SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 81900 CE | ||||||||||||||||
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Delta: 0.78
Vega: 30.63
Theta: -45.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 994.2 | -350.7 | 10.56 | 1,892 | -4 | 204 | |||||||||
| 18 Sept | 83013.96 | 1360 | 223.85 | 10.52 | 190 | -66 | 208 | |||||||||
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| 14 Sept | 81904.70 | 680.95 | 127.9 | 8.52 | 953 | 138 | 344 | |||||||||
| 17 Aug | 80597.66 | 2912 | 509.5 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81900 expiring on 25SEP2025
Delta for 81900 CE is 0.78
Historical price for 81900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 994.2, which was -350.7 lower than the previous day. The implied volatity was 10.56, the open interest changed by -4 which decreased total open position to 204
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1360, which was 223.85 higher than the previous day. The implied volatity was 10.52, the open interest changed by -66 which decreased total open position to 208
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 680.95, which was 127.9 higher than the previous day. The implied volatity was 8.52, the open interest changed by 138 which increased total open position to 344
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2912, which was 509.5 higher 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 81900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 25.67
Theta: -14.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 75.5 | 15.6 | 8.40 | 2,52,181 | 860 | 3,569 |
| 18 Sept | 83013.96 | 59.9 | -69.5 | 9.31 | 9,633 | 1,602 | 2,709 |
| 14 Sept | 81904.70 | 430 | -169 | 9.22 | 1,548 | 167 | 330 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 81900 expiring on 25SEP2025
Delta for 81900 PE is -0.16
Historical price for 81900 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 75.5, which was 15.6 higher than the previous day. The implied volatity was 8.40, the open interest changed by 860 which increased total open position to 3569
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 59.9, which was -69.5 lower than the previous day. The implied volatity was 9.31, the open interest changed by 1602 which increased total open position to 2709
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 430, which was -169 lower than the previous day. The implied volatity was 9.22, the open interest changed by 167 which increased total open position to 330
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
