SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81000 CE | ||||||||||||||||
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Delta: 0.88
Vega: 20.78
Theta: -45.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 1845 | -367.05 | 14.47 | 698 | -273 | 1,006 | |||||||||
| 18 Sept | 83013.96 | 2220 | 261.75 | 13.31 | 564 | 295 | 1,279 | |||||||||
| 14 Sept | 81904.70 | 1319.9 | 186.9 | 8.61 | 818 | -173 | 934 | |||||||||
| 17 Aug | 80597.66 | 1306 | -10.4 | 9.45 | 36 | 17 | 107 | |||||||||
For Sensex - strike price 81000 expiring on 25SEP2025
Delta for 81000 CE is 0.88
Historical price for 81000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1845, which was -367.05 lower than the previous day. The implied volatity was 14.47, the open interest changed by -273 which decreased total open position to 1006
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2220, which was 261.75 higher than the previous day. The implied volatity was 13.31, the open interest changed by 295 which increased total open position to 1279
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1319.9, which was 186.9 higher than the previous day. The implied volatity was 8.61, the open interest changed by -173 which decreased total open position to 934
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1306, which was -10.4 lower than the previous day. The implied volatity was 9.45, the open interest changed by 17 which increased total open position to 107
| SENSEX 25SEP2025 81000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 11.65
Theta: -9.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 26.2 | 2.65 | 10.66 | 2,22,225 | 3,855 | 18,254 |
| 18 Sept | 83013.96 | 22.4 | -27.9 | 11.16 | 43,763 | 10,383 | 14,399 |
| 14 Sept | 81904.70 | 186.35 | -95.95 | 9.92 | 3,409 | 366 | 1,956 |
| 17 Aug | 80597.66 | 1111 | -9 | 12.49 | 44 | 5 | 101 |
For Sensex - strike price 81000 expiring on 25SEP2025
Delta for 81000 PE is -0.06
Historical price for 81000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 26.2, which was 2.65 higher than the previous day. The implied volatity was 10.66, the open interest changed by 3855 which increased total open position to 18254
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 22.4, which was -27.9 lower than the previous day. The implied volatity was 11.16, the open interest changed by 10383 which increased total open position to 14399
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 186.35, which was -95.95 lower than the previous day. The implied volatity was 9.92, the open interest changed by 366 which increased total open position to 1956
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1111, which was -9 lower than the previous day. The implied volatity was 12.49, the open interest changed by 5 which increased total open position to 101
