SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 34.11
Theta: -45.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 826 | -334.95 | 10.03 | 4,225 | 234 | 469 | |||||||||
| 18 Sept | 83013.96 | 1172 | 196.15 | 9.79 | 647 | -132 | 235 | |||||||||
| 14 Sept | 81904.70 | 568.3 | 113.45 | 8.49 | 617 | 103 | 220 | |||||||||
| 17 Aug | 80597.66 | 2148 | -168.5 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82100 expiring on 25SEP2025
Delta for 82100 CE is 0.74
Historical price for 82100 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 826, which was -334.95 lower than the previous day. The implied volatity was 10.03, the open interest changed by 234 which increased total open position to 469
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1172, which was 196.15 higher than the previous day. The implied volatity was 9.79, the open interest changed by -132 which decreased total open position to 235
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 568.3, which was 113.45 higher than the previous day. The implied volatity was 8.49, the open interest changed by 103 which increased total open position to 220
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2148, which was -168.5 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 82100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 30.41
Theta: -15.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 101.65 | 23.7 | 7.98 | 2,88,159 | 4,152 | 5,299 |
| 18 Sept | 83013.96 | 77.4 | -85.9 | 8.94 | 8,844 | 296 | 1,147 |
| 14 Sept | 81904.70 | 517.55 | -182 | 9.19 | 474 | 58 | 132 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82100 expiring on 25SEP2025
Delta for 82100 PE is -0.21
Historical price for 82100 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 101.65, which was 23.7 higher than the previous day. The implied volatity was 7.98, the open interest changed by 4152 which increased total open position to 5299
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 77.4, which was -85.9 lower than the previous day. The implied volatity was 8.94, the open interest changed by 296 which increased total open position to 1147
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 517.55, which was -182 lower than the previous day. The implied volatity was 9.19, the open interest changed by 58 which increased total open position to 132
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
