SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 75000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 4.29
Theta: -33.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 7769.5 | -327.1 | 36.84 | 1 | -1 | 0 | |||||||||
| 18 Sept | 83013.96 | 5471.75 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
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| 14 Sept | 81904.70 | 5471.75 | 0 | 0.00 | 0 | 0 | 1 | |||||||||
For Sensex - strike price 75000 expiring on 25SEP2025
Delta for 75000 CE is 0.98
Historical price for 75000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 7769.5, which was -327.1 lower than the previous day. The implied volatity was 36.84, the open interest changed by -1 which decreased total open position to 0
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 5471.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 5471.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| SENSEX 25SEP2025 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 1.28
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 4.05 | 0.45 | 29.66 | 24,108 | 2,313 | 5,147 |
| 18 Sept | 83013.96 | 3.45 | -2.35 | 27.89 | 5,913 | 2,309 | 2,834 |
| 14 Sept | 81904.70 | 8.2 | -1.7 | 0.00 | 0 | 0 | 28 |
For Sensex - strike price 75000 expiring on 25SEP2025
Delta for 75000 PE is -0.00
Historical price for 75000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4.05, which was 0.45 higher than the previous day. The implied volatity was 29.66, the open interest changed by 2313 which increased total open position to 5147
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3.45, which was -2.35 lower than the previous day. The implied volatity was 27.89, the open interest changed by 2309 which increased total open position to 2834
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 8.2, which was -1.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 28
