SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 38.93
Theta: -45.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 593.55 | -308.25 | 9.33 | 70,238 | 1,396 | 1,894 | |||||||||
| 18 Sept | 83013.96 | 921 | 173.2 | 9.41 | 1,527 | -349 | 498 | |||||||||
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| 14 Sept | 81904.70 | 417.35 | 85.85 | 8.37 | 603 | 59 | 208 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82400 expiring on 25SEP2025
Delta for 82400 CE is 0.65
Historical price for 82400 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 593.55, which was -308.25 lower than the previous day. The implied volatity was 9.33, the open interest changed by 1396 which increased total open position to 1894
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 921, which was 173.2 higher than the previous day. The implied volatity was 9.41, the open interest changed by -349 which decreased total open position to 498
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 417.35, which was 85.85 higher than the previous day. The implied volatity was 8.37, the open interest changed by 59 which increased total open position to 208
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 82400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 37.43
Theta: -16.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 162.55 | 45.2 | 7.42 | 3,93,409 | 5,922 | 8,304 |
| 18 Sept | 83013.96 | 117.65 | -117.85 | 8.48 | 12,976 | 1,662 | 2,382 |
| 14 Sept | 81904.70 | 666.05 | -363.55 | 9.08 | 22 | 10 | 13 |
| 17 Aug | 80597.66 | 2022.4 | 386.85 | 0.00 | 0 | 0 | 1 |
For Sensex - strike price 82400 expiring on 25SEP2025
Delta for 82400 PE is -0.32
Historical price for 82400 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 162.55, which was 45.2 higher than the previous day. The implied volatity was 7.42, the open interest changed by 5922 which increased total open position to 8304
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 117.65, which was -117.85 lower than the previous day. The implied volatity was 8.48, the open interest changed by 1662 which increased total open position to 2382
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 666.05, which was -363.55 lower than the previous day. The implied volatity was 9.08, the open interest changed by 10 which increased total open position to 13
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2022.4, which was 386.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
