SENSEX

Sensex

83938.71 -465.75 (-0.55%)

L: 83905.66 H: 84712.79

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Historical option data for SENSEX
02 Nov 2025 04:11 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 06-NOV-2025 84300 CE
Delta: 0.43 Vega: 41.75 Theta: -52.63 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	83938.71	402.6 ₹ 8,052	-268.8 -5376.00	11.97	3,90,936 78,18,720	10,104 2,02,080	11,993 2,39,860
1 Nov	83938.71	402.6 ₹ 8,052	-268.8 -5376.00	11.97	3,90,936 78,18,720	10,104 2,02,080	11,993 2,39,860
27 Oct	84778.84	1198.8 ₹ 23,976	469.7 9394.00	14.39	1,040 20,800	-44 -880	186 3,720

26 Oct	84211.88	730.6 ₹ 14,612	-327.75 -6555.00	9.86	1,760 35,200	163 3,260	230 4,600
25 Oct	84211.88	730.6 ₹ 14,612	-327.75 -6555.00	9.86	1,760 35,200	163 3,260	230 4,600
18 Oct	83952.19	790.75 ₹ 15,815	261.9 5238.00	9.41	11 220	1 20	2 40
15 Oct	82029.98	213 ₹ 4,260	-298.9 -5978.00	-	0 0	0 0	0 0

For Sensex - strike price 84300 expiring on 06NOV2025

Delta for 84300 CE is 0.43

Historical price for 84300 CE is as follows

On 2 Nov SENSEX was trading at 83938.71. The strike last trading price was 402.6, which was -268.8 lower than the previous day. The implied volatity was 11.97, the open interest changed by 10104 which increased total open position to 11993

On 1 Nov SENSEX was trading at 83938.71. The strike last trading price was 402.6, which was -268.8 lower than the previous day. The implied volatity was 11.97, the open interest changed by 10104 which increased total open position to 11993

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 1198.8, which was 469.7 higher than the previous day. The implied volatity was 14.39, the open interest changed by -44 which decreased total open position to 186

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 730.6, which was -327.75 lower than the previous day. The implied volatity was 9.86, the open interest changed by 163 which increased total open position to 230

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 730.6, which was -327.75 lower than the previous day. The implied volatity was 9.86, the open interest changed by 163 which increased total open position to 230

On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 790.75, which was 261.9 higher than the previous day. The implied volatity was 9.41, the open interest changed by 1 which increased total open position to 2

On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 213, which was -298.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

SENSEX 06NOV2025 84300 PE
Delta: -0.61 Vega: 40.73 Theta: -11.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	83938.71	443.3 ₹ 8,866	93.75 1875.00	7.48	6,50,501 1,30,10,020	2,138 42,760	6,542 1,30,840
1 Nov	83938.71	443.3 ₹ 8,866	93.75 1875.00	7.48	6,50,501 1,30,10,020	2,138 42,760	6,542 1,30,840
27 Oct	84778.84	344.15 ₹ 6,883	-264.25 -5285.00	11.49	959 19,180	217 4,340	350 7,000
26 Oct	84211.88	629.2 ₹ 12,584	183.95 3679.00	11.57	2,484 49,680	108 2,160	133 2,660
25 Oct	84211.88	629.2 ₹ 12,584	183.95 3679.00	11.57	2,484 49,680	108 2,160	133 2,660
18 Oct	83952.19	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
15 Oct	82029.98	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84300 expiring on 06NOV2025

Delta for 84300 PE is -0.61

Historical price for 84300 PE is as follows

On 2 Nov SENSEX was trading at 83938.71. The strike last trading price was 443.3, which was 93.75 higher than the previous day. The implied volatity was 7.48, the open interest changed by 2138 which increased total open position to 6542

On 1 Nov SENSEX was trading at 83938.71. The strike last trading price was 443.3, which was 93.75 higher than the previous day. The implied volatity was 7.48, the open interest changed by 2138 which increased total open position to 6542

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 344.15, which was -264.25 lower than the previous day. The implied volatity was 11.49, the open interest changed by 217 which increased total open position to 350

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 629.2, which was 183.95 higher than the previous day. The implied volatity was 11.57, the open interest changed by 108 which increased total open position to 133

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 629.2, which was 183.95 higher than the previous day. The implied volatity was 11.57, the open interest changed by 108 which increased total open position to 133

On 18 Oct SENSEX was trading at 83952.19. 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 15 Oct SENSEX was trading at 82029.98. 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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