SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81200 CE | ||||||||||||||||
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Delta: 0.85
Vega: 23.98
Theta: -48.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1670.55 | -349 | 14.39 | 113 | -35 | 89 | |||||||||
| 18 Sept | 83013.96 | 2017.7 | 225.15 | 12.19 | 46 | 26 | 124 | |||||||||
| 14 Sept | 81904.70 | 1162.2 | 171.25 | 8.62 | 142 | -57 | 143 | |||||||||
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| 17 Aug | 80597.66 | 3118 | 287.15 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81200 expiring on 25SEP2025
Delta for 81200 CE is 0.85
Historical price for 81200 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1670.55, which was -349 lower than the previous day. The implied volatity was 14.39, the open interest changed by -35 which decreased total open position to 89
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2017.7, which was 225.15 higher than the previous day. The implied volatity was 12.19, the open interest changed by 26 which increased total open position to 124
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1162.2, which was 171.25 higher than the previous day. The implied volatity was 8.62, the open interest changed by -57 which decreased total open position to 143
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 3118, which was 287.15 higher 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 81200 PE | |||||||
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Delta: -0.07
Vega: 13.73
Theta: -10.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 31.8 | 3.9 | 10.11 | 72,501 | 2,261 | 3,622 |
| 18 Sept | 83013.96 | 26.5 | -32.8 | 10.67 | 4,485 | 718 | 1,361 |
| 14 Sept | 81904.70 | 223.9 | -112.25 | 9.71 | 884 | 349 | 535 |
| 17 Aug | 80597.66 | 972 | 38.85 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81200 expiring on 25SEP2025
Delta for 81200 PE is -0.07
Historical price for 81200 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 31.8, which was 3.9 higher than the previous day. The implied volatity was 10.11, the open interest changed by 2261 which increased total open position to 3622
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 26.5, which was -32.8 lower than the previous day. The implied volatity was 10.67, the open interest changed by 718 which increased total open position to 1361
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 223.9, which was -112.25 lower than the previous day. The implied volatity was 9.71, the open interest changed by 349 which increased total open position to 535
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 972, which was 38.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
