SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 80900 CE | ||||||||||||||||
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Delta: 0.96
Vega: 9.23
Theta: -29.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1874.05 | -299.15 | 10.37 | 7 | 1 | 32 | |||||||||
| 18 Sept | 83013.96 | 2173.2 | 247.15 | - | 2 | -1 | 31 | |||||||||
| 14 Sept | 81904.70 | 1417.8 | 191.8 | 9.01 | 26 | -18 | 32 | |||||||||
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| 17 Aug | 80597.66 | 2803.2 | -415.85 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80900 expiring on 25SEP2025
Delta for 80900 CE is 0.96
Historical price for 80900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1874.05, which was -299.15 lower than the previous day. The implied volatity was 10.37, the open interest changed by 1 which increased total open position to 32
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2173.2, which was 247.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1417.8, which was 191.8 higher than the previous day. The implied volatity was 9.01, the open interest changed by -18 which decreased total open position to 32
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2803.2, which was -415.85 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 80900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 10.59
Theta: -8.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 23.25 | 1.95 | 10.88 | 52,900 | 1,534 | 2,069 |
| 18 Sept | 83013.96 | 19.6 | -26.6 | 11.30 | 2,079 | 310 | 535 |
| 14 Sept | 81904.70 | 168.5 | -90.7 | 9.99 | 511 | 48 | 185 |
| 17 Aug | 80597.66 | 1058.1 | -722.7 | 12.41 | 8 | -8 | 0 |
For Sensex - strike price 80900 expiring on 25SEP2025
Delta for 80900 PE is -0.05
Historical price for 80900 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 23.25, which was 1.95 higher than the previous day. The implied volatity was 10.88, the open interest changed by 1534 which increased total open position to 2069
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 19.6, which was -26.6 lower than the previous day. The implied volatity was 11.30, the open interest changed by 310 which increased total open position to 535
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 168.5, which was -90.7 lower than the previous day. The implied volatity was 9.99, the open interest changed by 48 which increased total open position to 185
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1058.1, which was -722.7 lower than the previous day. The implied volatity was 12.41, the open interest changed by -8 which decreased total open position to 0
