SENSEX
Sensex
Historical option data for SENSEX
28 Sep 2025 10:07 PM IST
| SENSEX 01OCT2025 82900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 7.94
Theta: -12.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 80426.46 | 21.1 | -23.15 | 14.30 | 83,213 | 11,022 | 13,247 | |||||||||
| 21 Sept | 82626.23 | 537.9 | -216.5 | 9.10 | 1,054 | 198 | 280 | |||||||||
| 18 Sept | 83013.96 | 751.2 | 144.1 | 8.37 | 324 | -27 | 82 | |||||||||
| 14 Sept | 81904.70 | 380.95 | 39.35 | 8.38 | 72 | 58 | 58 | |||||||||
For Sensex - strike price 82900 expiring on 01OCT2025
Delta for 82900 CE is 0.04
Historical price for 82900 CE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 21.1, which was -23.15 lower than the previous day. The implied volatity was 14.30, the open interest changed by 11022 which increased total open position to 13247
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 537.9, which was -216.5 lower than the previous day. The implied volatity was 9.10, the open interest changed by 198 which increased total open position to 280
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 751.2, which was 144.1 higher than the previous day. The implied volatity was 8.37, the open interest changed by -27 which decreased total open position to 82
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 380.95, which was 39.35 higher than the previous day. The implied volatity was 8.38, the open interest changed by 58 which increased total open position to 58
| SENSEX 01OCT2025 82900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 2315.15 | 809.15 | - | 63 | -18 | 242 |
| 21 Sept | 82626.23 | 463.5 | 99.25 | 7.76 | 1,727 | 144 | 254 |
| 18 Sept | 83013.96 | 354.9 | -194.15 | 8.58 | 172 | 55 | 110 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82900 expiring on 01OCT2025
Delta for 82900 PE is -
Historical price for 82900 PE is as follows
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 2315.15, which was 809.15 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 242
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 463.5, which was 99.25 higher than the previous day. The implied volatity was 7.76, the open interest changed by 144 which increased total open position to 254
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 354.9, which was -194.15 lower than the previous day. The implied volatity was 8.58, the open interest changed by 55 which increased total open position to 110
On 14 Sept SENSEX was trading at 81904.70. 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
