SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81800 CE | ||||||||||||||||
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Delta: 0.80
Vega: 29.30
Theta: -45.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 1087.1 | -360.65 | 11.03 | 1,211 | -286 | 532 | |||||||||
| 18 Sept | 83013.96 | 1441.45 | 222.05 | 10.32 | 234 | 27 | 818 | |||||||||
| 14 Sept | 81904.70 | 740.6 | 134.75 | 8.52 | 1,308 | 77 | 373 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81800 expiring on 25SEP2025
Delta for 81800 CE is 0.80
Historical price for 81800 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1087.1, which was -360.65 lower than the previous day. The implied volatity was 11.03, the open interest changed by -286 which decreased total open position to 532
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1441.45, which was 222.05 higher than the previous day. The implied volatity was 10.32, the open interest changed by 27 which increased total open position to 818
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 740.6, which was 134.75 higher than the previous day. The implied volatity was 8.52, the open interest changed by 77 which increased total open position to 373
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
| SENSEX 25SEP2025 81800 PE | |||||||
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Delta: -0.14
Vega: 23.50
Theta: -14.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 65.75 | 13.35 | 8.63 | 2,28,257 | 2,812 | 4,563 |
| 18 Sept | 83013.96 | 51.35 | -62.6 | 9.42 | 7,844 | 549 | 1,751 |
| 14 Sept | 81904.70 | 391 | -158.8 | 9.25 | 2,252 | 791 | 1,148 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81800 expiring on 25SEP2025
Delta for 81800 PE is -0.14
Historical price for 81800 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 65.75, which was 13.35 higher than the previous day. The implied volatity was 8.63, the open interest changed by 2812 which increased total open position to 4563
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 51.35, which was -62.6 lower than the previous day. The implied volatity was 9.42, the open interest changed by 549 which increased total open position to 1751
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 391, which was -158.8 lower than the previous day. The implied volatity was 9.25, the open interest changed by 791 which increased total open position to 1148
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
