SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84600 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 | 368.65 | -346.35 | - | 6,22,924 | 10,178 | 11,801 | |||||||||
| 8 Dec | 85102.69 | 669.75 | -626.3 | - | 10,215 | 735 | 1,623 | |||||||||
| 5 Dec | 85712.37 | 1275.25 | 305.25 | - | 2,228 | 57 | 888 | |||||||||
| 4 Dec | 85265.32 | 938.8 | 48.8 | - | 905 | 44 | 831 | |||||||||
| 3 Dec | 85106.81 | 903.6 | -202.45 | - | 2,183 | 596 | 787 | |||||||||
| 2 Dec | 85138.27 | 1118.85 | -406.3 | - | 246 | 184 | 191 | |||||||||
| 1 Dec | 85641.90 | 1525.15 | -87.5 | - | 3 | 2 | 7 | |||||||||
| 28 Nov | 85706.67 | 1612.65 | 71.7 | - | 3 | -1 | 5 | |||||||||
| 27 Nov | 85720.38 | 1540.95 | -79.75 | - | 2 | -1 | 6 | |||||||||
| 26 Nov | 85609.51 | 1620.7 | 628.8 | - | 13 | -3 | 7 | |||||||||
| 25 Nov | 84587.01 | 959.3 | -417.35 | - | 75 | 10 | 10 | |||||||||
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| 24 Nov | 84900.71 | 1624.25 | -175.75 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 85231.92 | 1624.25 | -175.75 | - | 9 | 0 | 0 | |||||||||
| 20 Nov | 85632.68 | 1800 | 343.3 | - | 1 | -1 | 0 | |||||||||
| 19 Nov | 85186.47 | 1456.7 | -243.3 | - | 5 | 0 | 1 | |||||||||
| 18 Nov | 84673.02 | 1700 | -45.7 | - | 1 | 1 | 1 | |||||||||
| 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 84600 expiring on 11DEC2025
Delta for 84600 CE is -
Historical price for 84600 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 368.65, which was -346.35 lower than the previous day. The implied volatity was -, the open interest changed by 10178 which increased total open position to 11801
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 669.75, which was -626.3 lower than the previous day. The implied volatity was -, the open interest changed by 735 which increased total open position to 1623
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1275.25, which was 305.25 higher than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 888
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 938.8, which was 48.8 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 831
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 903.6, which was -202.45 lower than the previous day. The implied volatity was -, the open interest changed by 596 which increased total open position to 787
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1118.85, which was -406.3 lower than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 191
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1525.15, which was -87.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1612.65, which was 71.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1540.95, which was -79.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1620.7, which was 628.8 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 7
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 959.3, which was -417.35 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1624.25, which was -175.75 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 1624.25, which was -175.75 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 1800, which was 343.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1456.7, which was -243.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1700, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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
| SENSEX 11DEC2025 84600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 200.8 | 59.4 | - | 11,29,844 | 12,640 | 22,099 |
| 8 Dec | 85102.69 | 144 | 85.35 | - | 4,12,148 | 3,508 | 9,459 |
| 5 Dec | 85712.37 | 55 | -94.75 | - | 1,97,754 | 3,758 | 5,951 |
| 4 Dec | 85265.32 | 153 | -81.95 | - | 12,491 | 1,349 | 2,193 |
| 3 Dec | 85106.81 | 220.45 | 5.85 | - | 5,164 | 309 | 844 |
| 2 Dec | 85138.27 | 204.75 | 36.1 | - | 1,679 | 405 | 535 |
| 1 Dec | 85641.90 | 162.2 | -14.75 | - | 285 | 57 | 130 |
| 28 Nov | 85706.67 | 168.4 | -68.1 | - | 288 | 18 | 73 |
| 27 Nov | 85720.38 | 236.5 | -63.95 | - | 55 | 55 | 55 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 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 84600 expiring on 11DEC2025
Delta for 84600 PE is -
Historical price for 84600 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 200.8, which was 59.4 higher than the previous day. The implied volatity was -, the open interest changed by 12640 which increased total open position to 22099
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 144, which was 85.35 higher than the previous day. The implied volatity was -, the open interest changed by 3508 which increased total open position to 9459
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 55, which was -94.75 lower than the previous day. The implied volatity was -, the open interest changed by 3758 which increased total open position to 5951
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 153, which was -81.95 lower than the previous day. The implied volatity was -, the open interest changed by 1349 which increased total open position to 2193
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 220.45, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by 309 which increased total open position to 844
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 204.75, which was 36.1 higher than the previous day. The implied volatity was -, the open interest changed by 405 which increased total open position to 535
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 162.2, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 130
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 168.4, which was -68.1 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 73
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 236.5, which was -63.95 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 55
On 26 Nov SENSEX was trading at 85609.51. 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 25 Nov SENSEX was trading at 84587.01. 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 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 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































































































































































































































