SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 82900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 41.27
Theta: -40.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 291.95 | -229.3 | 8.57 | 4,57,947 | 9,765 | 13,202 | |||||||||
| 18 Sept | 83013.96 | 536.95 | 96.45 | 8.42 | 34,915 | 1,922 | 3,437 | |||||||||
| 14 Sept | 81904.70 | 235.55 | 49.45 | 8.32 | 531 | -54 | 125 | |||||||||
| 17 Aug | 80597.66 | 1750 | -140.85 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82900 expiring on 25SEP2025
Delta for 82900 CE is 0.44
Historical price for 82900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 291.95, which was -229.3 lower than the previous day. The implied volatity was 8.57, the open interest changed by 9765 which increased total open position to 13202
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 536.95, which was 96.45 higher than the previous day. The implied volatity was 8.42, the open interest changed by 1922 which increased total open position to 3437
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 235.55, which was 49.45 higher than the previous day. The implied volatity was 8.32, the open interest changed by -54 which decreased total open position to 125
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1750, which was -140.85 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 82900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 40.96
Theta: -10.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 359.45 | 116.9 | 6.78 | 4,08,708 | 1,088 | 5,316 |
| 18 Sept | 83013.96 | 240.25 | -184.1 | 7.87 | 40,453 | 3,747 | 4,228 |
| 14 Sept | 81904.70 | 981.35 | -406.95 | 9.10 | 35 | 33 | 33 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82900 expiring on 25SEP2025
Delta for 82900 PE is -0.58
Historical price for 82900 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 359.45, which was 116.9 higher than the previous day. The implied volatity was 6.78, the open interest changed by 1088 which increased total open position to 5316
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 240.25, which was -184.1 lower than the previous day. The implied volatity was 7.87, the open interest changed by 3747 which increased total open position to 4228
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 981.35, which was -406.95 lower than the previous day. The implied volatity was 9.10, the open interest changed by 33 which increased total open position to 33
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
