SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 81200 CE | ||||||||||||||||
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Delta: 0.48
Vega: 76.65
Theta: -28.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 694.15 | 13.35 | 9.92 | 7 | -5 | 3 | |||||||||
For Sensex - strike price 81200 expiring on 04SEP2025
Delta for 81200 CE is 0.48
Historical price for 81200 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 694.15, which was 13.35 higher than the previous day. The implied volatity was 9.92, the open interest changed by -5 which decreased total open position to 3
| SENSEX 04SEP2025 81200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81200 expiring on 04SEP2025
Delta for 81200 PE is 0.00
Historical price for 81200 PE is as follows
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
