[--[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 83600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1185.1 -477.8 - 2,035 168 219
8 Dec 85102.69 1662.9 -578.65 - 83 29 51
5 Dec 85712.37 2241.55 369.2 - 19 6 22
4 Dec 85265.32 1873.65 323.65 - 34 15 16
3 Dec 85106.81 1550 -260.6 - 1 1 1
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
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
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 83600 expiring on 11DEC2025

Delta for 83600 CE is -

Historical price for 83600 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1185.1, which was -477.8 lower than the previous day. The implied volatity was -, the open interest changed by 168 which increased total open position to 219


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1662.9, which was -578.65 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 51


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2241.55, which was 369.2 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 22


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1873.65, which was 323.65 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 16


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1550, which was -260.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 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


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 83600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 17.9 -6.65 - 3,04,528 10,189 17,366
8 Dec 85102.69 24.65 8 - 1,63,635 3,516 7,177
5 Dec 85712.37 16.9 -17.55 - 91,281 2,248 3,661
4 Dec 85265.32 35.95 -27.15 - 9,043 756 1,413
3 Dec 85106.81 56.95 -5.75 - 2,566 298 657
2 Dec 85138.27 56.2 4.65 - 741 336 359
1 Dec 85641.90 51.3 -10.7 - 60 21 23
28 Nov 85706.67 62 -27.3 - 4 2 2
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
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 83600 expiring on 11DEC2025

Delta for 83600 PE is -

Historical price for 83600 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 17.9, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 10189 which increased total open position to 17366


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 24.65, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 3516 which increased total open position to 7177


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 16.9, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by 2248 which increased total open position to 3661


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 35.95, which was -27.15 lower than the previous day. The implied volatity was -, the open interest changed by 756 which increased total open position to 1413


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 56.95, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 298 which increased total open position to 657


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 56.2, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 336 which increased total open position to 359


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 51.3, which was -10.7 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 23


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 62, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


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 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