SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 12.17
Theta: -34.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 2190.45 | -248.05 | 13.36 | 2 | 0 | 70 | |||||||||
| 18 Sept | 83013.96 | 2438.5 | 82.45 | - | 35 | 21 | 70 | |||||||||
| 14 Sept | 81904.70 | 1681 | 216.35 | 9.30 | 34 | -20 | 73 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80600 expiring on 25SEP2025
Delta for 80600 CE is 0.94
Historical price for 80600 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2190.45, which was -248.05 lower than the previous day. The implied volatity was 13.36, the open interest changed by 0 which decreased total open position to 70
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2438.5, which was 82.45 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 70
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1681, which was 216.35 higher than the previous day. The implied volatity was 9.30, the open interest changed by -20 which decreased total open position to 73
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 80600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 8.33
Theta: -7.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 17.75 | 0.45 | 11.68 | 52,535 | 574 | 1,681 |
| 18 Sept | 83013.96 | 15.9 | -20.95 | 12.08 | 1,932 | 835 | 1,107 |
| 14 Sept | 81904.70 | 128.25 | -71.85 | 10.32 | 600 | 110 | 249 |
| 17 Aug | 80597.66 | 954.75 | -682.1 | 12.61 | 9 | -5 | 5 |
For Sensex - strike price 80600 expiring on 25SEP2025
Delta for 80600 PE is -0.04
Historical price for 80600 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 17.75, which was 0.45 higher than the previous day. The implied volatity was 11.68, the open interest changed by 574 which increased total open position to 1681
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 15.9, which was -20.95 lower than the previous day. The implied volatity was 12.08, the open interest changed by 835 which increased total open position to 1107
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 128.25, which was -71.85 lower than the previous day. The implied volatity was 10.32, the open interest changed by 110 which increased total open position to 249
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 954.75, which was -682.1 lower than the previous day. The implied volatity was 12.61, the open interest changed by -5 which decreased total open position to 5
