SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 78300 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 | 4700 | 207.65 | 0.00 | 0 | 0 | 1 | |||||||||
| 18 Sept | 83013.96 | 4700 | 207.65 | - | 1 | 1 | 1 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 78300 expiring on 25SEP2025
Delta for 78300 CE is 0.00
Historical price for 78300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4700, which was 207.65 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 4700, which was 207.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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
| SENSEX 25SEP2025 78300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.42
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.5 | -3.65 | 18.42 | 1,402 | 25 | 36 |
| 18 Sept | 83013.96 | 9.15 | 9.1 | 19.39 | 74 | -13 | 11 |
| 14 Sept | 81904.70 | 75 | -26.55 | 0.00 | 0 | 0 | 23 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 78300 expiring on 25SEP2025
Delta for 78300 PE is -0.01
Historical price for 78300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5.5, which was -3.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by 25 which increased total open position to 36
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 9.15, which was 9.1 higher than the previous day. The implied volatity was 19.39, the open interest changed by -13 which decreased total open position to 11
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 75, which was -26.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 23
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
