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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 11-DEC-2025 83400 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	1337.75 ₹ 26,755	-445.25 -8905.00	-	52 1,040	17 340	29 580
8 Dec	85102.69	1783 ₹ 35,660	-606.45 -12129.00	-	8 160	0 0	12 240
5 Dec	85712.37	2389.45 ₹ 47,789	409.65 8193.00	-	28 560	11 220	12 240
4 Dec	85265.32	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
3 Dec	85106.81	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
2 Dec	85138.27	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
1 Dec	85641.90	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
28 Nov	85706.67	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
27 Nov	85720.38	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
26 Nov	85609.51	2641.5 ₹ 52,830	483.5 9670.00	-	0 0	0 0	1 20
25 Nov	84587.01	2641.5 ₹ 52,830	483.5 9670.00	-	1 20	1 20	1 20
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	85632.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	83871.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	83535.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

7 Nov	83216.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	83459.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 83400 expiring on 11DEC2025

Delta for 83400 CE is -

Historical price for 83400 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1337.75, which was -445.25 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 29

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1783, which was -606.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2389.45, which was 409.65 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 12

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 2641.5, which was 483.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 2641.5, which was 483.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2641.5, which was 483.5 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 2641.5, which was 483.5 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 2641.5, which was 483.5 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 2641.5, which was 483.5 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 2641.5, which was 483.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2641.5, which was 483.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

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 11 Nov SENSEX was trading at 83871.32. 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 83400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84666.28	11.65 ₹ 233	-7.9 -158.00	-	2,19,086 43,81,720	9,155 1,83,100	14,369 2,87,380
8 Dec	85102.69	18.7 ₹ 374	4.35 87.00	-	1,26,572 25,31,440	1,451 29,020	5,214 1,04,280
5 Dec	85712.37	15.4 ₹ 308	-10.85 -217.00	-	66,361 13,27,220	2,384 47,680	3,763 75,260
4 Dec	85265.32	27.45 ₹ 549	-17.95 -359.00	-	9,790 1,95,800	848 16,960	1,379 27,580
3 Dec	85106.81	42.7 ₹ 854	-80 -1600.00	-	1,897 37,940	531 10,620	531 10,620
2 Dec	85138.27	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
1 Dec	85641.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
28 Nov	85706.67	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Nov	85720.38	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Nov	85609.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	85632.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Nov	83871.32	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	83535.35	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	83216.28	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	83459.15	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 83400 expiring on 11DEC2025

Delta for 83400 PE is -

Historical price for 83400 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 11.65, which was -7.9 lower than the previous day. The implied volatity was -, the open interest changed by 9155 which increased total open position to 14369

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 18.7, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 1451 which increased total open position to 5214

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 15.4, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 2384 which increased total open position to 3763

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 27.45, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 848 which increased total open position to 1379

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 42.7, which was -80 lower than the previous day. The implied volatity was -, the open interest changed by 531 which increased total open position to 531

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

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