[--[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 84800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 258.4 -313.5 - 10,73,003 24,219 26,915
8 Dec 85102.69 527.05 -577.85 - 57,771 2,123 2,696
5 Dec 85712.37 1097.45 278 - 10,251 -542 573
4 Dec 85265.32 807.95 54.75 - 6,326 154 1,115
3 Dec 85106.81 763.95 -183.1 - 7,652 622 961
2 Dec 85138.27 968 -451.3 - 555 327 339
1 Dec 85641.90 1452.4 47.45 - 0 0 12
28 Nov 85706.67 1452.4 47.45 - 11 11 12
27 Nov 85720.38 1404.95 38.35 - 3 -1 1
26 Nov 85609.51 1384.3 -175.4 - 0 0 2
25 Nov 84587.01 1384.3 -175.4 - 0 0 2
24 Nov 84900.71 1384.3 -175.4 - 0 0 2
21 Nov 85231.92 1384.3 -175.4 - 6 -1 2
20 Nov 85632.68 1392.55 30.15 - 0 0 3
19 Nov 85186.47 1392.55 30.15 - 6 3 3
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


For Sensex - strike price 84800 expiring on 11DEC2025

Delta for 84800 CE is -

Historical price for 84800 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 258.4, which was -313.5 lower than the previous day. The implied volatity was -, the open interest changed by 24219 which increased total open position to 26915


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 527.05, which was -577.85 lower than the previous day. The implied volatity was -, the open interest changed by 2123 which increased total open position to 2696


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1097.45, which was 278 higher than the previous day. The implied volatity was -, the open interest changed by -542 which decreased total open position to 573


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 807.95, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 1115


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 763.95, which was -183.1 lower than the previous day. The implied volatity was -, the open interest changed by 622 which increased total open position to 961


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 968, which was -451.3 lower than the previous day. The implied volatity was -, the open interest changed by 327 which increased total open position to 339


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1452.4, which was 47.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1452.4, which was 47.45 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 12


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1404.95, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1384.3, which was -175.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1384.3, which was -175.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1384.3, which was -175.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1384.3, which was -175.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1392.55, which was 30.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1392.55, which was 30.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


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


SENSEX 11DEC2025 84800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 290.4 92.7 - 11,51,532 5,343 18,561
8 Dec 85102.69 204.2 123.45 - 5,13,890 3,733 13,218
5 Dec 85712.37 75.2 -121.6 - 2,83,847 5,966 9,485
4 Dec 85265.32 205.9 -93.15 - 20,453 2,236 3,519
3 Dec 85106.81 283.95 6.9 - 10,263 701 1,283
2 Dec 85138.27 257.3 49.15 - 1,923 232 582
1 Dec 85641.90 202.6 -20.45 - 809 138 350
28 Nov 85706.67 211.15 -33.6 - 541 126 212
27 Nov 85720.38 254 -98.8 - 122 44 86
26 Nov 85609.51 352.8 -565.4 - 70 42 42
25 Nov 84587.01 719 -320.95 - 0 0 0
24 Nov 84900.71 719 -320.95 - 0 0 0
21 Nov 85231.92 719 -320.95 - 0 0 0
20 Nov 85632.68 719 -320.95 - 0 0 0
19 Nov 85186.47 719 -320.95 - 0 0 0
18 Nov 84673.02 719 -320.95 - 0 0 0
17 Nov 84950.95 719 -320.95 - 6 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


For Sensex - strike price 84800 expiring on 11DEC2025

Delta for 84800 PE is -

Historical price for 84800 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 290.4, which was 92.7 higher than the previous day. The implied volatity was -, the open interest changed by 5343 which increased total open position to 18561


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 204.2, which was 123.45 higher than the previous day. The implied volatity was -, the open interest changed by 3733 which increased total open position to 13218


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 75.2, which was -121.6 lower than the previous day. The implied volatity was -, the open interest changed by 5966 which increased total open position to 9485


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 205.9, which was -93.15 lower than the previous day. The implied volatity was -, the open interest changed by 2236 which increased total open position to 3519


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 283.95, which was 6.9 higher than the previous day. The implied volatity was -, the open interest changed by 701 which increased total open position to 1283


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 257.3, which was 49.15 higher than the previous day. The implied volatity was -, the open interest changed by 232 which increased total open position to 582


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 202.6, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 138 which increased total open position to 350


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 211.15, which was -33.6 lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 212


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 254, which was -98.8 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 86


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 352.8, which was -565.4 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 42


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 719, which was -320.95 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 719, which was -320.95 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 719, which was -320.95 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 719, which was -320.95 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 719, which was -320.95 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 719, which was -320.95 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 719, which was -320.95 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