SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84000 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 | 818.45 | -411.3 | - | 48,269 | 2,453 | 3,987 | |||||||||
| 8 Dec | 85102.69 | 1180.5 | -670.2 | - | 4,077 | -70 | 1,534 | |||||||||
| 5 Dec | 85712.37 | 1838.85 | 358.85 | - | 1,989 | -27 | 1,604 | |||||||||
| 4 Dec | 85265.32 | 1456.6 | 98.45 | - | 1,394 | 430 | 1,631 | |||||||||
| 3 Dec | 85106.81 | 1373 | -180.2 | - | 1,810 | 603 | 1,201 | |||||||||
| 2 Dec | 85138.27 | 1591.1 | -350.7 | - | 1,104 | 136 | 598 | |||||||||
| 1 Dec | 85641.90 | 1967.6 | -5.5 | - | 517 | 462 | 462 | |||||||||
| 28 Nov | 85706.67 | 1687.1 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 85720.38 | 1687.1 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 85609.51 | 1687.1 | 6.15 | - | 10 | -10 | 0 | |||||||||
| 25 Nov | 84587.01 | 1680.95 | -62.1 | - | 26 | 10 | 10 | |||||||||
| 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 | |||||||||
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 83978.49 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84000 expiring on 11DEC2025
Delta for 84000 CE is -
Historical price for 84000 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 818.45, which was -411.3 lower than the previous day. The implied volatity was -, the open interest changed by 2453 which increased total open position to 3987
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1180.5, which was -670.2 lower than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 1534
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1838.85, which was 358.85 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 1604
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1456.6, which was 98.45 higher than the previous day. The implied volatity was -, the open interest changed by 430 which increased total open position to 1631
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1373, which was -180.2 lower than the previous day. The implied volatity was -, the open interest changed by 603 which increased total open position to 1201
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1591.1, which was -350.7 lower than the previous day. The implied volatity was -, the open interest changed by 136 which increased total open position to 598
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1967.6, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 462 which increased total open position to 462
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1687.1, which was 6.15 higher 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 1687.1, which was 6.15 higher 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 1687.1, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1680.95, which was -62.1 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 19 Nov SENSEX was trading at 85186.47. 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 18 Nov SENSEX was trading at 84673.02. 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 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 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 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 30 Oct SENSEX was trading at 84404.46. 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 84000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 51.4 | 3.25 | - | 11,52,037 | 31,517 | 64,301 |
| 8 Dec | 85102.69 | 48.25 | 23.6 | - | 6,17,950 | -1,444 | 32,784 |
| 5 Dec | 85712.37 | 24.5 | -36.85 | - | 4,09,873 | 24,457 | 34,228 |
| 4 Dec | 85265.32 | 64.65 | -42.35 | - | 63,159 | 3,075 | 9,771 |
| 3 Dec | 85106.81 | 99 | -4.55 | - | 35,719 | 2,690 | 6,696 |
| 2 Dec | 85138.27 | 93 | 9.85 | - | 16,037 | 903 | 4,006 |
| 1 Dec | 85641.90 | 81.6 | -13.75 | - | 13,547 | -79 | 3,103 |
| 28 Nov | 85706.67 | 86.4 | -40.5 | - | 5,251 | 2,979 | 3,182 |
| 27 Nov | 85720.38 | 121 | -66.1 | - | 362 | 110 | 203 |
| 26 Nov | 85609.51 | 183.25 | -186.3 | - | 136 | 70 | 93 |
| 25 Nov | 84587.01 | 375.05 | 17 | - | 60 | 13 | 23 |
| 24 Nov | 84900.71 | 365.55 | 48.3 | - | 10 | 1 | 10 |
| 21 Nov | 85231.92 | 505.25 | -332.4 | - | 0 | 0 | 9 |
| 20 Nov | 85632.68 | 505.25 | -332.4 | - | 0 | 0 | 9 |
| 19 Nov | 85186.47 | 505.25 | -332.4 | - | 0 | 0 | 9 |
| 18 Nov | 84673.02 | 505.25 | -332.4 | - | 9 | 9 | 9 |
| 13 Nov | 84478.67 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 84466.51 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 83871.32 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 83535.35 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 83978.49 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 83938.71 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 84404.46 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 84211.88 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 84000 expiring on 11DEC2025
Delta for 84000 PE is -
Historical price for 84000 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 51.4, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 31517 which increased total open position to 64301
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 48.25, which was 23.6 higher than the previous day. The implied volatity was -, the open interest changed by -1444 which decreased total open position to 32784
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 24.5, which was -36.85 lower than the previous day. The implied volatity was -, the open interest changed by 24457 which increased total open position to 34228
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 64.65, which was -42.35 lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 9771
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 99, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by 2690 which increased total open position to 6696
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 93, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 903 which increased total open position to 4006
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 81.6, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 3103
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 86.4, which was -40.5 lower than the previous day. The implied volatity was -, the open interest changed by 2979 which increased total open position to 3182
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 121, which was -66.1 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 203
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 183.25, which was -186.3 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 93
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 375.05, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 23
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 365.55, which was 48.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 505.25, which was -332.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 505.25, which was -332.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 505.25, which was -332.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 505.25, which was -332.4 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 13 Nov SENSEX was trading at 84478.67. 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 12 Nov SENSEX was trading at 84466.51. 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 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 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 30 Oct SENSEX was trading at 84404.46. 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































































































































































































































