SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 35.71
Theta: -45.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 741.75 | -339.95 | 9.68 | 13,875 | 306 | 820 | |||||||||
| 18 Sept | 83013.96 | 1086.3 | 186.25 | 9.66 | 721 | -143 | 514 | |||||||||
| 14 Sept | 81904.70 | 509.45 | 99.35 | 8.36 | 1,463 | 635 | 771 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82200 expiring on 25SEP2025
Delta for 82200 CE is 0.71
Historical price for 82200 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 741.75, which was -339.95 lower than the previous day. The implied volatity was 9.68, the open interest changed by 306 which increased total open position to 820
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1086.3, which was 186.25 higher than the previous day. The implied volatity was 9.66, the open interest changed by -143 which decreased total open position to 514
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 509.45, which was 99.35 higher than the previous day. The implied volatity was 8.36, the open interest changed by 635 which increased total open position to 771
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
| SENSEX 25SEP2025 82200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 32.83
Theta: -16.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 118.25 | 29.85 | 7.78 | 3,01,986 | 3,940 | 7,290 |
| 18 Sept | 83013.96 | 90 | -95.4 | 8.83 | 16,286 | 2,424 | 3,350 |
| 14 Sept | 81904.70 | 562.45 | -194.4 | 9.12 | 210 | 85 | 106 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82200 expiring on 25SEP2025
Delta for 82200 PE is -0.24
Historical price for 82200 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 118.25, which was 29.85 higher than the previous day. The implied volatity was 7.78, the open interest changed by 3940 which increased total open position to 7290
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 90, which was -95.4 lower than the previous day. The implied volatity was 8.83, the open interest changed by 2424 which increased total open position to 3350
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 562.45, which was -194.4 lower than the previous day. The implied volatity was 9.12, the open interest changed by 85 which increased total open position to 106
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
