SENSEX
Sensex
Historical option data for SENSEX
05 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 85200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 85712.37 | 765.9 | 210.85 | - | 2,66,066 | -2,935 | 4,298 | |||||||||
| 4 Dec | 85265.32 | 542.6 | 22.7 | - | 59,452 | 5,883 | 7,233 | |||||||||
| 3 Dec | 85106.81 | 518.7 | -170.35 | - | 9,223 | 426 | 1,350 | |||||||||
| 2 Dec | 85138.27 | 700.05 | -288.1 | - | 3,194 | 819 | 924 | |||||||||
| 1 Dec | 85641.90 | 991.1 | -142.65 | - | 123 | 47 | 105 | |||||||||
| 28 Nov | 85706.67 | 1150.4 | 9.75 | - | 97 | 23 | 58 | |||||||||
| 27 Nov | 85720.38 | 1128.3 | 26.55 | - | 16 | -2 | 35 | |||||||||
| 26 Nov | 85609.51 | 1101.75 | 447.3 | - | 15 | -1 | 37 | |||||||||
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| 25 Nov | 84587.01 | 621.65 | -303.35 | - | 51 | 23 | 38 | |||||||||
| 24 Nov | 84900.71 | 925 | -324.05 | - | 14 | 6 | 15 | |||||||||
| 21 Nov | 85231.92 | 1249.05 | -180.65 | - | 12 | 7 | 9 | |||||||||
| 20 Nov | 85632.68 | 1429.7 | 599.6 | - | 1 | 0 | 2 | |||||||||
| 19 Nov | 85186.47 | 830.1 | -336.95 | - | 2 | 2 | 2 | |||||||||
| 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 85200 expiring on 11DEC2025
Delta for 85200 CE is -
Historical price for 85200 CE is as follows
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 765.9, which was 210.85 higher than the previous day. The implied volatity was -, the open interest changed by -2935 which decreased total open position to 4298
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 542.6, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by 5883 which increased total open position to 7233
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 518.7, which was -170.35 lower than the previous day. The implied volatity was -, the open interest changed by 426 which increased total open position to 1350
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 700.05, which was -288.1 lower than the previous day. The implied volatity was -, the open interest changed by 819 which increased total open position to 924
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 991.1, which was -142.65 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 105
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1150.4, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 58
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1128.3, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 35
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1101.75, which was 447.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 37
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 621.65, which was -303.35 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 38
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 925, which was -324.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1249.05, which was -180.65 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 9
On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1429.7, which was 599.6 higher 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 830.1, which was -336.95 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 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 85200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 85712.37 | 144 | -183.25 | - | 6,80,296 | 7,340 | 15,215 |
| 4 Dec | 85265.32 | 340 | -120.55 | - | 56,352 | 7,221 | 7,875 |
| 3 Dec | 85106.81 | 448.15 | 31.25 | - | 5,887 | 43 | 654 |
| 2 Dec | 85138.27 | 393 | 77.4 | - | 4,612 | 457 | 611 |
| 1 Dec | 85641.90 | 310.9 | -4 | - | 768 | 67 | 154 |
| 28 Nov | 85706.67 | 299.1 | -71.75 | - | 267 | 35 | 87 |
| 27 Nov | 85720.38 | 352.85 | -139.45 | - | 54 | 52 | 52 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 85231.92 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 85632.68 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 85186.47 | 0 | 0 | - | 0 | 0 | 0 |
| 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 85200 expiring on 11DEC2025
Delta for 85200 PE is -
Historical price for 85200 PE is as follows
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 144, which was -183.25 lower than the previous day. The implied volatity was -, the open interest changed by 7340 which increased total open position to 15215
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 340, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 7221 which increased total open position to 7875
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 448.15, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 654
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 393, which was 77.4 higher than the previous day. The implied volatity was -, the open interest changed by 457 which increased total open position to 611
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 310.9, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 154
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 299.1, which was -71.75 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 87
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 352.85, which was -139.45 lower than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 52
On 26 Nov SENSEX was trading at 85609.51. 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 25 Nov SENSEX was trading at 84587.01. 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 24 Nov SENSEX was trading at 84900.71. 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 21 Nov SENSEX was trading at 85231.92. 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 20 Nov SENSEX was trading at 85632.68. 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 19 Nov SENSEX was trading at 85186.47. 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 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































































































































































































































