SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
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| 21 Sept | 82626.23 | 1930 | 268.5 | 0.00 | 0 | 0 | 264 | |||||||||
| 18 Sept | 83013.96 | 1930 | 268.5 | 12.39 | 12 | 1 | 264 | |||||||||
| 14 Sept | 81904.70 | 1088.85 | 170.75 | 8.67 | 143 | -38 | 84 | |||||||||
| 17 Aug | 80597.66 | 2156 | -640.8 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81300 expiring on 25SEP2025
Delta for 81300 CE is 0.00
Historical price for 81300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1930, which was 268.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 264
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1930, which was 268.5 higher than the previous day. The implied volatity was 12.39, the open interest changed by 1 which increased total open position to 264
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1088.85, which was 170.75 higher than the previous day. The implied volatity was 8.67, the open interest changed by -38 which decreased total open position to 84
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2156, which was -640.8 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 81300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 14.96
Theta: -10.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 35.3 | 4.45 | 9.84 | 79,354 | 1,429 | 2,945 |
| 18 Sept | 83013.96 | 29.4 | -35.75 | 10.46 | 5,030 | 766 | 1,516 |
| 14 Sept | 81904.70 | 246.1 | -121.05 | 9.63 | 579 | 57 | 290 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81300 expiring on 25SEP2025
Delta for 81300 PE is -0.08
Historical price for 81300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 35.3, which was 4.45 higher than the previous day. The implied volatity was 9.84, the open interest changed by 1429 which increased total open position to 2945
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 29.4, which was -35.75 lower than the previous day. The implied volatity was 10.46, the open interest changed by 766 which increased total open position to 1516
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 246.1, which was -121.05 lower than the previous day. The implied volatity was 9.63, the open interest changed by 57 which increased total open position to 290
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
