[--[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 85000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 173.7 -280.4 - 15,47,356 37,880 65,066
8 Dec 85102.69 409.75 -527.9 - 4,84,677 20,202 27,186
5 Dec 85712.37 922.85 242.7 - 1,68,285 -2,378 6,984
4 Dec 85265.32 660.05 32 - 82,676 3,301 9,362
3 Dec 85106.81 631.7 -170.5 - 43,703 4,317 6,061
2 Dec 85138.27 829.2 -303.65 - 5,019 1,238 1,744
1 Dec 85641.90 1144.95 -149.75 - 561 276 506
28 Nov 85706.67 1291.85 41.95 - 115 -4 230
27 Nov 85720.38 1292.3 37.9 - 443 -53 234
26 Nov 85609.51 1294.9 560.2 - 768 -76 287
25 Nov 84587.01 730 -328.85 - 899 337 363
24 Nov 84900.71 1006.25 -407.85 - 11 4 26
21 Nov 85231.92 1414.1 -95.6 - 3 3 22
20 Nov 85632.68 1509.9 384.9 - 15 -13 19
19 Nov 85186.47 1125 -137.25 - 4 2 32
18 Nov 84673.02 1175.05 111.35 - 0 0 30
17 Nov 84950.95 1175.05 111.35 - 32 30 30
14 Nov 84562.78 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 85000 expiring on 11DEC2025

Delta for 85000 CE is -

Historical price for 85000 CE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 173.7, which was -280.4 lower than the previous day. The implied volatity was -, the open interest changed by 37880 which increased total open position to 65066


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 409.75, which was -527.9 lower than the previous day. The implied volatity was -, the open interest changed by 20202 which increased total open position to 27186


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 922.85, which was 242.7 higher than the previous day. The implied volatity was -, the open interest changed by -2378 which decreased total open position to 6984


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 660.05, which was 32 higher than the previous day. The implied volatity was -, the open interest changed by 3301 which increased total open position to 9362


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 631.7, which was -170.5 lower than the previous day. The implied volatity was -, the open interest changed by 4317 which increased total open position to 6061


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 829.2, which was -303.65 lower than the previous day. The implied volatity was -, the open interest changed by 1238 which increased total open position to 1744


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1144.95, which was -149.75 lower than the previous day. The implied volatity was -, the open interest changed by 276 which increased total open position to 506


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1291.85, which was 41.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 230


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1292.3, which was 37.9 higher than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 234


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1294.9, which was 560.2 higher than the previous day. The implied volatity was -, the open interest changed by -76 which decreased total open position to 287


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 730, which was -328.85 lower than the previous day. The implied volatity was -, the open interest changed by 337 which increased total open position to 363


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1006.25, which was -407.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 26


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1414.1, which was -95.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 22


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1509.9, which was 384.9 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 19


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 1125, which was -137.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 1175.05, which was 111.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 1175.05, which was 111.35 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30


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 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 85000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 84666.28 405.9 133.75 - 7,78,285 -5,562 29,349
8 Dec 85102.69 281 170.4 - 12,67,872 2,465 34,911
5 Dec 85712.37 103.55 -151.45 - 8,05,964 16,934 32,446
4 Dec 85265.32 264.25 -107.85 - 1,20,440 6,915 15,512
3 Dec 85106.81 359.3 26.3 - 38,163 4,025 8,597
2 Dec 85138.27 316.45 60.6 - 14,991 1,842 4,572
1 Dec 85641.90 249.3 -18.65 - 9,354 1,421 2,730
28 Nov 85706.67 252.15 -62.45 - 2,491 866 1,309
27 Nov 85720.38 311 -95.55 - 1,114 83 443
26 Nov 85609.51 407.35 -336.55 - 925 41 360
25 Nov 84587.01 752 78.4 - 1,333 228 319
24 Nov 84900.71 690.45 68.25 - 84 37 91
21 Nov 85231.92 623.25 147 - 82 35 54
20 Nov 85632.68 476.25 -232.5 - 16 -8 19
19 Nov 85186.47 717.5 -564.3 - 7 -1 27
18 Nov 84673.02 776.9 -363.25 - 0 0 28
17 Nov 84950.95 776.9 -363.25 - 31 28 28
14 Nov 84562.78 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 85000 expiring on 11DEC2025

Delta for 85000 PE is -

Historical price for 85000 PE is as follows

On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 405.9, which was 133.75 higher than the previous day. The implied volatity was -, the open interest changed by -5562 which decreased total open position to 29349


On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 281, which was 170.4 higher than the previous day. The implied volatity was -, the open interest changed by 2465 which increased total open position to 34911


On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 103.55, which was -151.45 lower than the previous day. The implied volatity was -, the open interest changed by 16934 which increased total open position to 32446


On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 264.25, which was -107.85 lower than the previous day. The implied volatity was -, the open interest changed by 6915 which increased total open position to 15512


On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 359.3, which was 26.3 higher than the previous day. The implied volatity was -, the open interest changed by 4025 which increased total open position to 8597


On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 316.45, which was 60.6 higher than the previous day. The implied volatity was -, the open interest changed by 1842 which increased total open position to 4572


On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 249.3, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 1421 which increased total open position to 2730


On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 252.15, which was -62.45 lower than the previous day. The implied volatity was -, the open interest changed by 866 which increased total open position to 1309


On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 311, which was -95.55 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 443


On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 407.35, which was -336.55 lower than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 360


On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 752, which was 78.4 higher than the previous day. The implied volatity was -, the open interest changed by 228 which increased total open position to 319


On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 690.45, which was 68.25 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 91


On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 623.25, which was 147 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 54


On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 476.25, which was -232.5 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 19


On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 717.5, which was -564.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27


On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 776.9, which was -363.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 17 Nov SENSEX was trading at 84950.95. The strike last trading price was 776.9, which was -363.25 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28


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 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