[--[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 84700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 310.7 -330.3 - 9,81,672 19,703 21,161
8 Dec 85102.69 598.4 -597.05 - 23,579 874 1,458
5 Dec 85712.37 1184.45 292.65 - 5,190 -340 584
4 Dec 85265.32 888.45 71.2 - 1,919 133 924
3 Dec 85106.81 818.8 -197.05 - 1,882 482 791
2 Dec 85138.27 1044.2 -443.2 - 481 301 309
1 Dec 85641.90 1542.1 -33.35 - 0 0 8
28 Nov 85706.67 1542.1 -33.35 - 11 4 8
27 Nov 85720.38 1575.45 132.05 - 1 1 4
26 Nov 85609.51 1443.4 525.4 - 51 -12 3
25 Nov 84587.01 921.75 -333.8 - 77 8 15
24 Nov 84900.71 1250.5 -324.2 - 7 3 7
21 Nov 85231.92 1574.7 -54.1 - 8 0 4
20 Nov 85632.68 1391.2 -23.1 - 0 0 4
19 Nov 85186.47 1391.2 -23.1 - 6 4 4
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 84700 expiring on 11DEC2025

Delta for 84700 CE is -

Historical price for 84700 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 310.7, which was -330.3 lower than the previous day. The implied volatity was -, the open interest changed by 19703 which increased total open position to 21161


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 598.4, which was -597.05 lower than the previous day. The implied volatity was -, the open interest changed by 874 which increased total open position to 1458


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1184.45, which was 292.65 higher than the previous day. The implied volatity was -, the open interest changed by -340 which decreased total open position to 584


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 888.45, which was 71.2 higher than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 924


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 818.8, which was -197.05 lower than the previous day. The implied volatity was -, the open interest changed by 482 which increased total open position to 791


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 1044.2, which was -443.2 lower than the previous day. The implied volatity was -, the open interest changed by 301 which increased total open position to 309


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1542.1, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1542.1, which was -33.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1575.45, which was 132.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1443.4, which was 525.4 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 3


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 921.75, which was -333.8 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 15


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1250.5, which was -324.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1574.7, which was -54.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1391.2, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1391.2, which was -23.1 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


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


SENSEX 11DEC2025 84700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 241.05 74.6 - 12,96,134 11,663 25,293
8 Dec 85102.69 170.95 102.3 - 5,10,777 5,441 13,630
5 Dec 85712.37 64.4 -107.25 - 2,85,137 5,726 8,189
4 Dec 85265.32 175.8 -90.9 - 13,334 1,386 2,463
3 Dec 85106.81 250 8.2 - 5,124 114 1,077
2 Dec 85138.27 227 39.55 - 1,759 304 963
1 Dec 85641.90 180.05 -19.6 - 679 200 659
28 Nov 85706.67 188 -57.65 - 842 413 459
27 Nov 85720.38 245.6 -74.75 - 39 -7 46
26 Nov 85609.51 320.85 -195.2 - 208 51 53
25 Nov 84587.01 516.05 -377.25 - 8 -2 2
24 Nov 84900.71 467.65 -0.95 - 0 0 4
21 Nov 85231.92 467.65 -0.95 - 4 1 4
20 Nov 85632.68 468.6 -186.35 - 4 1 3
19 Nov 85186.47 823.2 -295.85 - 0 0 2
18 Nov 84673.02 823.2 -295.85 - 3 2 2
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 84700 expiring on 11DEC2025

Delta for 84700 PE is -

Historical price for 84700 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 241.05, which was 74.6 higher than the previous day. The implied volatity was -, the open interest changed by 11663 which increased total open position to 25293


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 170.95, which was 102.3 higher than the previous day. The implied volatity was -, the open interest changed by 5441 which increased total open position to 13630


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 64.4, which was -107.25 lower than the previous day. The implied volatity was -, the open interest changed by 5726 which increased total open position to 8189


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 175.8, which was -90.9 lower than the previous day. The implied volatity was -, the open interest changed by 1386 which increased total open position to 2463


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 250, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 1077


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 227, which was 39.55 higher than the previous day. The implied volatity was -, the open interest changed by 304 which increased total open position to 963


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 180.05, which was -19.6 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 659


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 188, which was -57.65 lower than the previous day. The implied volatity was -, the open interest changed by 413 which increased total open position to 459


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 245.6, which was -74.75 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 46


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 320.85, which was -195.2 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 53


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 516.05, which was -377.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 467.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 467.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 468.6, which was -186.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 823.2, which was -295.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 823.2, which was -295.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


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