SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 78500 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 | 4550 | 257.4 | 0.00 | 0 | 0 | 88 | |||||||||
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| 18 Sept | 83013.96 | 4550 | 257.4 | - | 88 | 88 | 88 | |||||||||
| 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 78500 expiring on 25SEP2025
Delta for 78500 CE is 0.00
Historical price for 78500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4550, which was 257.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 88
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 4550, which was 257.4 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 88
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 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.55
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.65 | -2.15 | 17.73 | 69,143 | 502 | 6,980 |
| 18 Sept | 83013.96 | 7.45 | -4.95 | 18.17 | 22,793 | 5,820 | 6,478 |
| 14 Sept | 81904.70 | 27.9 | -8.5 | 13.50 | 534 | 122 | 248 |
| 17 Aug | 80597.66 | 374.8 | -9.6 | 12.98 | 1 | 0 | 11 |
For Sensex - strike price 78500 expiring on 25SEP2025
Delta for 78500 PE is -0.01
Historical price for 78500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5.65, which was -2.15 lower than the previous day. The implied volatity was 17.73, the open interest changed by 502 which increased total open position to 6980
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 7.45, which was -4.95 lower than the previous day. The implied volatity was 18.17, the open interest changed by 5820 which increased total open position to 6478
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 27.9, which was -8.5 lower than the previous day. The implied volatity was 13.50, the open interest changed by 122 which increased total open position to 248
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 374.8, which was -9.6 lower than the previous day. The implied volatity was 12.98, the open interest changed by 0 which decreased total open position to 11
