SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 79700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 3526.35 | 430.35 | 0.00 | 0 | 0 | 8 | |||||||||
| 18 Sept | 83013.96 | 3526.35 | 430.35 | 19.98 | 4 | 0 | 8 | |||||||||
| 14 Sept | 81904.70 | 1636.9 | 3 | 0.00 | 0 | 0 | 8 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79700 expiring on 25SEP2025
Delta for 79700 CE is 0.00
Historical price for 79700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3526.35, which was 430.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 8
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3526.35, which was 430.35 higher than the previous day. The implied volatity was 19.98, the open interest changed by 0 which decreased total open position to 8
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1636.9, which was 3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 8
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 79700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 4.53
Theta: -5.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 9.45 | -1.9 | 14.17 | 13,576 | 1,243 | 1,408 |
| 18 Sept | 83013.96 | 11.8 | -7.75 | 14.89 | 157 | 80 | 165 |
| 14 Sept | 81904.70 | 71.75 | -19.65 | 12.01 | 275 | -91 | 155 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79700 expiring on 25SEP2025
Delta for 79700 PE is -0.02
Historical price for 79700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 9.45, which was -1.9 lower than the previous day. The implied volatity was 14.17, the open interest changed by 1243 which increased total open position to 1408
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 11.8, which was -7.75 lower than the previous day. The implied volatity was 14.89, the open interest changed by 80 which increased total open position to 165
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 71.75, which was -19.65 lower than the previous day. The implied volatity was 12.01, the open interest changed by -91 which decreased total open position to 155
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
