SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80700 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 | 2601.8 | 486.1 | 0.00 | 0 | 0 | 86 | |||||||||
| 18 Sept | 83013.96 | 2601.8 | 486.1 | 18.97 | 13 | -8 | 86 | |||||||||
| 14 Sept | 81904.70 | 1568.35 | 198.05 | 8.49 | 41 | -23 | 95 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80700 expiring on 25SEP2025
Delta for 80700 CE is 0.00
Historical price for 80700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2601.8, which was 486.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 86
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2601.8, which was 486.1 higher than the previous day. The implied volatity was 18.97, the open interest changed by -8 which decreased total open position to 86
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1568.35, which was 198.05 higher than the previous day. The implied volatity was 8.49, the open interest changed by -23 which decreased total open position to 95
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 80700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 8.98
Theta: -7.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 19.25 | 0.95 | 11.40 | 43,306 | 1,251 | 2,207 |
| 18 Sept | 83013.96 | 17 | -21.5 | 11.81 | 2,394 | 658 | 956 |
| 14 Sept | 81904.70 | 140.3 | -77 | 10.21 | 656 | 45 | 269 |
| 17 Aug | 80597.66 | 993.55 | -690.45 | 12.59 | 14 | -14 | 0 |
For Sensex - strike price 80700 expiring on 25SEP2025
Delta for 80700 PE is -0.04
Historical price for 80700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 19.25, which was 0.95 higher than the previous day. The implied volatity was 11.40, the open interest changed by 1251 which increased total open position to 2207
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 17, which was -21.5 lower than the previous day. The implied volatity was 11.81, the open interest changed by 658 which increased total open position to 956
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 140.3, which was -77 lower than the previous day. The implied volatity was 10.21, the open interest changed by 45 which increased total open position to 269
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 993.55, which was -690.45 lower than the previous day. The implied volatity was 12.59, the open interest changed by -14 which decreased total open position to 0
