SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82800 CE | ||||||||||||||||
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Delta: 0.48
Vega: 41.71
Theta: -41.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 340.15 | -255.35 | 8.63 | 5,69,109 | 11,538 | 15,679 | |||||||||
| 18 Sept | 83013.96 | 596.95 | 104.65 | 8.36 | 34,089 | 3,011 | 4,141 | |||||||||
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| 14 Sept | 81904.70 | 266.15 | 57.6 | 8.33 | 638 | 4 | 182 | |||||||||
| 17 Aug | 80597.66 | 550 | -50 | 0.00 | 0 | 0 | 24 | |||||||||
For Sensex - strike price 82800 expiring on 25SEP2025
Delta for 82800 CE is 0.48
Historical price for 82800 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 340.15, which was -255.35 lower than the previous day. The implied volatity was 8.63, the open interest changed by 11538 which increased total open position to 15679
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 596.95, which was 104.65 higher than the previous day. The implied volatity was 8.36, the open interest changed by 3011 which increased total open position to 4141
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 266.15, which was 57.6 higher than the previous day. The implied volatity was 8.33, the open interest changed by 4 which increased total open position to 182
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 550, which was -50 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 24
| SENSEX 25SEP2025 82800 PE | |||||||
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Delta: -0.52
Vega: 41.69
Theta: -12.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 310 | 104.2 | 6.92 | 6,80,593 | 6,446 | 12,136 |
| 18 Sept | 83013.96 | 209.4 | -168.45 | 8.00 | 49,429 | 4,882 | 5,690 |
| 14 Sept | 81904.70 | 912.7 | -399.8 | 9.09 | 31 | 28 | 30 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82800 expiring on 25SEP2025
Delta for 82800 PE is -0.52
Historical price for 82800 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 310, which was 104.2 higher than the previous day. The implied volatity was 6.92, the open interest changed by 6446 which increased total open position to 12136
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 209.4, which was -168.45 lower than the previous day. The implied volatity was 8.00, the open interest changed by 4882 which increased total open position to 5690
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 912.7, which was -399.8 lower than the previous day. The implied volatity was 9.09, the open interest changed by 28 which increased total open position to 30
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
