SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 80400 CE | ||||||||||||||||
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Delta: 0.64
Vega: 71.96
Theta: -30.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 1121.4 | -435.45 | 9.79 | 2 | 2 | 2 | |||||||||
For Sensex - strike price 80400 expiring on 04SEP2025
Delta for 80400 CE is 0.64
Historical price for 80400 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1121.4, which was -435.45 lower than the previous day. The implied volatity was 9.79, the open interest changed by 2 which increased total open position to 2
| SENSEX 04SEP2025 80400 PE | |||||||
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Delta: -0.38
Vega: 73.35
Theta: -12.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 614.75 | -524.05 | 11.83 | 58 | 6 | 6 |
For Sensex - strike price 80400 expiring on 04SEP2025
Delta for 80400 PE is -0.38
Historical price for 80400 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 614.75, which was -524.05 lower than the previous day. The implied volatity was 11.83, the open interest changed by 6 which increased total open position to 6
