[--[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 84200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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