SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1874.25 | -523.75 | - | 20 | 6 | 86 | |||||||||
| 18 Sept | 83013.96 | 2398 | 240.75 | 12.65 | 3 | -1 | 80 | |||||||||
| 14 Sept | 81904.70 | 1490 | 220.95 | 8.71 | 31 | -26 | 84 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80800 expiring on 25SEP2025
Delta for 80800 CE is -
Historical price for 80800 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1874.25, which was -523.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 86
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2398, which was 240.75 higher than the previous day. The implied volatity was 12.65, the open interest changed by -1 which decreased total open position to 80
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1490, which was 220.95 higher than the previous day. The implied volatity was 8.71, the open interest changed by -26 which decreased total open position to 84
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 80800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 9.71
Theta: -8.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 21 | 0.9 | 11.12 | 48,097 | 1,521 | 2,494 |
| 18 Sept | 83013.96 | 18.95 | -22.4 | 11.64 | 2,931 | 549 | 973 |
| 14 Sept | 81904.70 | 153.95 | -82.45 | 10.10 | 463 | 14 | 170 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 80800 expiring on 25SEP2025
Delta for 80800 PE is -0.04
Historical price for 80800 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 21, which was 0.9 higher than the previous day. The implied volatity was 11.12, the open interest changed by 1521 which increased total open position to 2494
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 18.95, which was -22.4 lower than the previous day. The implied volatity was 11.64, the open interest changed by 549 which increased total open position to 973
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 153.95, which was -82.45 lower than the previous day. The implied volatity was 10.10, the open interest changed by 14 which increased total open position to 170
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
