SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83500 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































