SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 80800 CE | ||||||||||||||||
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Delta: 0.56
Vega: 76.01
Theta: -30.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 913.65 | 18.35 | 10.15 | 19 | 8 | 16 | |||||||||
For Sensex - strike price 80800 expiring on 04SEP2025
Delta for 80800 CE is 0.56
Historical price for 80800 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 913.65, which was 18.35 higher than the previous day. The implied volatity was 10.15, the open interest changed by 8 which increased total open position to 16
| SENSEX 04SEP2025 80800 PE | |||||||
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Delta: -0.45
Vega: 76.20
Theta: -11.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 800 | -38.4 | 12.04 | 2 | -1 | 5 |
For Sensex - strike price 80800 expiring on 04SEP2025
Delta for 80800 PE is -0.45
Historical price for 80800 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 800, which was -38.4 lower than the previous day. The implied volatity was 12.04, the open interest changed by -1 which decreased total open position to 5
