SENSEX
Sensex
Historical option data for SENSEX
28 Sep 2025 10:07 PM IST
| SENSEX 16-OCT-2025 81000 CE | ||||||||||||||||
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Delta: 0.48
Vega: 74.66
Theta: -29.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 80426.46 | 700 | -382.6 | 10.23 | 237 | 90 | 90 | |||||||||
| 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 16OCT2025
Delta for 81000 CE is 0.48
Historical price for 81000 CE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 700, which was -382.6 lower than the previous day. The implied volatity was 10.23, the open interest changed by 90 which increased total open position to 90
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
| SENSEX 16OCT2025 81000 PE | |||||||
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Delta: -0.52
Vega: 74.68
Theta: -8.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 877.1 | 221.7 | 10.79 | 240 | 96 | 96 |
| 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 16OCT2025
Delta for 81000 PE is -0.52
Historical price for 81000 PE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 877.1, which was 221.7 higher than the previous day. The implied volatity was 10.79, the open interest changed by 96 which increased total open position to 96
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
