SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 78700 CE | ||||||||||||||||
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Delta: 0.88
Vega: 37.52
Theta: -28.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 2460 | -178.95 | 10.44 | 11 | 0 | 0 | |||||||||
For Sensex - strike price 78700 expiring on 04SEP2025
Delta for 78700 CE is 0.88
Historical price for 78700 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2460, which was -178.95 lower than the previous day. The implied volatity was 10.44, the open interest changed by 0 which decreased total open position to 0
| SENSEX 04SEP2025 78700 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 17 Aug | 80597.66 | 245.15 | -61.9 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 78700 expiring on 04SEP2025
Delta for 78700 PE is 0.00
Historical price for 78700 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 245.15, which was -61.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
