SENSEX

Sensex

84681.68 -421.01 (-0.49%)

L: 84382.96 H: 84889.67

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Historical option data for SENSEX
09 Dec 2025 10:25 AM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 11-DEC-2025 85000 CE
Delta: 0.39 Vega: 25.38 Theta: -87.13 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84696.87	248.95 ₹ 4,979	-205.15 -4103.00	13.60	3,52,959 70,59,180	33,453 6,69,060	60,639 12,12,780
8 Dec	85102.69	409.75 ₹ 8,195	-527.9 -10558.00	-	4,84,677 96,93,540	20,202 4,04,040	27,186 5,43,720
5 Dec	85712.37	922.85 ₹ 18,457	242.7 4854.00	-	1,68,285 33,65,700	-2,378 -47,560	6,984 1,39,680
4 Dec	85265.32	660.05 ₹ 13,201	32 640.00	-	82,676 16,53,520	3,301 66,020	9,362 1,87,240
3 Dec	85106.81	631.7 ₹ 12,634	-170.5 -3410.00	-	43,703 8,74,060	4,317 86,340	6,061 1,21,220
2 Dec	85138.27	829.2 ₹ 16,584	-303.65 -6073.00	-	5,019 1,00,380	1,238 24,760	1,744 34,880
1 Dec	85641.90	1144.95 ₹ 22,899	-149.75 -2995.00	-	561 11,220	276 5,520	506 10,120
28 Nov	85706.67	1291.85 ₹ 25,837	41.95 839.00	-	115 2,300	-4 -80	230 4,600
27 Nov	85720.38	1292.3 ₹ 25,846	37.9 758.00	-	443 8,860	-53 -1,060	234 4,680
26 Nov	85609.51	1294.9 ₹ 25,898	560.2 11204.00	-	768 15,360	-76 -1,520	287 5,740
25 Nov	84587.01	730 ₹ 14,600	-328.85 -6577.00	-	899 17,980	337 6,740	363 7,260

24 Nov	84900.71	1006.25 ₹ 20,125	-407.85 -8157.00	-	11 220	4 80	26 520
21 Nov	85231.92	1414.1 ₹ 28,282	-95.6 -1912.00	-	3 60	3 60	22 440
20 Nov	85632.68	1509.9 ₹ 30,198	384.9 7698.00	-	15 300	-13 -260	19 380
19 Nov	85186.47	1125 ₹ 22,500	-137.25 -2745.00	-	4 80	2 40	32 640
18 Nov	84673.02	1175.05 ₹ 23,501	111.35 2227.00	-	0 0	0 0	30 600
17 Nov	84950.95	1175.05 ₹ 23,501	111.35 2227.00	-	32 640	30 600	30 600
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	84997.13	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	84778.84	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 85000 expiring on 11DEC2025

Delta for 85000 CE is 0.39

Historical price for 85000 CE is as follows

On 9 Dec SENSEX was trading at 84696.87. The strike last trading price was 248.95, which was -205.15 lower than the previous day. The implied volatity was 13.60, the open interest changed by 33453 which increased total open position to 60639

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: -0.63 Vega: 24.94 Theta: -48.78 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84696.87	435 ₹ 8,700	162.85 3257.00	11.25	1,96,777 39,35,540	-7,582 -1,51,640	27,329 5,46,580
8 Dec	85102.69	281 ₹ 5,620	170.4 3408.00	-	12,67,872 2,53,57,440	2,465 49,300	34,911 6,98,220
5 Dec	85712.37	103.55 ₹ 2,071	-151.45 -3029.00	-	8,05,964 1,61,19,280	16,934 3,38,680	32,446 6,48,920
4 Dec	85265.32	264.25 ₹ 5,285	-107.85 -2157.00	-	1,20,440 24,08,800	6,915 1,38,300	15,512 3,10,240
3 Dec	85106.81	359.3 ₹ 7,186	26.3 526.00	-	38,163 7,63,260	4,025 80,500	8,597 1,71,940
2 Dec	85138.27	316.45 ₹ 6,329	60.6 1212.00	-	14,991 2,99,820	1,842 36,840	4,572 91,440
1 Dec	85641.90	249.3 ₹ 4,986	-18.65 -373.00	-	9,354 1,87,080	1,421 28,420	2,730 54,600
28 Nov	85706.67	252.15 ₹ 5,043	-62.45 -1249.00	-	2,491 49,820	866 17,320	1,309 26,180
27 Nov	85720.38	311 ₹ 6,220	-95.55 -1911.00	-	1,114 22,280	83 1,660	443 8,860
26 Nov	85609.51	407.35 ₹ 8,147	-336.55 -6731.00	-	925 18,500	41 820	360 7,200
25 Nov	84587.01	752 ₹ 15,040	78.4 1568.00	-	1,333 26,660	228 4,560	319 6,380
24 Nov	84900.71	690.45 ₹ 13,809	68.25 1365.00	-	84 1,680	37 740	91 1,820
21 Nov	85231.92	623.25 ₹ 12,465	147 2940.00	-	82 1,640	35 700	54 1,080
20 Nov	85632.68	476.25 ₹ 9,525	-232.5 -4650.00	-	16 320	-8 -160	19 380
19 Nov	85186.47	717.5 ₹ 14,350	-564.3 -11286.00	-	7 140	-1 -20	27 540
18 Nov	84673.02	776.9 ₹ 15,538	-363.25 -7265.00	-	0 0	0 0	28 560
17 Nov	84950.95	776.9 ₹ 15,538	-363.25 -7265.00	-	31 620	28 560	28 560
14 Nov	84562.78	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	84997.13	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
27 Oct	84778.84	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 85000 expiring on 11DEC2025

Delta for 85000 PE is -0.63

Historical price for 85000 PE is as follows

On 9 Dec SENSEX was trading at 84696.87. The strike last trading price was 435, which was 162.85 higher than the previous day. The implied volatity was 11.25, the open interest changed by -7582 which decreased total open position to 27329

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

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