SENSEX
Sensex
Historical option data for SENSEX
10 Dec 2025 04:11 PM IST
| SENSEX 11-DEC-2025 85300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Dec | 84391.27 | 27.35 | -60.1 | - | 32,32,383 | 58,729 | 88,995 | |||||||||
| 9 Dec | 84666.28 | 87.3 | -213.2 | - | 5,90,881 | 11,180 | 30,266 | |||||||||
| 8 Dec | 85102.69 | 263.8 | -438.95 | - | 4,79,575 | 14,518 | 19,086 | |||||||||
| 5 Dec | 85712.37 | 688 | 190.65 | - | 4,27,006 | 477 | 4,568 | |||||||||
| 4 Dec | 85265.32 | 478 | 7 | - | 51,059 | 2,587 | 4,091 | |||||||||
| 3 Dec | 85106.81 | 469.15 | -156.05 | - | 7,026 | 908 | 1,504 | |||||||||
| 2 Dec | 85138.27 | 651 | -281.6 | - | 2,502 | 509 | 596 | |||||||||
| 1 Dec | 85641.90 | 925 | -137.75 | - | 181 | 42 | 87 | |||||||||
| 28 Nov | 85706.67 | 1079.2 | 9.3 | - | 82 | 27 | 45 | |||||||||
| 27 Nov | 85720.38 | 1088.2 | 28.6 | - | 71 | -23 | 18 | |||||||||
| 26 Nov | 85609.51 | 1059.6 | 480.3 | - | 14 | -11 | 41 | |||||||||
| 25 Nov | 84587.01 | 585.05 | -298.2 | - | 43 | -12 | 52 | |||||||||
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| 24 Nov | 84900.71 | 850 | -225.2 | - | 74 | 46 | 64 | |||||||||
| 21 Nov | 85231.92 | 1040.45 | -276.5 | - | 64 | 15 | 18 | |||||||||
| 20 Nov | 85632.68 | 1316.95 | 484.3 | - | 3 | -2 | 3 | |||||||||
| 19 Nov | 85186.47 | 832.65 | -288.7 | - | 5 | 5 | 5 | |||||||||
| 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 | |||||||||
For Sensex - strike price 85300 expiring on 11DEC2025
Delta for 85300 CE is -
Historical price for 85300 CE is as follows
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 27.35, which was -60.1 lower than the previous day. The implied volatity was -, the open interest changed by 58729 which increased total open position to 88995
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 87.3, which was -213.2 lower than the previous day. The implied volatity was -, the open interest changed by 11180 which increased total open position to 30266
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 84391.27 | 947.05 | 311.7 | - | 1,22,486 | -465 | 4,142 |
| 9 Dec | 84666.28 | 618.85 | 202.4 | - | 75,052 | -5,035 | 4,607 |
| 8 Dec | 85102.69 | 439.25 | 263.05 | - | 8,27,190 | -6,151 | 9,642 |
| 5 Dec | 85712.37 | 168 | -200.25 | - | 6,48,138 | 10,337 | 15,793 |
| 4 Dec | 85265.32 | 384.35 | -122.15 | - | 48,164 | 4,722 | 5,456 |
| 3 Dec | 85106.81 | 494.2 | 46.8 | - | 3,565 | 341 | 734 |
| 2 Dec | 85138.27 | 434.35 | 85.8 | - | 3,711 | 228 | 393 |
| 1 Dec | 85641.90 | 338.45 | -5.25 | - | 1,092 | 87 | 165 |
| 28 Nov | 85706.67 | 327.1 | -71.5 | - | 459 | 1 | 78 |
| 27 Nov | 85720.38 | 381.7 | -113.3 | - | 79 | 76 | 77 |
| 26 Nov | 85609.51 | 495 | -696.65 | - | 1 | 1 | 1 |
| 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 |
For Sensex - strike price 85300 expiring on 11DEC2025
Delta for 85300 PE is -
Historical price for 85300 PE is as follows
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 947.05, which was 311.7 higher than the previous day. The implied volatity was -, the open interest changed by -465 which decreased total open position to 4142
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 618.85, which was 202.4 higher than the previous day. The implied volatity was -, the open interest changed by -5035 which decreased total open position to 4607
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
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































































































































































































































