SENSEX
Sensex
Historical option data for SENSEX
28 Sep 2025 10:07 PM IST
| SENSEX 09-OCT-2025 81000 CE | ||||||||||||||||
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Delta: 0.43
Vega: 59.16
Theta: -32.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 80426.46 | 467.4 | -471.95 | 9.97 | 7,469 | 2,463 | 2,539 | |||||||||
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| 21 Sept | 82626.23 | 1868 | -76.4 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 1868 | -76.4 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81000 expiring on 09OCT2025
Delta for 81000 CE is 0.43
Historical price for 81000 CE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 467.4, which was -471.95 lower than the previous day. The implied volatity was 9.97, the open interest changed by 2463 which increased total open position to 2539
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1868, which was -76.4 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 1868, which was -76.4 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 09OCT2025 81000 PE | |||||||
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Delta: -0.57
Vega: 59.18
Theta: -10.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 762 | 393.9 | 10.06 | 5,770 | 1,021 | 1,487 |
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81000 expiring on 09OCT2025
Delta for 81000 PE is -0.57
Historical price for 81000 PE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 762, which was 393.9 higher than the previous day. The implied volatity was 10.06, the open interest changed by 1021 which increased total open position to 1487
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
