SENSEX

Sensex

84849.68 -253.01 (-0.30%)

L: 84382.96 H: 84889.67

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Historical option data for SENSEX
09 Dec 2025 12:12 PM 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 85300 CE
Delta: 0.31 Vega: 22.88 Theta: -71.85 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84854.89	154.9 ₹ 3,098	-145.6 -2912.00	12.09	3,06,740 61,34,800	9,278 1,85,560	28,364 5,67,280

8 Dec	85102.69	263.8 ₹ 5,276	-438.95 -8779.00	-	4,79,575 95,91,500	14,518 2,90,360	19,086 3,81,720
5 Dec	85712.37	688 ₹ 13,760	190.65 3813.00	-	4,27,006 85,40,120	477 9,540	4,568 91,360
4 Dec	85265.32	478 ₹ 9,560	7 140.00	-	51,059 10,21,180	2,587 51,740	4,091 81,820
3 Dec	85106.81	469.15 ₹ 9,383	-156.05 -3121.00	-	7,026 1,40,520	908 18,160	1,504 30,080
2 Dec	85138.27	651 ₹ 13,020	-281.6 -5632.00	-	2,502 50,040	509 10,180	596 11,920
1 Dec	85641.90	925 ₹ 18,500	-137.75 -2755.00	-	181 3,620	42 840	87 1,740
28 Nov	85706.67	1079.2 ₹ 21,584	9.3 186.00	-	82 1,640	27 540	45 900
27 Nov	85720.38	1088.2 ₹ 21,764	28.6 572.00	-	71 1,420	-23 -460	18 360
26 Nov	85609.51	1059.6 ₹ 21,192	480.3 9606.00	-	14 280	-11 -220	41 820
25 Nov	84587.01	585.05 ₹ 11,701	-298.2 -5964.00	-	43 860	-12 -240	52 1,040
24 Nov	84900.71	850 ₹ 17,000	-225.2 -4504.00	-	74 1,480	46 920	64 1,280
21 Nov	85231.92	1040.45 ₹ 20,809	-276.5 -5530.00	-	64 1,280	15 300	18 360
20 Nov	85632.68	1316.95 ₹ 26,339	484.3 9686.00	-	3 60	-2 -40	3 60
19 Nov	85186.47	832.65 ₹ 16,653	-288.7 -5774.00	-	5 100	5 100	5 100
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	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

For Sensex - strike price 85300 expiring on 11DEC2025

Delta for 85300 CE is 0.31

Historical price for 85300 CE is as follows

On 9 Dec SENSEX was trading at 84854.89. The strike last trading price was 154.9, which was -145.6 lower than the previous day. The implied volatity was 12.09, the open interest changed by 9278 which increased total open position to 28364

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 263.8, which was -438.95 lower than the previous day. The implied volatity was -, the open interest changed by 14518 which increased total open position to 19086

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 688, which was 190.65 higher than the previous day. The implied volatity was -, the open interest changed by 477 which increased total open position to 4568

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 478, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 2587 which increased total open position to 4091

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 469.15, which was -156.05 lower than the previous day. The implied volatity was -, the open interest changed by 908 which increased total open position to 1504

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 651, which was -281.6 lower than the previous day. The implied volatity was -, the open interest changed by 509 which increased total open position to 596

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 925, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 87

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 1079.2, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 45

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 1088.2, which was 28.6 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 18

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 1059.6, which was 480.3 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 41

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 585.05, which was -298.2 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 52

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 850, which was -225.2 lower than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 64

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 1040.45, which was -276.5 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 18

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1316.95, which was 484.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 3

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 832.65, which was -288.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5

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

SENSEX 11DEC2025 85300 PE
Delta: -0.71 Vega: 22.36 Theta: -41.63 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	84854.89	528.55 ₹ 10,571	112.1 2242.00	11.12	42,095 8,41,900	-4,029 -80,580	5,613 1,12,260
8 Dec	85102.69	439.25 ₹ 8,785	263.05 5261.00	-	8,27,190 1,65,43,800	-6,151 -1,23,020	9,642 1,92,840
5 Dec	85712.37	168 ₹ 3,360	-200.25 -4005.00	-	6,48,138 1,29,62,760	10,337 2,06,740	15,793 3,15,860
4 Dec	85265.32	384.35 ₹ 7,687	-122.15 -2443.00	-	48,164 9,63,280	4,722 94,440	5,456 1,09,120
3 Dec	85106.81	494.2 ₹ 9,884	46.8 936.00	-	3,565 71,300	341 6,820	734 14,680
2 Dec	85138.27	434.35 ₹ 8,687	85.8 1716.00	-	3,711 74,220	228 4,560	393 7,860
1 Dec	85641.90	338.45 ₹ 6,769	-5.25 -105.00	-	1,092 21,840	87 1,740	165 3,300
28 Nov	85706.67	327.1 ₹ 6,542	-71.5 -1430.00	-	459 9,180	1 20	78 1,560
27 Nov	85720.38	381.7 ₹ 7,634	-113.3 -2266.00	-	79 1,580	76 1,520	77 1,540
26 Nov	85609.51	495 ₹ 9,900	-696.65 -13933.00	-	1 20	1 20	1 20
25 Nov	84587.01	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
24 Nov	84900.71	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
21 Nov	85231.92	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
20 Nov	85632.68	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
19 Nov	85186.47	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Nov	84673.02	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
17 Nov	84950.95	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

For Sensex - strike price 85300 expiring on 11DEC2025

Delta for 85300 PE is -0.71

Historical price for 85300 PE is as follows

On 9 Dec SENSEX was trading at 84854.89. The strike last trading price was 528.55, which was 112.1 higher than the previous day. The implied volatity was 11.12, the open interest changed by -4029 which decreased total open position to 5613

On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 439.25, which was 263.05 higher than the previous day. The implied volatity was -, the open interest changed by -6151 which decreased total open position to 9642

On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 168, which was -200.25 lower than the previous day. The implied volatity was -, the open interest changed by 10337 which increased total open position to 15793

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 384.35, which was -122.15 lower than the previous day. The implied volatity was -, the open interest changed by 4722 which increased total open position to 5456

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 494.2, which was 46.8 higher than the previous day. The implied volatity was -, the open interest changed by 341 which increased total open position to 734

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 434.35, which was 85.8 higher than the previous day. The implied volatity was -, the open interest changed by 228 which increased total open position to 393

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 338.45, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 165

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 327.1, which was -71.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 78

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 381.7, which was -113.3 lower than the previous day. The implied volatity was -, the open interest changed by 76 which increased total open position to 77

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 495, which was -696.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

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

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