SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83000 CE | ||||||||||||||||
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Delta: 0.40
Vega: 40.31
Theta: -38.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 248.95 | -216.2 | 8.53 | 8,41,432 | 13,172 | 35,893 | |||||||||
| 18 Sept | 83013.96 | 475 | 88.7 | 8.35 | 1,63,927 | 16,935 | 22,721 | |||||||||
| 14 Sept | 81904.70 | 209.55 | 45.1 | 8.35 | 4,915 | 272 | 1,342 | |||||||||
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| 17 Aug | 80597.66 | 472.9 | -21.15 | 9.50 | 64 | 38 | 76 | |||||||||
For Sensex - strike price 83000 expiring on 25SEP2025
Delta for 83000 CE is 0.40
Historical price for 83000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 248.95, which was -216.2 lower than the previous day. The implied volatity was 8.53, the open interest changed by 13172 which increased total open position to 35893
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 475, which was 88.7 higher than the previous day. The implied volatity was 8.35, the open interest changed by 16935 which increased total open position to 22721
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 209.55, which was 45.1 higher than the previous day. The implied volatity was 8.35, the open interest changed by 272 which increased total open position to 1342
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 472.9, which was -21.15 lower than the previous day. The implied volatity was 9.50, the open interest changed by 38 which increased total open position to 76
| SENSEX 25SEP2025 83000 PE | |||||||
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Delta: -0.63
Vega: 39.41
Theta: -8.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 416.55 | 142.8 | 6.69 | 4,58,875 | -7,262 | 14,279 |
| 18 Sept | 83013.96 | 275 | -196.65 | 7.75 | 1,62,739 | 19,184 | 21,541 |
| 14 Sept | 81904.70 | 1054.4 | -411.6 | 9.15 | 227 | 55 | 72 |
| 17 Aug | 80597.66 | 1741.6 | -41.05 | 0.00 | 0 | 0 | 1 |
For Sensex - strike price 83000 expiring on 25SEP2025
Delta for 83000 PE is -0.63
Historical price for 83000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 416.55, which was 142.8 higher than the previous day. The implied volatity was 6.69, the open interest changed by -7262 which decreased total open position to 14279
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 275, which was -196.65 lower than the previous day. The implied volatity was 7.75, the open interest changed by 19184 which increased total open position to 21541
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1054.4, which was -411.6 lower than the previous day. The implied volatity was 9.15, the open interest changed by 55 which increased total open position to 72
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1741.6, which was -41.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
