SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81600 CE | ||||||||||||||||
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Delta: 0.82
Vega: 27.87
Theta: -47.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1289.6 | -336.05 | 12.50 | 229 | -37 | 309 | |||||||||
| 18 Sept | 83013.96 | 1649.15 | 253.95 | 11.74 | 137 | 31 | 346 | |||||||||
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| 14 Sept | 81904.70 | 876.2 | 153.2 | 8.65 | 632 | 12 | 168 | |||||||||
| 17 Aug | 80597.66 | 1899 | -638.4 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81600 expiring on 25SEP2025
Delta for 81600 CE is 0.82
Historical price for 81600 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1289.6, which was -336.05 lower than the previous day. The implied volatity was 12.50, the open interest changed by -37 which decreased total open position to 309
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1649.15, which was 253.95 higher than the previous day. The implied volatity was 11.74, the open interest changed by 31 which increased total open position to 346
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 876.2, which was 153.2 higher than the previous day. The implied volatity was 8.65, the open interest changed by 12 which increased total open position to 168
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1899, which was -638.4 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 81600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 19.62
Theta: -12.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 50.6 | 9.4 | 9.10 | 1,32,810 | 2,401 | 5,144 |
| 18 Sept | 83013.96 | 41.1 | -49.35 | 9.85 | 8,834 | 2,039 | 2,743 |
| 14 Sept | 81904.70 | 321.4 | -147.85 | 9.31 | 1,401 | 84 | 292 |
| 17 Aug | 80597.66 | 1060 | -106.05 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81600 expiring on 25SEP2025
Delta for 81600 PE is -0.11
Historical price for 81600 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 50.6, which was 9.4 higher than the previous day. The implied volatity was 9.10, the open interest changed by 2401 which increased total open position to 5144
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 41.1, which was -49.35 lower than the previous day. The implied volatity was 9.85, the open interest changed by 2039 which increased total open position to 2743
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 321.4, which was -147.85 lower than the previous day. The implied volatity was 9.31, the open interest changed by 84 which increased total open position to 292
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1060, which was -106.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
