SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 23.34
Theta: -43.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1448.75 | -377.45 | 12.21 | 58 | -4 | 187 | |||||||||
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| 18 Sept | 83013.96 | 1832.45 | 240.1 | 12.01 | 49 | 5 | 191 | |||||||||
| 14 Sept | 81904.70 | 1012.75 | 162.7 | 8.61 | 289 | -62 | 80 | |||||||||
| 17 Aug | 80597.66 | 958.65 | -403.2 | 0.00 | 0 | 0 | 3 | |||||||||
For Sensex - strike price 81400 expiring on 25SEP2025
Delta for 81400 CE is 0.86
Historical price for 81400 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1448.75, which was -377.45 lower than the previous day. The implied volatity was 12.21, the open interest changed by -4 which decreased total open position to 187
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1832.45, which was 240.1 higher than the previous day. The implied volatity was 12.01, the open interest changed by 5 which increased total open position to 191
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1012.75, which was 162.7 higher than the previous day. The implied volatity was 8.61, the open interest changed by -62 which decreased total open position to 80
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 958.65, which was -403.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
| SENSEX 25SEP2025 81400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 16.41
Theta: -11.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 39.85 | 6.6 | 9.61 | 1,04,155 | 3,593 | 4,749 |
| 18 Sept | 83013.96 | 32.55 | -39.65 | 10.24 | 3,744 | 464 | 1,156 |
| 14 Sept | 81904.70 | 270.85 | -127.25 | 9.55 | 501 | 0 | 288 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81400 expiring on 25SEP2025
Delta for 81400 PE is -0.09
Historical price for 81400 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 39.85, which was 6.6 higher than the previous day. The implied volatity was 9.61, the open interest changed by 3593 which increased total open position to 4749
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 32.55, which was -39.65 lower than the previous day. The implied volatity was 10.24, the open interest changed by 464 which increased total open position to 1156
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 270.85, which was -127.25 lower than the previous day. The implied volatity was 9.55, the open interest changed by 0 which decreased total open position to 288
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
