SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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: -
|
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| 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































































































































































































































