SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82500 CE | ||||||||||||||||
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Delta: 0.61
Vega: 40.16
Theta: -44.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 522 | -299.85 | 9.09 | 3,61,668 | 7,319 | 11,396 | |||||||||
| 18 Sept | 83013.96 | 834.95 | 156.25 | 9.10 | 15,887 | 139 | 4,077 | |||||||||
| 14 Sept | 81904.70 | 374.75 | 78.45 | 8.35 | 2,653 | 168 | 773 | |||||||||
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| 17 Aug | 80597.66 | 638.75 | -20.6 | 9.60 | 29 | 15 | 55 | |||||||||
For Sensex - strike price 82500 expiring on 25SEP2025
Delta for 82500 CE is 0.61
Historical price for 82500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 522, which was -299.85 lower than the previous day. The implied volatity was 9.09, the open interest changed by 7319 which increased total open position to 11396
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 834.95, which was 156.25 higher than the previous day. The implied volatity was 9.10, the open interest changed by 139 which increased total open position to 4077
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 374.75, which was 78.45 higher than the previous day. The implied volatity was 8.35, the open interest changed by 168 which increased total open position to 773
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 638.75, which was -20.6 lower than the previous day. The implied volatity was 9.60, the open interest changed by 15 which increased total open position to 55
| SENSEX 25SEP2025 82500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 39.31
Theta: -16.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 190 | 54.95 | 7.24 | 9,20,816 | 9,998 | 20,490 |
| 18 Sept | 83013.96 | 136.4 | -130.15 | 8.37 | 68,604 | 5,494 | 10,492 |
| 14 Sept | 81904.70 | 725.2 | -216.9 | 9.11 | 1,381 | 682 | 784 |
| 17 Aug | 80597.66 | 1600.15 | -280.8 | 9.59 | 1 | 0 | 21 |
For Sensex - strike price 82500 expiring on 25SEP2025
Delta for 82500 PE is -0.36
Historical price for 82500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 190, which was 54.95 higher than the previous day. The implied volatity was 7.24, the open interest changed by 9998 which increased total open position to 20490
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 136.4, which was -130.15 lower than the previous day. The implied volatity was 8.37, the open interest changed by 5494 which increased total open position to 10492
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 725.2, which was -216.9 lower than the previous day. The implied volatity was 9.11, the open interest changed by 682 which increased total open position to 784
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1600.15, which was -280.8 lower than the previous day. The implied volatity was 9.59, the open interest changed by 0 which decreased total open position to 21
