 | - | 6,320 | 1,180 | 1,376 |
| 3 Dec | 85106.81 | 36.15 | -72.95 | - | 1,230 | 196 | 196 |
| 2 Dec | 85138.27 | 274 | -193.55 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 274 | -193.55 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 274 | -193.55 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 274 | -193.55 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 274 | -193.55 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 274 | -193.55 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 274 | -193.55 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 274 | -193.55 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 274 | -193.55 | - | 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 83300 expiring on 11DEC2025
Delta for 83300 PE is -
Historical price for 83300 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 9.8, which was -8.25 lower than the previous day. The implied volatity was -, the open interest changed by 7838 which increased total open position to 11092
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 15.95, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by -2281 which decreased total open position to 3254
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 14.1, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 4159 which increased total open position to 5535
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 24.1, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 1180 which increased total open position to 1376
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 36.15, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 196 which increased total open position to 196
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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 274, which was -193.55 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































































































































































































































