SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83200 CE | ||||||||||||||||
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Delta: 0.31
Vega: 37.00
Theta: -33.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 176.3 | -180.4 | 8.45 | 2,95,203 | 4,785 | 10,940 | |||||||||
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| 18 Sept | 83013.96 | 363.85 | 63.95 | 8.22 | 41,552 | 5,491 | 6,155 | |||||||||
| 14 Sept | 81904.70 | 158.2 | 31.05 | 8.27 | 1,072 | 230 | 405 | |||||||||
| 17 Aug | 80597.66 | 1920 | 201.25 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83200 expiring on 25SEP2025
Delta for 83200 CE is 0.31
Historical price for 83200 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 176.3, which was -180.4 lower than the previous day. The implied volatity was 8.45, the open interest changed by 4785 which increased total open position to 10940
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 363.85, which was 63.95 higher than the previous day. The implied volatity was 8.22, the open interest changed by 5491 which increased total open position to 6155
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 158.2, which was 31.05 higher than the previous day. The implied volatity was 8.27, the open interest changed by 230 which increased total open position to 405
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1920, which was 201.25 higher 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 83200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 33.76
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 543.9 | 182.9 | 6.40 | 56,887 | -1,407 | 1,620 |
| 18 Sept | 83013.96 | 368.1 | -216.85 | 7.73 | 22,756 | 2,821 | 3,027 |
| 14 Sept | 81904.70 | 1230 | -396.6 | 9.72 | 5 | 5 | 5 |
| 17 Aug | 80597.66 | 2999 | 1147.7 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83200 expiring on 25SEP2025
Delta for 83200 PE is -0.74
Historical price for 83200 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 543.9, which was 182.9 higher than the previous day. The implied volatity was 6.40, the open interest changed by -1407 which decreased total open position to 1620
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 368.1, which was -216.85 lower than the previous day. The implied volatity was 7.73, the open interest changed by 2821 which increased total open position to 3027
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1230, which was -396.6 lower than the previous day. The implied volatity was 9.72, the open interest changed by 5 which increased total open position to 5
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 2999, which was 1147.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
