[--[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 83800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 999.5 -398.5 - 2,822 238 268
8 Dec 85102.69 1398 -598.45 - 31 -2 30
5 Dec 85712.37 1996.45 324.35 - 87 23 32
4 Dec 85265.32 1655.8 112.75 - 14 2 9
3 Dec 85106.81 1547.1 -282.9 - 10 3 7
2 Dec 85138.27 1830 -340.15 - 3 3 4
1 Dec 85641.90 2366.25 490.1 - 0 0 1
28 Nov 85706.67 2366.25 490.1 - 0 0 1
27 Nov 85720.38 2366.25 490.1 - 0 0 1
26 Nov 85609.51 2366.25 490.1 - 0 0 1
25 Nov 84587.01 2366.25 490.1 - 1 1 1
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
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
24 Oct 84211.88 0 0 - 0 0 0


For Sensex - strike price 83800 expiring on 11DEC2025

Delta for 83800 CE is -

Historical price for 83800 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 999.5, which was -398.5 lower than the previous day. The implied volatity was -, the open interest changed by 238 which increased total open position to 268


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1398, which was -598.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 30


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1996.45, which was 324.35 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 32


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1655.8, which was 112.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1547.1, which was -282.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1830, which was -340.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2366.25, which was 490.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2366.25, which was 490.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 2366.25, which was 490.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 2366.25, which was 490.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 2366.25, which was 490.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 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


On 24 Oct SENSEX was trading at 84211.88. 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 83800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 29.85 -3.75 - 4,89,584 20,973 31,242
8 Dec 85102.69 33.5 13.5 - 2,28,440 4,180 10,269
5 Dec 85712.37 20.6 -24.95 - 1,21,294 4,039 6,089
4 Dec 85265.32 47 -33.5 - 11,687 1,647 2,050
3 Dec 85106.81 74 -8.3 - 2,067 199 403
2 Dec 85138.27 70.85 2.85 - 598 170 204
1 Dec 85641.90 62.6 -10.05 - 87 34 34
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
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
24 Oct 84211.88 0 0 - 0 0 0


For Sensex - strike price 83800 expiring on 11DEC2025

Delta for 83800 PE is -

Historical price for 83800 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 29.85, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 20973 which increased total open position to 31242


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 33.5, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 4180 which increased total open position to 10269


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 20.6, which was -24.95 lower than the previous day. The implied volatity was -, the open interest changed by 4039 which increased total open position to 6089


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 47, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 1647 which increased total open position to 2050


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 74, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 403


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 70.85, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 204


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 62.6, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34


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 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


On 24 Oct SENSEX was trading at 84211.88. 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