SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84300 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 | 573.65 | -369.5 | - | 77,999 | 1,110 | 1,632 | |||||||||
| 8 Dec | 85102.69 | 904 | -665.65 | - | 1,021 | 35 | 522 | |||||||||
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| 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: -
|
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| 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































































































































































































































