SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 79500 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 | 3666 | 371.05 | 0.00 | 0 | 0 | 118 | |||||||||
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| 18 Sept | 83013.96 | 3666 | 371.05 | - | 47 | 40 | 118 | |||||||||
| 14 Sept | 81904.70 | 2651.55 | 301.55 | - | 8 | -7 | 77 | |||||||||
| 17 Aug | 80597.66 | 2253 | 52.1 | 0.00 | 0 | 0 | 10 | |||||||||
For Sensex - strike price 79500 expiring on 25SEP2025
Delta for 79500 CE is 0.00
Historical price for 79500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3666, which was 371.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 118
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3666, which was 371.05 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 118
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2651.55, which was 301.55 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 77
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2253, which was 52.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
| SENSEX 25SEP2025 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 4.05
Theta: -4.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 8.5 | -1.95 | 14.75 | 86,571 | 1,340 | 9,960 |
| 18 Sept | 83013.96 | 9.75 | -8.95 | 15.21 | 30,654 | 6,393 | 8,620 |
| 14 Sept | 81904.70 | 52.5 | -25.55 | 11.84 | 1,172 | 250 | 718 |
| 17 Aug | 80597.66 | 608 | 5.6 | 12.89 | 15 | 0 | 95 |
For Sensex - strike price 79500 expiring on 25SEP2025
Delta for 79500 PE is -0.02
Historical price for 79500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 8.5, which was -1.95 lower than the previous day. The implied volatity was 14.75, the open interest changed by 1340 which increased total open position to 9960
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 9.75, which was -8.95 lower than the previous day. The implied volatity was 15.21, the open interest changed by 6393 which increased total open position to 8620
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 52.5, which was -25.55 lower than the previous day. The implied volatity was 11.84, the open interest changed by 250 which increased total open position to 718
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 608, which was 5.6 higher than the previous day. The implied volatity was 12.89, the open interest changed by 0 which decreased total open position to 95
