[--[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 84500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 432.35 -361.85 - 7,05,503 13,926 16,594
8 Dec 85102.69 742.95 -637.6 - 28,237 1,106 2,668
5 Dec 85712.37 1364.9 307.35 - 7,869 -142 1,562
4 Dec 85265.32 1029.9 72.8 - 4,731 -125 1,704
3 Dec 85106.81 971.5 -197.1 - 4,537 1,423 1,829
2 Dec 85138.27 1184 -340.85 - 396 101 406
1 Dec 85641.90 1532.7 -149.15 - 208 99 305
28 Nov 85706.67 1687 9 - 178 31 206
27 Nov 85720.38 1682 56.05 - 29 -15 175
26 Nov 85609.51 1625.95 442.4 - 172 -78 190
25 Nov 84587.01 1010 -424.2 - 701 257 268
24 Nov 84900.71 1422.4 29.7 - 0 0 11
21 Nov 85231.92 1422.4 29.7 - 0 0 11
20 Nov 85632.68 1422.4 29.7 - 0 0 11
19 Nov 85186.47 1422.4 29.7 - 0 0 11
18 Nov 84673.02 1422.4 29.7 - 7 7 11
17 Nov 84950.95 1392.7 70.9 - 4 4 4
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
30 Oct 84404.46 0 0 - 0 0 0
29 Oct 84997.13 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 84500 expiring on 11DEC2025

Delta for 84500 CE is -

Historical price for 84500 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 432.35, which was -361.85 lower than the previous day. The implied volatity was -, the open interest changed by 13926 which increased total open position to 16594


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 742.95, which was -637.6 lower than the previous day. The implied volatity was -, the open interest changed by 1106 which increased total open position to 2668


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1364.9, which was 307.35 higher than the previous day. The implied volatity was -, the open interest changed by -142 which decreased total open position to 1562


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 1029.9, which was 72.8 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 1704


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 971.5, which was -197.1 lower than the previous day. The implied volatity was -, the open interest changed by 1423 which increased total open position to 1829


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1184, which was -340.85 lower than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 406


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1532.7, which was -149.15 lower than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 305


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1687, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 206


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1682, which was 56.05 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 175


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1625.95, which was 442.4 higher than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 190


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1010, which was -424.2 lower than the previous day. The implied volatity was -, the open interest changed by 257 which increased total open position to 268


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1422.4, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1422.4, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1422.4, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1422.4, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1422.4, which was 29.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 11


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 1392.7, which was 70.9 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


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 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 29 Oct SENSEX was trading at 84997.13. 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 84500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 164.15 46.6 - 16,45,038 6,186 38,815
8 Dec 85102.69 120.4 70.75 - 7,16,410 7,167 32,629
5 Dec 85712.37 47.05 -81.65 - 4,33,718 14,463 25,462
4 Dec 85265.32 133.3 -72.95 - 55,187 5,797 10,999
3 Dec 85106.81 194.85 1.8 - 24,846 875 5,202
2 Dec 85138.27 176.4 26.2 - 9,808 2,133 4,327
1 Dec 85641.90 146.9 -14.45 - 8,517 1,559 2,194
28 Nov 85706.67 152.15 -49.75 - 1,943 202 635
27 Nov 85720.38 200 -80.6 - 360 103 433
26 Nov 85609.51 275 -268.25 - 390 21 330
25 Nov 84587.01 541.05 53.4 - 514 269 309
24 Nov 84900.71 522 44.65 - 29 15 40
21 Nov 85231.92 467.55 71.25 - 36 5 25
20 Nov 85632.68 396.3 -185.35 - 26 20 20
19 Nov 85186.47 0 0 - 0 0 0
18 Nov 84673.02 0 0 - 0 0 0
17 Nov 84950.95 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
30 Oct 84404.46 0 0 - 0 0 0
29 Oct 84997.13 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 84500 expiring on 11DEC2025

Delta for 84500 PE is -

Historical price for 84500 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 164.15, which was 46.6 higher than the previous day. The implied volatity was -, the open interest changed by 6186 which increased total open position to 38815


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 120.4, which was 70.75 higher than the previous day. The implied volatity was -, the open interest changed by 7167 which increased total open position to 32629


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 47.05, which was -81.65 lower than the previous day. The implied volatity was -, the open interest changed by 14463 which increased total open position to 25462


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 133.3, which was -72.95 lower than the previous day. The implied volatity was -, the open interest changed by 5797 which increased total open position to 10999


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 194.85, which was 1.8 higher than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 5202


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 176.4, which was 26.2 higher than the previous day. The implied volatity was -, the open interest changed by 2133 which increased total open position to 4327


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 146.9, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 1559 which increased total open position to 2194


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 152.15, which was -49.75 lower than the previous day. The implied volatity was -, the open interest changed by 202 which increased total open position to 635


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 200, which was -80.6 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 433


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 275, which was -268.25 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 330


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 541.05, which was 53.4 higher than the previous day. The implied volatity was -, the open interest changed by 269 which increased total open position to 309


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 522, which was 44.65 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 40


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 467.55, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 25


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 396.3, which was -185.35 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20


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 17 Nov SENSEX was trading at 84950.95. 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 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 29 Oct SENSEX was trading at 84997.13. 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