SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 77700 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 | |||||||||
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| 21 Sept | 82626.23 | 3500 | 197.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 3500 | 197.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 81904.70 | 3500 | 197.35 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77700 expiring on 25SEP2025
Delta for 77700 CE is 0.00
Historical price for 77700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3500, which was 197.35 higher 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 197.35 higher 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 197.35 higher 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 77700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 1.93
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 4.55 | 4.5 | 20.19 | 725 | 100 | 105 |
| 18 Sept | 83013.96 | 20.05 | 19.25 | 0.00 | 1 | 0 | 5 |
| 14 Sept | 81904.70 | 42.9 | -50.1 | 0.00 | 0 | 0 | 3 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77700 expiring on 25SEP2025
Delta for 77700 PE is -0.01
Historical price for 77700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4.55, which was 4.5 higher than the previous day. The implied volatity was 20.19, the open interest changed by 100 which increased total open position to 105
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 20.05, which was 19.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 42.9, which was -50.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
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
