SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83100 CE | ||||||||||||||||
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Delta: 0.35
Vega: 38.88
Theta: -36.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 211 | -197.3 | 8.50 | 2,76,039 | 5,212 | 10,568 | |||||||||
| 18 Sept | 83013.96 | 417.6 | 75.85 | 8.29 | 45,576 | 4,616 | 5,356 | |||||||||
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| 14 Sept | 81904.70 | 185.25 | 41.55 | 8.37 | 521 | 32 | 124 | |||||||||
| 17 Aug | 80597.66 | 1363.2 | -486.8 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83100 expiring on 25SEP2025
Delta for 83100 CE is 0.35
Historical price for 83100 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 211, which was -197.3 lower than the previous day. The implied volatity was 8.50, the open interest changed by 5212 which increased total open position to 10568
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 417.6, which was 75.85 higher than the previous day. The implied volatity was 8.29, the open interest changed by 4616 which increased total open position to 5356
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 185.25, which was 41.55 higher than the previous day. The implied volatity was 8.37, the open interest changed by 32 which increased total open position to 124
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1363.2, which was -486.8 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 83100 PE | |||||||
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Delta: -0.69
Vega: 37.05
Theta: -5.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 479.05 | 162.05 | 6.60 | 1,14,838 | -4,417 | 3,363 |
| 18 Sept | 83013.96 | 324.1 | -202.1 | 7.84 | 44,489 | 7,604 | 7,780 |
| 14 Sept | 81904.70 | 1120.05 | -425.4 | 9.01 | 4 | 4 | 4 |
| 17 Aug | 80597.66 | 1266 | -566.75 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83100 expiring on 25SEP2025
Delta for 83100 PE is -0.69
Historical price for 83100 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 479.05, which was 162.05 higher than the previous day. The implied volatity was 6.60, the open interest changed by -4417 which decreased total open position to 3363
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 324.1, which was -202.1 lower than the previous day. The implied volatity was 7.84, the open interest changed by 7604 which increased total open position to 7780
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1120.05, which was -425.4 lower than the previous day. The implied volatity was 9.01, the open interest changed by 4 which increased total open position to 4
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1266, which was -566.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
