[--[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 84400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 500.1 -376.05 - 1,86,615 4,662 5,229
8 Dec 85102.69 818.85 -649 - 2,156 138 567
5 Dec 85712.37 1460.25 336.95 - 908 55 429
4 Dec 85265.32 1121.25 101.85 - 296 3 374
3 Dec 85106.81 1053.9 -307.95 - 698 364 371
2 Dec 85138.27 1361.85 -339.65 - 3 2 7
1 Dec 85641.90 1537.35 408.6 - 0 0 5
28 Nov 85706.67 1537.35 408.6 - 0 0 5
27 Nov 85720.38 1537.35 408.6 - 0 0 5
26 Nov 85609.51 1537.35 408.6 - 11 -6 5
25 Nov 84587.01 1128.75 -364.4 - 56 10 11
24 Nov 84900.71 1844 -1.2 - 0 0 1
21 Nov 85231.92 1844 -1.2 - 1 0 1
20 Nov 85632.68 1236.95 -340.6 - 0 0 1
19 Nov 85186.47 1236.95 -340.6 - 1 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
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 84400 expiring on 11DEC2025

Delta for 84400 CE is -

Historical price for 84400 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 500.1, which was -376.05 lower than the previous day. The implied volatity was -, the open interest changed by 4662 which increased total open position to 5229


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 818.85, which was -649 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 567


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1460.25, which was 336.95 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 429


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1121.25, which was 101.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 374


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 1053.9, which was -307.95 lower than the previous day. The implied volatity was -, the open interest changed by 364 which increased total open position to 371


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1361.85, which was -339.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1537.35, which was 408.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1537.35, which was 408.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1537.35, which was 408.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1537.35, which was 408.6 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 5


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1128.75, which was -364.4 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 11


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1844, which was -1.2 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 1844, which was -1.2 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 1236.95, which was -340.6 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 1236.95, which was -340.6 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 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 84400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 132.15 33.25 - 8,48,140 10,655 18,416
8 Dec 85102.69 100.55 58 - 3,41,453 141 7,761
5 Dec 85712.37 40.85 -70.95 - 2,06,157 5,501 7,620
4 Dec 85265.32 117.05 -60.9 - 12,349 969 2,119
3 Dec 85106.81 170 -2.9 - 5,669 333 1,150
2 Dec 85138.27 161.9 26.55 - 1,996 741 817
1 Dec 85641.90 130.4 -20.2 - 338 17 76
28 Nov 85706.67 143.1 -75.4 - 115 55 59
27 Nov 85720.38 218.5 -32.4 - 21 -3 4
26 Nov 85609.51 466.6 -300.15 - 0 0 7
25 Nov 84587.01 466.6 -300.15 - 10 7 7
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
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 84400 expiring on 11DEC2025

Delta for 84400 PE is -

Historical price for 84400 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 132.15, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by 10655 which increased total open position to 18416


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 100.55, which was 58 higher than the previous day. The implied volatity was -, the open interest changed by 141 which increased total open position to 7761


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 40.85, which was -70.95 lower than the previous day. The implied volatity was -, the open interest changed by 5501 which increased total open position to 7620


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 117.05, which was -60.9 lower than the previous day. The implied volatity was -, the open interest changed by 969 which increased total open position to 2119


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 170, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by 333 which increased total open position to 1150


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 161.9, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by 741 which increased total open position to 817


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 130.4, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 76


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 143.1, which was -75.4 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 59


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 218.5, which was -32.4 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 4


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 466.6, which was -300.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 466.6, which was -300.15 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


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 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