SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
SENSEX 25SEP2025 77100 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 82626.23 | 3500 | -28.05 | 0.00 | 0 | 0 | 0 | |||||||||
18 Sept | 83013.96 | 3500 | -28.05 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 81904.70 | 3500 | -28.05 | 0.00 | 0 | 0 | 0 | |||||||||
17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77100 expiring on 25SEP2025
Delta for 77100 CE is 0.00
Historical price for 77100 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3500, which was -28.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3500, which was -28.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 3500, which was -28.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 0, 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 0
SENSEX 25SEP2025 77100 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77100 expiring on 25SEP2025
Delta for 77100 PE is 0.00
Historical price for 77100 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 0, 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 0
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 0, 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 0
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 0, 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 0
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 0, 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 0