SENSEX

Sensex

83938.71 -465.75 (-0.55%)

L: 83905.66 H: 84712.79

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Historical option data for SENSEX
01 Nov 2025 08:11 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 27-NOV-2025 84800 CE
Delta: 0.47 Vega: 90.54 Theta: -29.90 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
1 Nov	83938.71	927.8 ₹ 18,556	-272.9 -5458.00	11.47	118 2,360	46 920	82 1,640
27 Oct	84778.84	1420 ₹ 28,400	350 7000.00	10.59	12 240	-5 -100	11 220
26 Oct	84211.88	1070 ₹ 21,400	-365.8 -7316.00	9.49	30 600	-2 -40	16 320
25 Oct	84211.88	1070 ₹ 21,400	-365.8 -7316.00	9.49	30 600	-2 -40	16 320
18 Oct	83952.19	1042.65 ₹ 20,853	376.2 7524.00	8.87	33 660	27 540	31 620

15 Oct	82029.98	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84800 expiring on 27NOV2025

Delta for 84800 CE is 0.47

Historical price for 84800 CE is as follows

On 1 Nov SENSEX was trading at 83938.71. The strike last trading price was 927.8, which was -272.9 lower than the previous day. The implied volatity was 11.47, the open interest changed by 46 which increased total open position to 82

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 1420, which was 350 higher than the previous day. The implied volatity was 10.59, the open interest changed by -5 which decreased total open position to 11

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 1070, which was -365.8 lower than the previous day. The implied volatity was 9.49, the open interest changed by -2 which decreased total open position to 16

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 1070, which was -365.8 lower than the previous day. The implied volatity was 9.49, the open interest changed by -2 which decreased total open position to 16

On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 1042.65, which was 376.2 higher than the previous day. The implied volatity was 8.87, the open interest changed by 27 which increased total open position to 31

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

SENSEX 27NOV2025 84800 PE
Delta: -0.53 Vega: 90.48 Theta: -5.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
1 Nov	83938.71	1085.55 ₹ 21,711	168.35 3367.00	10.57	77 1,540	-3 -60	20 400
27 Oct	84778.84	811.65 ₹ 16,233	-318.15 -6363.00	11.48	67 1,340	19 380	28 560
26 Oct	84211.88	1129.8 ₹ 22,596	215.25 4305.00	11.98	16 320	-5 -100	9 180
25 Oct	84211.88	1129.8 ₹ 22,596	215.25 4305.00	11.98	16 320	-5 -100	9 180
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 84800 expiring on 27NOV2025

Delta for 84800 PE is -0.53

Historical price for 84800 PE is as follows

On 1 Nov SENSEX was trading at 83938.71. The strike last trading price was 1085.55, which was 168.35 higher than the previous day. The implied volatity was 10.57, the open interest changed by -3 which decreased total open position to 20

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 811.65, which was -318.15 lower than the previous day. The implied volatity was 11.48, the open interest changed by 19 which increased total open position to 28

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 1129.8, which was 215.25 higher than the previous day. The implied volatity was 11.98, the open interest changed by -5 which decreased total open position to 9

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 1129.8, which was 215.25 higher than the previous day. The implied volatity was 11.98, the open interest changed by -5 which decreased total open position to 9

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

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