SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 83900 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 | 909.95 | -449.25 | - | 3,345 | 322 | 516 | |||||||||
| 8 Dec | 85102.69 | 1322.4 | -610.6 | - | 95 | 24 | 194 | |||||||||
| 5 Dec | 85712.37 | 1958 | 384.45 | - | 77 | 6 | 170 | |||||||||
| 4 Dec | 85265.32 | 1564.25 | 220.25 | - | 229 | 161 | 164 | |||||||||
| 3 Dec | 85106.81 | 1344 | -225.1 | - | 6 | 3 | 3 | |||||||||
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 | |||||||||
| 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 83900 expiring on 11DEC2025
Delta for 83900 CE is -
Historical price for 83900 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 909.95, which was -449.25 lower than the previous day. The implied volatity was -, the open interest changed by 322 which increased total open position to 516
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1322.4, which was -610.6 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 194
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1958, which was 384.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 170
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1564.25, which was 220.25 higher than the previous day. The implied volatity was -, the open interest changed by 161 which increased total open position to 164
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1344, which was -225.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
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 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 83900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 38.8 | -1 | - | 4,85,959 | 16,910 | 25,196 |
| 8 Dec | 85102.69 | 39.7 | 17.3 | - | 2,45,586 | 3,272 | 8,286 |
| 5 Dec | 85712.37 | 21.8 | -30.65 | - | 1,30,450 | 3,410 | 5,014 |
| 4 Dec | 85265.32 | 56.25 | -41.75 | - | 9,651 | 1,011 | 1,604 |
| 3 Dec | 85106.81 | 87.65 | -2.75 | - | 4,157 | 377 | 593 |
| 2 Dec | 85138.27 | 84.3 | 4.95 | - | 744 | 167 | 216 |
| 1 Dec | 85641.90 | 74.4 | -8.6 | - | 83 | 49 | 49 |
| 28 Nov | 85706.67 | 424 | -235.55 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 424 | -235.55 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 424 | -235.55 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 424 | -235.55 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 424 | -235.55 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 424 | -235.55 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 424 | -235.55 | - | 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 83900 expiring on 11DEC2025
Delta for 83900 PE is -
Historical price for 83900 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 38.8, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 16910 which increased total open position to 25196
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 39.7, which was 17.3 higher than the previous day. The implied volatity was -, the open interest changed by 3272 which increased total open position to 8286
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 21.8, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 3410 which increased total open position to 5014
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 56.25, which was -41.75 lower than the previous day. The implied volatity was -, the open interest changed by 1011 which increased total open position to 1604
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 87.65, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 377 which increased total open position to 593
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 84.3, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 167 which increased total open position to 216
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 74.4, which was -8.6 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 49
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 424, which was -235.55 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 424, which was -235.55 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 424, which was -235.55 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 424, which was -235.55 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 424, which was -235.55 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 424, which was -235.55 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 424, which was -235.55 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































































































































































































































