SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82000 CE | ||||||||||||||||
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Delta: 0.76
Vega: 32.48
Theta: -45.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 911.3 | -332.1 | 10.36 | 21,980 | 1,437 | 4,484 | |||||||||
| 18 Sept | 83013.96 | 1261 | 207.5 | 9.99 | 4,757 | 560 | 3,047 | |||||||||
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| 14 Sept | 81904.70 | 625 | 123.05 | 8.54 | 4,491 | 566 | 1,730 | |||||||||
| 17 Aug | 80597.66 | 831.25 | -10.3 | 9.61 | 27 | 21 | 62 | |||||||||
For Sensex - strike price 82000 expiring on 25SEP2025
Delta for 82000 CE is 0.76
Historical price for 82000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 911.3, which was -332.1 lower than the previous day. The implied volatity was 10.36, the open interest changed by 1437 which increased total open position to 4484
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1261, which was 207.5 higher than the previous day. The implied volatity was 9.99, the open interest changed by 560 which increased total open position to 3047
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 625, which was 123.05 higher than the previous day. The implied volatity was 8.54, the open interest changed by 566 which increased total open position to 1730
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 831.25, which was -10.3 lower than the previous day. The implied volatity was 9.61, the open interest changed by 21 which increased total open position to 62
| SENSEX 25SEP2025 82000 PE | |||||||
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Delta: -0.19
Vega: 27.96
Theta: -15.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 87 | 18.3 | 8.17 | 5,61,434 | 8,208 | 20,249 |
| 18 Sept | 83013.96 | 66 | -79.1 | 9.04 | 65,866 | 3,676 | 12,041 |
| 14 Sept | 81904.70 | 470 | -180.25 | 9.16 | 4,961 | 1,019 | 2,083 |
| 17 Aug | 80597.66 | 1583.35 | -146.65 | 0.00 | 0 | 0 | 54 |
For Sensex - strike price 82000 expiring on 25SEP2025
Delta for 82000 PE is -0.19
Historical price for 82000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 87, which was 18.3 higher than the previous day. The implied volatity was 8.17, the open interest changed by 8208 which increased total open position to 20249
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 66, which was -79.1 lower than the previous day. The implied volatity was 9.04, the open interest changed by 3676 which increased total open position to 12041
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 470, which was -180.25 lower than the previous day. The implied volatity was 9.16, the open interest changed by 1019 which increased total open position to 2083
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1583.35, which was -146.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 54
