[--[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 84600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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