SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84200 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 | 654 | -370.6 | - | 42,142 | 1,958 | 2,198 | |||||||||
| 8 Dec | 85102.69 | 986.6 | -681.85 | - | 587 | 0 | 240 | |||||||||
| 5 Dec | 85712.37 | 1649.25 | 353 | - | 508 | 18 | 240 | |||||||||
| 4 Dec | 85265.32 | 1280 | 68.4 | - | 208 | 46 | 222 | |||||||||
| 3 Dec | 85106.81 | 1211.65 | -153.35 | - | 366 | 144 | 176 | |||||||||
| 2 Dec | 85138.27 | 1365 | -487 | - | 53 | 18 | 32 | |||||||||
| 1 Dec | 85641.90 | 2045.85 | 49.8 | - | 0 | 0 | 14 | |||||||||
| 28 Nov | 85706.67 | 2045.85 | 49.8 | - | 1 | 0 | 14 | |||||||||
| 27 Nov | 85720.38 | 1996.05 | 272.05 | - | 4 | -1 | 14 | |||||||||
| 26 Nov | 85609.51 | 1724 | 491.35 | - | 14 | -3 | 15 | |||||||||
| 25 Nov | 84587.01 | 1232.65 | -382.7 | - | 26 | 18 | 18 | |||||||||
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| 24 Nov | 84900.71 | 1996.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 1996.7 | 0 | - | 1 | -1 | 0 | |||||||||
| 20 Nov | 85632.68 | 1607.5 | -85.1 | - | 0 | 0 | 1 | |||||||||
| 19 Nov | 85186.47 | 1607.5 | -85.1 | - | 2 | 1 | 1 | |||||||||
| 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 84200 expiring on 11DEC2025
Delta for 84200 CE is -
Historical price for 84200 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 654, which was -370.6 lower than the previous day. The implied volatity was -, the open interest changed by 1958 which increased total open position to 2198
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 986.6, which was -681.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 240
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1649.25, which was 353 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 240
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1280, which was 68.4 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 222
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1211.65, which was -153.35 lower than the previous day. The implied volatity was -, the open interest changed by 144 which increased total open position to 176
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1365, which was -487 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 32
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 2045.85, which was 49.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 2045.85, which was 49.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1996.05, which was 272.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1724, which was 491.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1232.65, which was -382.7 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1996.7, 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 1996.7, which was 0 lower 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 1607.5, which was -85.1 lower 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 1607.5, which was -85.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 84200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 84.55 | 17.6 | - | 6,74,884 | 9,160 | 17,996 |
| 8 Dec | 85102.69 | 69.55 | 37.05 | - | 3,55,520 | -2,065 | 8,836 |
| 5 Dec | 85712.37 | 32.4 | -50.05 | - | 2,09,941 | 8,673 | 10,901 |
| 4 Dec | 85265.32 | 85.8 | -54.45 | - | 15,763 | 1,558 | 2,228 |
| 3 Dec | 85106.81 | 127.3 | -5.85 | - | 3,697 | 178 | 670 |
| 2 Dec | 85138.27 | 123.9 | 16.6 | - | 1,239 | 298 | 492 |
| 1 Dec | 85641.90 | 103 | -23.1 | - | 211 | 53 | 194 |
| 28 Nov | 85706.67 | 112.55 | -23.9 | - | 289 | 127 | 141 |
| 27 Nov | 85720.38 | 136.45 | -112.05 | - | 8 | -2 | 14 |
| 26 Nov | 85609.51 | 248.5 | -184.35 | - | 38 | -24 | 16 |
| 25 Nov | 84587.01 | 432.85 | -256.6 | - | 151 | 40 | 40 |
| 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 84200 expiring on 11DEC2025
Delta for 84200 PE is -
Historical price for 84200 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 84.55, which was 17.6 higher than the previous day. The implied volatity was -, the open interest changed by 9160 which increased total open position to 17996
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 69.55, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by -2065 which decreased total open position to 8836
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 32.4, which was -50.05 lower than the previous day. The implied volatity was -, the open interest changed by 8673 which increased total open position to 10901
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 85.8, which was -54.45 lower than the previous day. The implied volatity was -, the open interest changed by 1558 which increased total open position to 2228
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 127.3, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 178 which increased total open position to 670
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 123.9, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 298 which increased total open position to 492
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 103, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 194
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 112.55, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 127 which increased total open position to 141
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 136.45, which was -112.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 248.5, which was -184.35 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 16
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 432.85, which was -256.6 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
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































































































































































































































