SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84700 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































