SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 14.56
Theta: -43.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 2818.65 | -381.2 | 18.60 | 60 | 10 | 619 | |||||||||
| 18 Sept | 83013.96 | 3200 | 281.05 | 16.42 | 87 | 70 | 609 | |||||||||
| 14 Sept | 81904.70 | 2190 | 229.5 | 6.40 | 35 | -12 | 442 | |||||||||
| 17 Aug | 80597.66 | 1940 | -14.2 | 9.38 | 17 | -3 | 127 | |||||||||
For Sensex - strike price 80000 expiring on 25SEP2025
Delta for 80000 CE is 0.93
Historical price for 80000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2818.65, which was -381.2 lower than the previous day. The implied volatity was 18.60, the open interest changed by 10 which increased total open position to 619
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3200, which was 281.05 higher than the previous day. The implied volatity was 16.42, the open interest changed by 70 which increased total open position to 609
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2190, which was 229.5 higher than the previous day. The implied volatity was 6.40, the open interest changed by -12 which decreased total open position to 442
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1940, which was -14.2 lower than the previous day. The implied volatity was 9.38, the open interest changed by -3 which decreased total open position to 127
| SENSEX 25SEP2025 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 5.25
Theta: -5.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 10.7 | -1.85 | 13.20 | 1,40,229 | 14,660 | 26,516 |
| 18 Sept | 83013.96 | 11.4 | -13.35 | 13.70 | 38,811 | 4,193 | 11,856 |
| 14 Sept | 81904.70 | 78.05 | -42.45 | 11.15 | 3,844 | 538 | 2,362 |
| 17 Aug | 80597.66 | 741.15 | 4.5 | 12.66 | 23 | -2 | 140 |
For Sensex - strike price 80000 expiring on 25SEP2025
Delta for 80000 PE is -0.02
Historical price for 80000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 10.7, which was -1.85 lower than the previous day. The implied volatity was 13.20, the open interest changed by 14660 which increased total open position to 26516
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 11.4, which was -13.35 lower than the previous day. The implied volatity was 13.70, the open interest changed by 4193 which increased total open position to 11856
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 78.05, which was -42.45 lower than the previous day. The implied volatity was 11.15, the open interest changed by 538 which increased total open position to 2362
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 741.15, which was 4.5 higher than the previous day. The implied volatity was 12.66, the open interest changed by -2 which decreased total open position to 140
