SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 41.09
Theta: -43.77
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 452.8 | -294 | 8.83 | 4,93,217 | 11,841 | 12,646 | |||||||||
| 18 Sept | 83013.96 | 751 | 136.25 | 8.80 | 6,281 | -527 | 805 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 81904.70 | 339.4 | 74.45 | 8.41 | 614 | -43 | 125 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82600 expiring on 25SEP2025
Delta for 82600 CE is 0.57
Historical price for 82600 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 452.8, which was -294 lower than the previous day. The implied volatity was 8.83, the open interest changed by 11841 which increased total open position to 12646
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 751, which was 136.25 higher than the previous day. The implied volatity was 8.80, the open interest changed by -527 which decreased total open position to 805
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 339.4, which was 74.45 higher than the previous day. The implied volatity was 8.41, the open interest changed by -43 which decreased total open position to 125
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 82600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 40.77
Theta: -15.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 224.4 | 71.2 | 7.12 | 10,18,590 | 14,201 | 17,191 |
| 18 Sept | 83013.96 | 156.9 | -143.05 | 8.22 | 19,388 | 1,379 | 2,990 |
| 14 Sept | 81904.70 | 799.2 | -367.65 | 9.34 | 13 | 5 | 8 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82600 expiring on 25SEP2025
Delta for 82600 PE is -0.41
Historical price for 82600 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 224.4, which was 71.2 higher than the previous day. The implied volatity was 7.12, the open interest changed by 14201 which increased total open position to 17191
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 156.9, which was -143.05 lower than the previous day. The implied volatity was 8.22, the open interest changed by 1379 which increased total open position to 2990
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 799.2, which was -367.65 lower than the previous day. The implied volatity was 9.34, the open interest changed by 5 which increased total open position to 8
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
