SENSEX
Sensex
Historical option data for SENSEX
09 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 85100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 84666.28 | 139.2 | -260.85 | - | 6,40,568 | 11,516 | 22,980 | |||||||||
|
|
||||||||||||||||
| 8 Dec | 85102.69 | 356.35 | -502.45 | - | 2,55,499 | 9,711 | 11,464 | |||||||||
| 5 Dec | 85712.37 | 842.05 | 228.2 | - | 1,33,329 | -2,803 | 1,753 | |||||||||
| 4 Dec | 85265.32 | 602.6 | 30.95 | - | 33,388 | 3,180 | 4,556 | |||||||||
| 3 Dec | 85106.81 | 577.5 | -162.95 | - | 7,695 | 989 | 1,376 | |||||||||
| 2 Dec | 85138.27 | 775.95 | -284.3 | - | 916 | 207 | 387 | |||||||||
| 1 Dec | 85641.90 | 1071.4 | -139 | - | 184 | 83 | 180 | |||||||||
| 28 Nov | 85706.67 | 1222.65 | 15.8 | - | 104 | 86 | 97 | |||||||||
| 27 Nov | 85720.38 | 909.15 | -232.95 | - | 0 | 0 | 11 | |||||||||
| 26 Nov | 85609.51 | 909.15 | -232.95 | - | 0 | 0 | 11 | |||||||||
| 25 Nov | 84587.01 | 909.15 | -232.95 | - | 49 | 9 | 11 | |||||||||
| 24 Nov | 84900.71 | 1142.1 | -219.95 | - | 2 | 2 | 2 | |||||||||
| 21 Nov | 85231.92 | 1362.05 | 0 | - | 7 | -7 | 0 | |||||||||
| 20 Nov | 85632.68 | 984.3 | -229.75 | - | 0 | 0 | 7 | |||||||||
| 19 Nov | 85186.47 | 984.3 | -229.75 | - | 9 | 7 | 7 | |||||||||
| 18 Nov | 84673.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 84950.95 | 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 85100 expiring on 11DEC2025
Delta for 85100 CE is -
Historical price for 85100 CE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 139.2, which was -260.85 lower than the previous day. The implied volatity was -, the open interest changed by 11516 which increased total open position to 22980
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 356.35, which was -502.45 lower than the previous day. The implied volatity was -, the open interest changed by 9711 which increased total open position to 11464
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 842.05, which was 228.2 higher than the previous day. The implied volatity was -, the open interest changed by -2803 which decreased total open position to 1753
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 602.6, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 3180 which increased total open position to 4556
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 577.5, which was -162.95 lower than the previous day. The implied volatity was -, the open interest changed by 989 which increased total open position to 1376
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 775.95, which was -284.3 lower than the previous day. The implied volatity was -, the open interest changed by 207 which increased total open position to 387
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 1071.4, which was -139 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 180
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1222.65, which was 15.8 higher than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 97
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 909.15, which was -232.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 909.15, which was -232.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 909.15, which was -232.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 1142.1, which was -219.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1362.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 984.3, which was -229.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 984.3, which was -229.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
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 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 85100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 84666.28 | 473.05 | 156.7 | - | 2,04,578 | -3,008 | 12,467 |
| 8 Dec | 85102.69 | 329.15 | 199.1 | - | 6,74,598 | -1,470 | 15,475 |
| 5 Dec | 85712.37 | 123.4 | -166.3 | - | 5,10,049 | 12,754 | 16,945 |
| 4 Dec | 85265.32 | 301 | -115.3 | - | 39,221 | 3,148 | 4,191 |
| 3 Dec | 85106.81 | 404.95 | 26.05 | - | 6,506 | 566 | 1,043 |
| 2 Dec | 85138.27 | 355.85 | 67.8 | - | 2,414 | 217 | 477 |
| 1 Dec | 85641.90 | 282.1 | -6.2 | - | 760 | 161 | 260 |
| 28 Nov | 85706.67 | 271.6 | -70.15 | - | 263 | 49 | 99 |
| 27 Nov | 85720.38 | 323.25 | -122.25 | - | 38 | 4 | 50 |
| 26 Nov | 85609.51 | 430.6 | -409.4 | - | 24 | 8 | 46 |
| 25 Nov | 84587.01 | 840 | 132 | - | 2 | 0 | 38 |
| 24 Nov | 84900.71 | 704.7 | 149.7 | - | 115 | 32 | 38 |
| 21 Nov | 85231.92 | 555 | 6.7 | - | 4 | 4 | 6 |
| 20 Nov | 85632.68 | 1100 | -233.25 | - | 0 | 0 | 2 |
| 19 Nov | 85186.47 | 1100 | -233.25 | - | 2 | 2 | 2 |
| 18 Nov | 84673.02 | 809 | -383.4 | - | 0 | 0 | 0 |
| 17 Nov | 84950.95 | 809 | -383.4 | - | 6 | 0 | 0 |
| 29 Oct | 84997.13 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 84778.84 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 85100 expiring on 11DEC2025
Delta for 85100 PE is -
Historical price for 85100 PE is as follows
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 473.05, which was 156.7 higher than the previous day. The implied volatity was -, the open interest changed by -3008 which decreased total open position to 12467
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 329.15, which was 199.1 higher than the previous day. The implied volatity was -, the open interest changed by -1470 which decreased total open position to 15475
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 123.4, which was -166.3 lower than the previous day. The implied volatity was -, the open interest changed by 12754 which increased total open position to 16945
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 301, which was -115.3 lower than the previous day. The implied volatity was -, the open interest changed by 3148 which increased total open position to 4191
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 404.95, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by 566 which increased total open position to 1043
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 355.85, which was 67.8 higher than the previous day. The implied volatity was -, the open interest changed by 217 which increased total open position to 477
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 282.1, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 161 which increased total open position to 260
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 271.6, which was -70.15 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 99
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 323.25, which was -122.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 50
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 430.6, which was -409.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 46
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 840, which was 132 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 704.7, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 38
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 555, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1100, which was -233.25 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 1100, which was -233.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Nov SENSEX was trading at 84673.02. The strike last trading price was 809, which was -383.4 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 809, which was -383.4 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































































































































































































































