SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 27.49
Theta: -44.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 1172.7 | -350 | 11.21 | 375 | -74 | 513 | |||||||||
| 18 Sept | 83013.96 | 1535 | 222.6 | 10.57 | 315 | 176 | 587 | |||||||||
| 14 Sept | 81904.70 | 807.4 | 145.5 | 8.59 | 1,333 | 59 | 291 | |||||||||
| 17 Aug | 80597.66 | 1251 | -449.55 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81700 expiring on 25SEP2025
Delta for 81700 CE is 0.82
Historical price for 81700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1172.7, which was -350 lower than the previous day. The implied volatity was 11.21, the open interest changed by -74 which decreased total open position to 513
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1535, which was 222.6 higher than the previous day. The implied volatity was 10.57, the open interest changed by 176 which increased total open position to 587
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 807.4, which was 145.5 higher than the previous day. The implied volatity was 8.59, the open interest changed by 59 which increased total open position to 291
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1251, which was -449.55 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 81700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 21.49
Theta: -13.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 57.65 | 11.25 | 8.87 | 1,59,751 | 986 | 4,023 |
| 18 Sept | 83013.96 | 46.3 | -55.35 | 9.66 | 8,993 | 1,847 | 3,037 |
| 14 Sept | 81904.70 | 361.9 | -148.9 | 9.40 | 1,918 | 575 | 997 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81700 expiring on 25SEP2025
Delta for 81700 PE is -0.12
Historical price for 81700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 57.65, which was 11.25 higher than the previous day. The implied volatity was 8.87, the open interest changed by 986 which increased total open position to 4023
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 46.3, which was -55.35 lower than the previous day. The implied volatity was 9.66, the open interest changed by 1847 which increased total open position to 3037
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 361.9, which was -148.9 lower than the previous day. The implied volatity was 9.40, the open interest changed by 575 which increased total open position to 997
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
