SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 84900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 212.05 | -307.45 | - | 9,12,164 | 17,117 | 22,529 | |||||||||
| 8 Dec | 85102.69 | 462.4 | -562.35 | - | 1,40,131 | 4,855 | 5,412 | |||||||||
| 5 Dec | 85712.37 | 1006.05 | 259.9 | - | 21,568 | -275 | 557 | |||||||||
| 4 Dec | 85265.32 | 744.35 | 56.8 | - | 9,083 | 118 | 832 | |||||||||
| 3 Dec | 85106.81 | 690.85 | -186.4 | - | 7,917 | 366 | 714 | |||||||||
| 2 Dec | 85138.27 | 891.7 | -344.2 | - | 523 | 284 | 348 | |||||||||
| 1 Dec | 85641.90 | 1235.9 | -143.1 | - | 6 | 5 | 64 | |||||||||
| 28 Nov | 85706.67 | 1378.4 | 34.75 | - | 64 | 37 | 59 | |||||||||
| 27 Nov | 85720.38 | 1272.6 | 452.55 | - | 0 | 0 | 22 | |||||||||
| 26 Nov | 85609.51 | 1272.6 | 452.55 | - | 42 | 9 | 22 | |||||||||
| 25 Nov | 84587.01 | 820.1 | -444.55 | - | 47 | 12 | 13 | |||||||||
|
|
||||||||||||||||
| 24 Nov | 84900.71 | 1264.65 | -127.05 | - | 1 | 1 | 1 | |||||||||
| 21 Nov | 85231.92 | 1391.7 | -100.5 | - | 2 | -1 | 0 | |||||||||
| 20 Nov | 85632.68 | 1243.7 | -68 | - | 0 | 0 | 1 | |||||||||
| 19 Nov | 85186.47 | 1243.7 | -68 | - | 2 | 1 | 1 | |||||||||
| 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 84900 expiring on 11DEC2025
Delta for 84900 CE is -
Historical price for 84900 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 212.05, which was -307.45 lower than the previous day. The implied volatity was -, the open interest changed by 17117 which increased total open position to 22529
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 462.4, which was -562.35 lower than the previous day. The implied volatity was -, the open interest changed by 4855 which increased total open position to 5412
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1006.05, which was 259.9 higher than the previous day. The implied volatity was -, the open interest changed by -275 which decreased total open position to 557
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 744.35, which was 56.8 higher than the previous day. The implied volatity was -, the open interest changed by 118 which increased total open position to 832
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 690.85, which was -186.4 lower than the previous day. The implied volatity was -, the open interest changed by 366 which increased total open position to 714
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 891.7, which was -344.2 lower than the previous day. The implied volatity was -, the open interest changed by 284 which increased total open position to 348
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1235.9, which was -143.1 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 64
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1378.4, which was 34.75 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 59
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1272.6, which was 452.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1272.6, which was 452.55 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 22
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 820.1, which was -444.55 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 13
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1264.65, which was -127.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1391.7, which was -100.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1243.7, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1243.7, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 84900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 344.95 | 112.6 | - | 6,85,301 | -2,274 | 12,222 |
| 8 Dec | 85102.69 | 240.95 | 146.6 | - | 6,41,630 | 8,759 | 14,496 |
| 5 Dec | 85712.37 | 88.65 | -137 | - | 2,70,045 | 2,978 | 5,737 |
| 4 Dec | 85265.32 | 230.45 | -105.3 | - | 19,308 | 1,847 | 2,759 |
| 3 Dec | 85106.81 | 318.1 | 9.05 | - | 12,057 | 454 | 912 |
| 2 Dec | 85138.27 | 286.95 | 55.05 | - | 1,950 | 121 | 458 |
| 1 Dec | 85641.90 | 227 | -15.75 | - | 425 | 72 | 337 |
| 28 Nov | 85706.67 | 231.95 | -57.85 | - | 512 | 169 | 265 |
| 27 Nov | 85720.38 | 277.85 | -104 | - | 125 | 63 | 96 |
| 26 Nov | 85609.51 | 380.85 | -281.65 | - | 41 | -30 | 33 |
| 25 Nov | 84587.01 | 662.5 | 162.5 | - | 55 | 38 | 63 |
| 24 Nov | 84900.71 | 500 | -19.55 | - | 10 | 2 | 25 |
| 21 Nov | 85231.92 | 519.55 | 40.45 | - | 22 | 21 | 23 |
| 20 Nov | 85632.68 | 723.95 | -0.05 | - | 0 | 0 | 2 |
| 19 Nov | 85186.47 | 723.95 | -0.05 | - | 2 | 1 | 2 |
| 18 Nov | 84673.02 | 724 | -30 | - | 1 | 1 | 1 |
| 17 Nov | 84950.95 | 754 | -335.3 | - | 3 | 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 84900 expiring on 11DEC2025
Delta for 84900 PE is -
Historical price for 84900 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 344.95, which was 112.6 higher than the previous day. The implied volatity was -, the open interest changed by -2274 which decreased total open position to 12222
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 240.95, which was 146.6 higher than the previous day. The implied volatity was -, the open interest changed by 8759 which increased total open position to 14496
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 88.65, which was -137 lower than the previous day. The implied volatity was -, the open interest changed by 2978 which increased total open position to 5737
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 230.45, which was -105.3 lower than the previous day. The implied volatity was -, the open interest changed by 1847 which increased total open position to 2759
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 318.1, which was 9.05 higher than the previous day. The implied volatity was -, the open interest changed by 454 which increased total open position to 912
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 286.95, which was 55.05 higher than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 458
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 227, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 337
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 231.95, which was -57.85 lower than the previous day. The implied volatity was -, the open interest changed by 169 which increased total open position to 265
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 277.85, which was -104 lower than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 96
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 380.85, which was -281.65 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 33
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 662.5, which was 162.5 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 63
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 500, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 25
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 519.55, which was 40.45 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 23
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 723.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 723.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 724, which was -30 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 754, which was -335.3 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































































































































































































































