SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 80700 CE | ||||||||||||||||
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Delta: 0.58
Vega: 75.36
Theta: -30.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 971.05 | -21.35 | 10.18 | 6 | 5 | 7 | |||||||||
For Sensex - strike price 80700 expiring on 04SEP2025
Delta for 80700 CE is 0.58
Historical price for 80700 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 971.05, which was -21.35 lower than the previous day. The implied volatity was 10.18, the open interest changed by 5 which increased total open position to 7
| SENSEX 04SEP2025 80700 PE | |||||||
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Delta: -0.43
Vega: 75.63
Theta: -11.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 713.05 | -568.15 | 11.48 | 12 | 10 | 10 |
For Sensex - strike price 80700 expiring on 04SEP2025
Delta for 80700 PE is -0.43
Historical price for 80700 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 713.05, which was -568.15 lower than the previous day. The implied volatity was 11.48, the open interest changed by 10 which increased total open position to 10
