SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 79400 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 | 3144 | 389.8 | 0.00 | 0 | 0 | 15 | |||||||||
| 18 Sept | 83013.96 | 3144 | 389.8 | 0.00 | 0 | 0 | 15 | |||||||||
| 14 Sept | 81904.70 | 2560.3 | 187.95 | - | 5 | 0 | 3 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79400 expiring on 25SEP2025
Delta for 79400 CE is 0.00
Historical price for 79400 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3144, which was 389.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3144, which was 389.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2560.3, which was 187.95 higher than the previous day. The implied volatity was -, 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
| SENSEX 25SEP2025 79400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 3.84
Theta: -4.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 8.1 | -2.25 | 15.05 | 9,041 | 418 | 628 |
| 18 Sept | 83013.96 | 8.25 | -9.95 | 15.22 | 367 | 179 | 210 |
| 14 Sept | 81904.70 | 46.8 | -23.95 | 11.88 | 34 | 3 | 37 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79400 expiring on 25SEP2025
Delta for 79400 PE is -0.01
Historical price for 79400 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 8.1, which was -2.25 lower than the previous day. The implied volatity was 15.05, the open interest changed by 418 which increased total open position to 628
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 8.25, which was -9.95 lower than the previous day. The implied volatity was 15.22, the open interest changed by 179 which increased total open position to 210
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 46.8, which was -23.95 lower than the previous day. The implied volatity was 11.88, the open interest changed by 3 which increased total open position to 37
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
