SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83800 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































