SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 2408.85 | -490.4 | - | 4 | -4 | 68 | |||||||||
| 18 Sept | 83013.96 | 2899.25 | 395.9 | 15.01 | 6 | -3 | 72 | |||||||||
| 14 Sept | 81904.70 | 1947.1 | 230.8 | 9.32 | 18 | -18 | 75 | |||||||||
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| 17 Aug | 80597.66 | 3006 | -658.2 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80300 expiring on 25SEP2025
Delta for 80300 CE is -
Historical price for 80300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2408.85, which was -490.4 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 68
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2899.25, which was 395.9 higher than the previous day. The implied volatity was 15.01, the open interest changed by -3 which decreased total open position to 72
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1947.1, which was 230.8 higher than the previous day. The implied volatity was 9.32, the open interest changed by -18 which decreased total open position to 75
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 3006, which was -658.2 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 80300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 6.59
Theta: -6.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 13.7 | -0.3 | 12.45 | 42,945 | 1,725 | 3,022 |
| 18 Sept | 83013.96 | 13 | -16.25 | 12.83 | 3,581 | 1,038 | 1,297 |
| 14 Sept | 81904.70 | 97.6 | -56 | 10.66 | 535 | 57 | 189 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 80300 expiring on 25SEP2025
Delta for 80300 PE is -0.03
Historical price for 80300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 13.7, which was -0.3 lower than the previous day. The implied volatity was 12.45, the open interest changed by 1725 which increased total open position to 3022
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 13, which was -16.25 lower than the previous day. The implied volatity was 12.83, the open interest changed by 1038 which increased total open position to 1297
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 97.6, which was -56 lower than the previous day. The implied volatity was 10.66, the open interest changed by 57 which increased total open position to 189
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
