SENSEX

Sensex

85672.57 +407.25 (0.48%)

L: 85078.12 H: 85796.72

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Historical option data for SENSEX
05 Dec 2025 02:03 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 85600 CE
Delta: 0.59 Vega: 42.97 Theta: -44.33 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	85663.92	492.35 ₹ 9,847	143.85 2877.00	8.65	5,72,118 1,14,42,360	13,294 2,65,880	16,912 3,38,240

4 Dec	85265.32	334.2 ₹ 6,684	-4.45 -89.00	-	24,664 4,93,280	1,699 33,980	3,618 72,360
3 Dec	85106.81	340 ₹ 6,800	-136.15 -2723.00	-	8,001 1,60,020	1,169 23,380	1,919 38,380
2 Dec	85138.27	482.9 ₹ 9,658	-255.3 -5106.00	-	1,681 33,620	356 7,120	750 15,000
1 Dec	85641.90	726.95 ₹ 14,539	-135.35 -2707.00	-	1,205 24,100	268 5,360	394 7,880
28 Nov	85706.67	875.35 ₹ 17,507	-6.5 -130.00	-	155 3,100	-8 -160	126 2,520
27 Nov	85720.38	880 ₹ 17,600	1.85 37.00	-	259 5,180	67 1,340	134 2,680
26 Nov	85609.51	858.45 ₹ 17,169	372.75 7455.00	-	129 2,580	-29 -580	67 1,340
25 Nov	84587.01	471.35 ₹ 9,427	-233.65 -4673.00	-	10 200	0 0	96 1,920
24 Nov	84900.71	705 ₹ 14,100	-171.35 -3427.00	-	54 1,080	47 940	96 1,920
21 Nov	85231.92	888.15 ₹ 17,763	-300.85 -6017.00	-	90 1,800	45 900	49 980
20 Nov	85632.68	1189 ₹ 23,780	490 9800.00	-	2 40	1 20	4 80
19 Nov	85186.47	699 ₹ 13,980	-292.45 -5849.00	-	4 80	3 60	3 60

For Sensex - strike price 85600 expiring on 11DEC2025

Delta for 85600 CE is 0.59

Historical price for 85600 CE is as follows

On 5 Dec SENSEX was trading at 85663.92. The strike last trading price was 492.35, which was 143.85 higher than the previous day. The implied volatity was 8.65, the open interest changed by 13294 which increased total open position to 16912

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 334.2, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 1699 which increased total open position to 3618

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 340, which was -136.15 lower than the previous day. The implied volatity was -, the open interest changed by 1169 which increased total open position to 1919

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 482.9, which was -255.3 lower than the previous day. The implied volatity was -, the open interest changed by 356 which increased total open position to 750

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 726.95, which was -135.35 lower than the previous day. The implied volatity was -, the open interest changed by 268 which increased total open position to 394

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 875.35, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 126

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 880, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 134

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 858.45, which was 372.75 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 67

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 471.35, which was -233.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96

On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 705, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 96

On 21 Nov SENSEX was trading at 85231.92. The strike last trading price was 888.15, which was -300.85 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 49

On 20 Nov SENSEX was trading at 85632.68. The strike last trading price was 1189, which was 490 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4

On 19 Nov SENSEX was trading at 85186.47. The strike last trading price was 699, which was -292.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

SENSEX 11DEC2025 85600 PE
Delta: -0.41 Vega: 42.99 Theta: -21.35 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	85663.92	291.55 ₹ 5,831	-228.05 -4561.00	8.78	4,61,065 92,21,300	27,476 5,49,520	28,232 5,64,640
4 Dec	85265.32	535.5 ₹ 10,710	-146.8 -2936.00	-	5,941 1,18,820	315 6,300	756 15,120
3 Dec	85106.81	651 ₹ 13,020	60.2 1204.00	-	798 15,960	87 1,740	441 8,820
2 Dec	85138.27	574.85 ₹ 11,497	118.95 2379.00	-	1,231 24,620	30 600	354 7,080
1 Dec	85641.90	449.1 ₹ 8,982	10.55 211.00	-	1,971 39,420	194 3,880	324 6,480
28 Nov	85706.67	421.95 ₹ 8,439	-85.7 -1714.00	-	682 13,640	-86 -1,720	130 2,600
27 Nov	85720.38	485 ₹ 9,700	-129.9 -2598.00	-	551 11,020	18 360	216 4,320
26 Nov	85609.51	603 ₹ 12,060	-772.85 -15457.00	-	312 6,240	198 3,960	198 3,960
25 Nov	84587.01	1038 ₹ 20,760	-436.85 -8737.00	-	0 0	0 0	0 0
24 Nov	84900.71	1038 ₹ 20,760	-436.85 -8737.00	-	0 0	0 0	0 0
21 Nov	85231.92	1038 ₹ 20,760	-436.85 -8737.00	-	0 0	0 0	0 0
20 Nov	85632.68	1038 ₹ 20,760	-436.85 -8737.00	-	0 0	0 0	0 0
19 Nov	85186.47	1038 ₹ 20,760	-436.85 -8737.00	-	0 0	0 0	0 0

For Sensex - strike price 85600 expiring on 11DEC2025

Delta for 85600 PE is -0.41

Historical price for 85600 PE is as follows

On 5 Dec SENSEX was trading at 85663.92. The strike last trading price was 291.55, which was -228.05 lower than the previous day. The implied volatity was 8.78, the open interest changed by 27476 which increased total open position to 28232

On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 535.5, which was -146.8 lower than the previous day. The implied volatity was -, the open interest changed by 315 which increased total open position to 756

On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 651, which was 60.2 higher than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 441

On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 574.85, which was 118.95 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 354

On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 449.1, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 194 which increased total open position to 324

On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 421.95, which was -85.7 lower than the previous day. The implied volatity was -, the open interest changed by -86 which decreased total open position to 130

On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 485, which was -129.9 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 216

On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 603, which was -772.85 lower than the previous day. The implied volatity was -, the open interest changed by 198 which increased total open position to 198

On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 1038, which was -436.85 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 1038, which was -436.85 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 1038, which was -436.85 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 1038, which was -436.85 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 1038, which was -436.85 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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