SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81500 CE | ||||||||||||||||
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Delta: 0.84
Vega: 25.06
Theta: -44.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1360.75 | -369.6 | 12.07 | 1,349 | 51 | 2,046 | |||||||||
| 18 Sept | 83013.96 | 1737.05 | 265.95 | 11.72 | 618 | 254 | 1,995 | |||||||||
| 14 Sept | 81904.70 | 940.5 | 154.6 | 8.58 | 2,096 | -127 | 956 | |||||||||
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| 17 Aug | 80597.66 | 1070.35 | -0.55 | 9.72 | 8 | 0 | 42 | |||||||||
For Sensex - strike price 81500 expiring on 25SEP2025
Delta for 81500 CE is 0.84
Historical price for 81500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1360.75, which was -369.6 lower than the previous day. The implied volatity was 12.07, the open interest changed by 51 which increased total open position to 2046
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1737.05, which was 265.95 higher than the previous day. The implied volatity was 11.72, the open interest changed by 254 which increased total open position to 1995
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 940.5, which was 154.6 higher than the previous day. The implied volatity was 8.58, the open interest changed by -127 which decreased total open position to 956
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1070.35, which was -0.55 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 42
| SENSEX 25SEP2025 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 17.88
Theta: -12.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 44.5 | 7.5 | 9.34 | 2,59,680 | -639 | 11,613 |
| 18 Sept | 83013.96 | 35.3 | -46.6 | 9.97 | 38,769 | 8,951 | 12,252 |
| 14 Sept | 81904.70 | 297.7 | -130.55 | 9.48 | 3,863 | -445 | 1,241 |
| 17 Aug | 80597.66 | 1342.6 | 7.35 | 12.46 | 14 | 2 | 19 |
For Sensex - strike price 81500 expiring on 25SEP2025
Delta for 81500 PE is -0.10
Historical price for 81500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 44.5, which was 7.5 higher than the previous day. The implied volatity was 9.34, the open interest changed by -639 which decreased total open position to 11613
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 35.3, which was -46.6 lower than the previous day. The implied volatity was 9.97, the open interest changed by 8951 which increased total open position to 12252
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 297.7, which was -130.55 lower than the previous day. The implied volatity was 9.48, the open interest changed by -445 which decreased total open position to 1241
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1342.6, which was 7.35 higher than the previous day. The implied volatity was 12.46, the open interest changed by 2 which increased total open position to 19
