[--[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 83500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1281.5 -384.9 - 4,548 1,464 2,300
8 Dec 85102.69 1666.15 -667.5 - 400 -4 836
5 Dec 85712.37 2343.3 411.65 - 229 7 840
4 Dec 85265.32 1918.95 153.15 - 925 697 833
3 Dec 85106.81 1805 -195 - 147 135 136
2 Dec 85138.27 2000 -422 - 1 1 1
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
11 Nov 83871.32 0 0 - 0 0 0
10 Nov 83535.35 0 0 - 0 0 0
7 Nov 83216.28 0 0 - 0 0 0
6 Nov 83311.01 0 0 - 0 0 0
4 Nov 83459.15 0 0 - 0 0 0
3 Nov 83978.49 0 0 - 0 0 0
31 Oct 83938.71 0 0 - 0 0 0


For Sensex - strike price 83500 expiring on 11DEC2025

Delta for 83500 CE is -

Historical price for 83500 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1281.5, which was -384.9 lower than the previous day. The implied volatity was -, the open interest changed by 1464 which increased total open position to 2300


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1666.15, which was -667.5 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 836


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2343.3, which was 411.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 840


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1918.95, which was 153.15 higher than the previous day. The implied volatity was -, the open interest changed by 697 which increased total open position to 833


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1805, which was -195 lower than the previous day. The implied volatity was -, the open interest changed by 135 which increased total open position to 136


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2000, which was -422 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 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 6 Nov SENSEX was trading at 83311.01. 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 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


On 3 Nov SENSEX was trading at 83978.49. 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 31 Oct SENSEX was trading at 83938.71. 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


SENSEX 11DEC2025 83500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 14.55 -7.35 - 5,79,140 13,623 37,382
8 Dec 85102.69 21.45 6.2 - 3,36,326 1,481 23,759
5 Dec 85712.37 16.05 -13.4 - 2,64,921 11,185 22,278
4 Dec 85265.32 30.75 -22.65 - 99,460 6,452 11,093
3 Dec 85106.81 49.4 -4.55 - 33,761 -227 4,641
2 Dec 85138.27 48.75 2.25 - 10,918 2,890 4,868
1 Dec 85641.90 45.4 -11.05 - 6,835 1,739 1,978
28 Nov 85706.67 59.45 -24.55 - 453 201 239
27 Nov 85720.38 84 -26.85 - 23 15 38
26 Nov 85609.51 110.85 -177.6 - 24 20 23
25 Nov 84587.01 288.45 67.9 - 1 1 3
24 Nov 84900.71 220.55 -39.55 - 2 2 2
21 Nov 85231.92 260.1 40.1 - 1 -1 0
20 Nov 85632.68 220 -80.05 - 1 1 1
11 Nov 83871.32 1250 85 - 0 0 0
10 Nov 83535.35 1250 85 - 0 0 0
7 Nov 83216.28 1250 85 - 1 -1 0
6 Nov 83311.01 1165 1.45 - 1 1 1
4 Nov 83459.15 0 0 - 0 0 0
3 Nov 83978.49 0 0 - 0 0 0
31 Oct 83938.71 0 0 - 0 0 0


For Sensex - strike price 83500 expiring on 11DEC2025

Delta for 83500 PE is -

Historical price for 83500 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 14.55, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 13623 which increased total open position to 37382


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 21.45, which was 6.2 higher than the previous day. The implied volatity was -, the open interest changed by 1481 which increased total open position to 23759


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 16.05, which was -13.4 lower than the previous day. The implied volatity was -, the open interest changed by 11185 which increased total open position to 22278


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 30.75, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 6452 which increased total open position to 11093


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 49.4, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by -227 which decreased total open position to 4641


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 48.75, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 2890 which increased total open position to 4868


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 45.4, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 1739 which increased total open position to 1978


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 59.45, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by 201 which increased total open position to 239


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 84, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 38


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 110.85, which was -177.6 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 23


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 288.45, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 220.55, which was -39.55 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 260.1, which was 40.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 220, which was -80.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 11 Nov SENSEX was trading at 83871.32. The strike last trading price was 1250, which was 85 higher 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 1250, which was 85 higher 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 1250, which was 85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 6 Nov SENSEX was trading at 83311.01. The strike last trading price was 1165, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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


On 3 Nov SENSEX was trading at 83978.49. 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 31 Oct SENSEX was trading at 83938.71. 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