[--[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 84000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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