SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83700 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































