SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80400 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 | |||||||||
| 21 Sept | 82626.23 | 2801.2 | 395.6 | 0.00 | 0 | 0 | 60 | |||||||||
| 18 Sept | 83013.96 | 2801.2 | 395.6 | 14.73 | 7 | -3 | 60 | |||||||||
| 14 Sept | 81904.70 | 1782.15 | 168.6 | - | 27 | -23 | 63 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80400 expiring on 25SEP2025
Delta for 80400 CE is 0.00
Historical price for 80400 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2801.2, which was 395.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 60
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2801.2, which was 395.6 higher than the previous day. The implied volatity was 14.73, the open interest changed by -3 which decreased total open position to 60
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1782.15, which was 168.6 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 63
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
| SENSEX 25SEP2025 80400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 7.08
Theta: -6.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 14.75 | -0.6 | 12.17 | 50,129 | 1,825 | 2,213 |
| 18 Sept | 83013.96 | 14.3 | -16.65 | 12.64 | 1,039 | 82 | 388 |
| 14 Sept | 81904.70 | 106.55 | -60.85 | 10.54 | 460 | 129 | 230 |
| 17 Aug | 80597.66 | 922.9 | -221.05 | 0.00 | 0 | 0 | 1 |
For Sensex - strike price 80400 expiring on 25SEP2025
Delta for 80400 PE is -0.03
Historical price for 80400 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 14.75, which was -0.6 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1825 which increased total open position to 2213
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 14.3, which was -16.65 lower than the previous day. The implied volatity was 12.64, the open interest changed by 82 which increased total open position to 388
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 106.55, which was -60.85 lower than the previous day. The implied volatity was 10.54, the open interest changed by 129 which increased total open position to 230
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 922.9, which was -221.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
