SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 80100 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 | 1334.7 | 127.2 | 0.00 | 0 | 0 | 2 | |||||||||
For Sensex - strike price 80100 expiring on 04SEP2025
Delta for 80100 CE is 0.00
Historical price for 80100 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1334.7, which was 127.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
| SENSEX 04SEP2025 80100 PE | |||||||
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Delta: -0.33
Vega: 70.03
Theta: -12.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 516.95 | 18.3 | 12.00 | 5 | 5 | 9 |
For Sensex - strike price 80100 expiring on 04SEP2025
Delta for 80100 PE is -0.33
Historical price for 80100 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 516.95, which was 18.3 higher than the previous day. The implied volatity was 12.00, the open interest changed by 5 which increased total open position to 9
