SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80500 CE | ||||||||||||||||
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Delta: 0.95
Vega: 11.28
Theta: -33.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 2287.1 | -417.45 | 13.58 | 33 | -8 | 479 | |||||||||
| 18 Sept | 83013.96 | 2715.25 | 273.45 | 15.39 | 133 | 71 | 487 | |||||||||
| 14 Sept | 81904.70 | 1768.35 | 235.8 | 9.31 | 116 | -23 | 377 | |||||||||
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| 17 Aug | 80597.66 | 1622.25 | -46.3 | 9.59 | 36 | 6 | 128 | |||||||||
For Sensex - strike price 80500 expiring on 25SEP2025
Delta for 80500 CE is 0.95
Historical price for 80500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2287.1, which was -417.45 lower than the previous day. The implied volatity was 13.58, the open interest changed by -8 which decreased total open position to 479
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2715.25, which was 273.45 higher than the previous day. The implied volatity was 15.39, the open interest changed by 71 which increased total open position to 487
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1768.35, which was 235.8 higher than the previous day. The implied volatity was 9.31, the open interest changed by -23 which decreased total open position to 377
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1622.25, which was -46.3 lower than the previous day. The implied volatity was 9.59, the open interest changed by 6 which increased total open position to 128
| SENSEX 25SEP2025 80500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 7.57
Theta: -6.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 15.8 | -0.4 | 11.88 | 1,63,827 | 4,652 | 14,566 |
| 18 Sept | 83013.96 | 15.55 | -17.9 | 12.42 | 33,262 | 7,808 | 9,914 |
| 14 Sept | 81904.70 | 116.9 | -67.3 | 10.43 | 1,625 | 65 | 985 |
| 17 Aug | 80597.66 | 911.95 | 3.7 | 12.57 | 22 | 7 | 144 |
For Sensex - strike price 80500 expiring on 25SEP2025
Delta for 80500 PE is -0.03
Historical price for 80500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 15.8, which was -0.4 lower than the previous day. The implied volatity was 11.88, the open interest changed by 4652 which increased total open position to 14566
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 15.55, which was -17.9 lower than the previous day. The implied volatity was 12.42, the open interest changed by 7808 which increased total open position to 9914
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 116.9, which was -67.3 lower than the previous day. The implied volatity was 10.43, the open interest changed by 65 which increased total open position to 985
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 911.95, which was 3.7 higher than the previous day. The implied volatity was 12.57, the open interest changed by 7 which increased total open position to 144
