SENSEX
Sensex
Historical option data for SENSEX
15 Oct 2025 01:11 AM IST
| SENSEX 16-OCT-2025 82100 CE | ||||||||||||||||
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Delta: 0.49
Vega: 23.34
Theta: -86.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 15 Oct | 82029.98 | 268.6 | -240.8 | 12.09 | 6,31,394 | 17,412 | 23,139 | |||||||||
| 28 Sept | 80426.46 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82100 expiring on 16OCT2025
Delta for 82100 CE is 0.49
Historical price for 82100 CE is as follows
On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 268.6, which was -240.8 lower than the previous day. The implied volatity was 12.09, the open interest changed by 17412 which increased total open position to 23139
On 28 Sept SENSEX was trading at 80426.46. 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
On 21 Sept SENSEX was trading at 82626.23. 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
On 18 Sept SENSEX was trading at 83013.96. 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
On 14 Sept SENSEX was trading at 81904.70. 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 16OCT2025 82100 PE | |||||||
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Delta: -0.51
Vega: 23.35
Theta: -82.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Oct | 82029.98 | 363.75 | 155.6 | 14.96 | 9,90,379 | -3,397 | 14,965 |
| 28 Sept | 80426.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82100 expiring on 16OCT2025
Delta for 82100 PE is -0.51
Historical price for 82100 PE is as follows
On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 363.75, which was 155.6 higher than the previous day. The implied volatity was 14.96, the open interest changed by -3397 which decreased total open position to 14965
On 28 Sept SENSEX was trading at 80426.46. 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
On 21 Sept SENSEX was trading at 82626.23. 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
On 18 Sept SENSEX was trading at 83013.96. 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
On 14 Sept SENSEX was trading at 81904.70. 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
