SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 22.27
Theta: -46.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 1756 | -359.45 | 14.38 | 6 | -1 | 74 | |||||||||
| 18 Sept | 83013.96 | 2100.7 | 232.15 | 11.51 | 11 | -3 | 75 | |||||||||
| 14 Sept | 81904.70 | 1172.75 | 97.6 | 6.92 | 56 | -26 | 89 | |||||||||
| 17 Aug | 80597.66 | 2199 | -652.85 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81100 expiring on 25SEP2025
Delta for 81100 CE is 0.87
Historical price for 81100 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1756, which was -359.45 lower than the previous day. The implied volatity was 14.38, the open interest changed by -1 which decreased total open position to 74
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2100.7, which was 232.15 higher than the previous day. The implied volatity was 11.51, the open interest changed by -3 which decreased total open position to 75
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1172.75, which was 97.6 higher than the previous day. The implied volatity was 6.92, the open interest changed by -26 which decreased total open position to 89
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2199, which was -652.85 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 81100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 12.57
Theta: -9.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 28.5 | 3 | 10.36 | 63,509 | 2,641 | 3,473 |
| 18 Sept | 83013.96 | 24 | -29.75 | 10.89 | 2,282 | 352 | 832 |
| 14 Sept | 81904.70 | 203.65 | -105.6 | 9.80 | 472 | 28 | 209 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81100 expiring on 25SEP2025
Delta for 81100 PE is -0.06
Historical price for 81100 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 28.5, which was 3 higher than the previous day. The implied volatity was 10.36, the open interest changed by 2641 which increased total open position to 3473
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 24, which was -29.75 lower than the previous day. The implied volatity was 10.89, the open interest changed by 352 which increased total open position to 832
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 203.65, which was -105.6 lower than the previous day. The implied volatity was 9.80, the open interest changed by 28 which increased total open position to 209
On 17 Aug SENSEX was trading at 80597.66. 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
