SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 5545 | 253.7 | 0.00 | 0 | 0 | 41 | |||||||||
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| 18 Sept | 83013.96 | 5545 | 253.7 | - | 41 | 41 | 41 | |||||||||
| 14 Sept | 81904.70 | 3100 | -88.85 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77500 expiring on 25SEP2025
Delta for 77500 CE is 0.00
Historical price for 77500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5545, which was 253.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 41
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 5545, which was 253.7 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 41
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 3100, which was -88.85 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 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.12
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.4 | -0.85 | 21.35 | 26,923 | 1,460 | 1,977 |
| 18 Sept | 83013.96 | 6.4 | -2.6 | 21.26 | 5,330 | 414 | 517 |
| 14 Sept | 81904.70 | 19.95 | -1.75 | 15.68 | 22 | 17 | 58 |
| 17 Aug | 80597.66 | 243.55 | -332.85 | 13.52 | 33 | 33 | 33 |
For Sensex - strike price 77500 expiring on 25SEP2025
Delta for 77500 PE is -0.01
Historical price for 77500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5.4, which was -0.85 lower than the previous day. The implied volatity was 21.35, the open interest changed by 1460 which increased total open position to 1977
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 6.4, which was -2.6 lower than the previous day. The implied volatity was 21.26, the open interest changed by 414 which increased total open position to 517
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 19.95, which was -1.75 lower than the previous day. The implied volatity was 15.68, the open interest changed by 17 which increased total open position to 58
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 243.55, which was -332.85 lower than the previous day. The implied volatity was 13.52, the open interest changed by 33 which increased total open position to 33
