[--[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 84100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 733.85 -369.55 - 17,509 494 597
8 Dec 85102.69 1074.9 -692.45 - 272 32 103
5 Dec 85712.37 1748 374.8 - 201 18 71
4 Dec 85265.32 1373.2 108.65 - 13 7 53
3 Dec 85106.81 1264.55 -152.05 - 60 46 46
2 Dec 85138.27 2118 420.6 - 0 0 0
1 Dec 85641.90 2118 420.6 - 0 0 0
28 Nov 85706.67 2118 420.6 - 0 0 0
27 Nov 85720.38 2118 420.6 - 3 -3 0
26 Nov 85609.51 1697.4 87.45 - 2 -2 3
25 Nov 84587.01 1609.95 -68.55 - 5 5 5
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
14 Nov 84562.78 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
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 84100 expiring on 11DEC2025

Delta for 84100 CE is -

Historical price for 84100 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 733.85, which was -369.55 lower than the previous day. The implied volatity was -, the open interest changed by 494 which increased total open position to 597


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1074.9, which was -692.45 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 103


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1748, which was 374.8 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 71


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1373.2, which was 108.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 53


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1264.55, which was -152.05 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 2118, which was 420.6 higher 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 2118, which was 420.6 higher 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 2118, which was 420.6 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 2118, which was 420.6 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1697.4, which was 87.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1609.95, which was -68.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


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 14 Nov SENSEX was trading at 84562.78. 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 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 84100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 66.55 9.2 - 5,78,582 6,109 13,575
8 Dec 85102.69 58.2 29.95 - 2,85,793 999 7,466
5 Dec 85712.37 28 -42.85 - 1,42,254 4,590 6,467
4 Dec 85265.32 73.85 -52.55 - 12,446 1,432 1,877
3 Dec 85106.81 114.75 0 - 2,988 182 445
2 Dec 85138.27 110.5 14.8 - 887 101 263
1 Dec 85641.90 92.1 -17.75 - 303 55 162
28 Nov 85706.67 105.1 -50.55 - 232 107 107
27 Nov 85720.38 345.1 81.05 - 0 0 0
26 Nov 85609.51 345.1 81.05 - 0 0 0
25 Nov 84587.01 345.1 81.05 - 0 0 0
24 Nov 84900.71 345.1 81.05 - 0 0 0
21 Nov 85231.92 345.1 81.05 - 2 -1 0
20 Nov 85632.68 970 95.45 - 0 0 1
19 Nov 85186.47 970 95.45 - 0 0 1
18 Nov 84673.02 970 95.45 - 1 1 1
14 Nov 84562.78 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
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 84100 expiring on 11DEC2025

Delta for 84100 PE is -

Historical price for 84100 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 66.55, which was 9.2 higher than the previous day. The implied volatity was -, the open interest changed by 6109 which increased total open position to 13575


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 58.2, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 999 which increased total open position to 7466


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 28, which was -42.85 lower than the previous day. The implied volatity was -, the open interest changed by 4590 which increased total open position to 6467


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 73.85, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by 1432 which increased total open position to 1877


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 114.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 182 which increased total open position to 445


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 110.5, which was 14.8 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 263


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 92.1, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 162


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 105.1, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by 107 which increased total open position to 107


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 345.1, which was 81.05 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 345.1, which was 81.05 higher 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 345.1, which was 81.05 higher 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 345.1, which was 81.05 higher 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 345.1, which was 81.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 970, which was 95.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 970, which was 95.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 970, which was 95.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 14 Nov SENSEX was trading at 84562.78. 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 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