SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 37.37
Theta: -45.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 664.4 | -328 | 9.46 | 28,743 | 841 | 1,207 | |||||||||
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| 18 Sept | 83013.96 | 990.15 | 170.2 | 9.15 | 951 | -17 | 366 | |||||||||
| 14 Sept | 81904.70 | 466.4 | 98.3 | 8.44 | 445 | 6 | 149 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82300 expiring on 25SEP2025
Delta for 82300 CE is 0.68
Historical price for 82300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 664.4, which was -328 lower than the previous day. The implied volatity was 9.46, the open interest changed by 841 which increased total open position to 1207
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 990.15, which was 170.2 higher than the previous day. The implied volatity was 9.15, the open interest changed by -17 which decreased total open position to 366
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 466.4, which was 98.3 higher than the previous day. The implied volatity was 8.44, the open interest changed by 6 which increased total open position to 149
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 82300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 35.24
Theta: -16.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 138.95 | 37.15 | 7.61 | 3,47,265 | 4,203 | 6,047 |
| 18 Sept | 83013.96 | 100.3 | -108.85 | 8.57 | 12,814 | 1,074 | 1,844 |
| 14 Sept | 81904.70 | 614.65 | -349.7 | 9.13 | 105 | 47 | 58 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82300 expiring on 25SEP2025
Delta for 82300 PE is -0.28
Historical price for 82300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 138.95, which was 37.15 higher than the previous day. The implied volatity was 7.61, the open interest changed by 4203 which increased total open position to 6047
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 100.3, which was -108.85 lower than the previous day. The implied volatity was 8.57, the open interest changed by 1074 which increased total open position to 1844
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 614.65, which was -349.7 lower than the previous day. The implied volatity was 9.13, the open interest changed by 47 which increased total open position to 58
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
