[--[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 84300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 573.65 -369.5 - 77,999 1,110 1,632
8 Dec 85102.69 904 -665.65 - 1,021 35 522
5 Dec 85712.37 1560.6 342.15 - 790 123 487
4 Dec 85265.32 1204.05 102.7 - 199 6 364
3 Dec 85106.81 1118.3 -293.85 - 582 348 358
2 Dec 85138.27 1412.15 -257.85 - 2 0 10
1 Dec 85641.90 1670 -190 - 5 2 10
28 Nov 85706.67 1860 -93.05 - 5 2 8
27 Nov 85720.38 1953.05 326.95 - 2 0 6
26 Nov 85609.51 1626.1 232.65 - 13 -9 6
25 Nov 84587.01 1393.45 -160.1 - 117 14 15
24 Nov 84900.71 1918.4 -1.85 - 0 0 1
21 Nov 85231.92 1918.4 -1.85 - 1 0 1
20 Nov 85632.68 1543.95 -90.5 - 0 0 1
19 Nov 85186.47 1543.95 -90.5 - 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
27 Oct 84778.84 0 0 - 0 0 0
24 Oct 84211.88 0 0 - 0 0 0


For Sensex - strike price 84300 expiring on 11DEC2025

Delta for 84300 CE is -

Historical price for 84300 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 573.65, which was -369.5 lower than the previous day. The implied volatity was -, the open interest changed by 1110 which increased total open position to 1632


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 904, which was -665.65 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 522


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1560.6, which was 342.15 higher than the previous day. The implied volatity was -, the open interest changed by 123 which increased total open position to 487


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1204.05, which was 102.7 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 364


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1118.3, which was -293.85 lower than the previous day. The implied volatity was -, the open interest changed by 348 which increased total open position to 358


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1412.15, which was -257.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1670, which was -190 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1860, which was -93.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1953.05, which was 326.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1626.1, which was 232.65 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 6


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1393.45, which was -160.1 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1918.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1918.4, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1543.95, which was -90.5 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 1543.95, which was -90.5 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 27 Oct SENSEX was trading at 84778.84. 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 84300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 106.2 23.45 - 7,78,480 7,534 19,798
8 Dec 85102.69 83.85 46.15 - 3,36,663 3,965 12,264
5 Dec 85712.37 35 -61 - 2,08,405 6,918 8,299
4 Dec 85265.32 101.65 -55.65 - 10,322 719 1,381
3 Dec 85106.81 148.15 -6.45 - 4,295 347 662
2 Dec 85138.27 143.4 23.75 - 1,958 181 315
1 Dec 85641.90 115.2 -20.6 - 336 66 134
28 Nov 85706.67 132.4 -58.85 - 125 68 68
27 Nov 85720.38 534 -280.5 - 0 0 0
26 Nov 85609.51 534 -280.5 - 0 0 0
25 Nov 84587.01 534 -280.5 - 0 0 0
24 Nov 84900.71 534 -280.5 - 0 0 0
21 Nov 85231.92 534 -280.5 - 0 0 0
20 Nov 85632.68 534 -280.5 - 0 0 0
19 Nov 85186.47 534 -280.5 - 0 0 0
18 Nov 84673.02 534 -280.5 - 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
27 Oct 84778.84 0 0 - 0 0 0
24 Oct 84211.88 0 0 - 0 0 0


For Sensex - strike price 84300 expiring on 11DEC2025

Delta for 84300 PE is -

Historical price for 84300 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 106.2, which was 23.45 higher than the previous day. The implied volatity was -, the open interest changed by 7534 which increased total open position to 19798


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 83.85, which was 46.15 higher than the previous day. The implied volatity was -, the open interest changed by 3965 which increased total open position to 12264


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 35, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by 6918 which increased total open position to 8299


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 101.65, which was -55.65 lower than the previous day. The implied volatity was -, the open interest changed by 719 which increased total open position to 1381


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 148.15, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 347 which increased total open position to 662


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 143.4, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by 181 which increased total open position to 315


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 115.2, which was -20.6 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 134


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 132.4, which was -58.85 lower than the previous day. The implied volatity was -, the open interest changed by 68 which increased total open position to 68


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 534, which was -280.5 lower 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 534, which was -280.5 lower 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 534, which was -280.5 lower 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 534, which was -280.5 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 534, which was -280.5 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 534, which was -280.5 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 534, which was -280.5 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 534, which was -280.5 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 27 Oct SENSEX was trading at 84778.84. 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