[--[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 83700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 1088.5 -366.75 - 1,377 77 142
8 Dec 85102.69 1444.35 -694.7 - 68 15 65
5 Dec 85712.37 2142.95 447.45 - 85 44 50
4 Dec 85265.32 1695.5 174.35 - 5 4 6
3 Dec 85106.81 1521.15 -578.85 - 3 1 2
2 Dec 85138.27 2100 -152.95 - 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
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 83700 expiring on 11DEC2025

Delta for 83700 CE is -

Historical price for 83700 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 1088.5, which was -366.75 lower than the previous day. The implied volatity was -, the open interest changed by 77 which increased total open position to 142


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1444.35, which was -694.7 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 65


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 2142.95, which was 447.45 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 50


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1695.5, which was 174.35 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1521.15, which was -578.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2100, which was -152.95 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 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 83700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 22.6 -6.45 - 4,03,342 18,894 26,702
8 Dec 85102.69 29 11.3 - 1,90,612 61 7,808
5 Dec 85712.37 17.8 -21.8 - 1,33,758 5,724 7,747
4 Dec 85265.32 42.05 -28.8 - 16,172 1,430 2,023
3 Dec 85106.81 64.5 -4 - 2,118 460 593
2 Dec 85138.27 62.9 4.35 - 429 100 133
1 Dec 85641.90 58.6 -4.75 - 61 23 33
28 Nov 85706.67 124.95 0 - 0 0 10
27 Nov 85720.38 124.95 0 - 10 10 10
26 Nov 85609.51 394 -196.3 - 0 0 0
25 Nov 84587.01 394 -196.3 - 0 0 0
24 Nov 84900.71 394 -196.3 - 0 0 0
21 Nov 85231.92 394 -196.3 - 0 0 0
20 Nov 85632.68 394 -196.3 - 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 83700 expiring on 11DEC2025

Delta for 83700 PE is -

Historical price for 83700 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 22.6, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 18894 which increased total open position to 26702


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 29, which was 11.3 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 7808


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 17.8, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 5724 which increased total open position to 7747


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 42.05, which was -28.8 lower than the previous day. The implied volatity was -, the open interest changed by 1430 which increased total open position to 2023


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 64.5, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 460 which increased total open position to 593


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 62.9, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 133


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 58.6, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 33


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 124.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 124.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 394, which was -196.3 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 394, which was -196.3 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 394, which was -196.3 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 394, which was -196.3 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 394, which was -196.3 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