SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84800 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 | 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 | |||||||||
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| 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: -
|
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| 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































































































































































































































