SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84400 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































