SENSEX
Sensex
Historical option data for SENSEX
28 Sep 2025 10:07 PM IST
| SENSEX 01OCT2025 80800 CE | ||||||||||||||||
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Delta: 0.39
Vega: 35.58
Theta: -46.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 80426.46 | 264.55 | -544.8 | 10.36 | 5,18,833 | 15,853 | 16,059 | |||||||||
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| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80800 expiring on 01OCT2025
Delta for 80800 CE is 0.39
Historical price for 80800 CE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 264.55, which was -544.8 lower than the previous day. The implied volatity was 10.36, the open interest changed by 15853 which increased total open position to 16059
On 21 Sept SENSEX was trading at 82626.23. 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
On 18 Sept SENSEX was trading at 83013.96. 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
On 14 Sept SENSEX was trading at 81904.70. 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 01OCT2025 80800 PE | |||||||
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Delta: -0.62
Vega: 35.18
Theta: -19.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 487 | 322.4 | 9.11 | 10,08,650 | 5,508 | 7,898 |
| 21 Sept | 82626.23 | 66.8 | 25.6 | 10.67 | 88 | 37 | 37 |
| 18 Sept | 83013.96 | 347.6 | -61.6 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 347.6 | -61.6 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 80800 expiring on 01OCT2025
Delta for 80800 PE is -0.62
Historical price for 80800 PE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 487, which was 322.4 higher than the previous day. The implied volatity was 9.11, the open interest changed by 5508 which increased total open position to 7898
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 66.8, which was 25.6 higher than the previous day. The implied volatity was 10.67, the open interest changed by 37 which increased total open position to 37
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 347.6, which was -61.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 347.6, which was -61.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
