SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
SENSEX 04SEP2025 79900 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 | |||||||||
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17 Aug | 80597.66 | 1975.3 | 516.3 | 0.00 | 0 | 0 | 4 |
For Sensex - strike price 79900 expiring on 04SEP2025
Delta for 79900 CE is 0.00
Historical price for 79900 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1975.3, which was 516.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
SENSEX 04SEP2025 79900 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 | 590 | -237.55 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79900 expiring on 04SEP2025
Delta for 79900 PE is 0.00
Historical price for 79900 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 590, which was -237.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0