SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 82000 CE | ||||||||||||||||
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Delta: 0.31
Vega: 68.25
Theta: -22.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 373.55 | -21.6 | 9.72 | 131 | -14 | 33 | |||||||||
For Sensex - strike price 82000 expiring on 04SEP2025
Delta for 82000 CE is 0.31
Historical price for 82000 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 373.55, which was -21.6 lower than the previous day. The implied volatity was 9.72, the open interest changed by -14 which decreased total open position to 33
| SENSEX 04SEP2025 82000 PE | |||||||
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Delta: -0.66
Vega: 70.73
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 1435 | -11.7 | 11.52 | 11 | 4 | 7 |
For Sensex - strike price 82000 expiring on 04SEP2025
Delta for 82000 PE is -0.66
Historical price for 82000 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1435, which was -11.7 lower than the previous day. The implied volatity was 11.52, the open interest changed by 4 which increased total open position to 7
