SENSEX
Sensex
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































































































































































































































