SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83300 CE | ||||||||||||||||
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Delta: 0.27
Vega: 34.78
Theta: -31.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 147.2 | -160.1 | 8.44 | 2,24,122 | 4,649 | 8,668 | |||||||||
| 18 Sept | 83013.96 | 315.05 | 55.25 | 8.17 | 27,698 | 3,407 | 4,019 | |||||||||
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| 14 Sept | 81904.70 | 141.3 | 29.15 | 8.35 | 594 | 35 | 138 | |||||||||
| 17 Aug | 80597.66 | 1856 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83300 expiring on 25SEP2025
Delta for 83300 CE is 0.27
Historical price for 83300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 147.2, which was -160.1 lower than the previous day. The implied volatity was 8.44, the open interest changed by 4649 which increased total open position to 8668
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 315.05, which was 55.25 higher than the previous day. The implied volatity was 8.17, the open interest changed by 3407 which increased total open position to 4019
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 141.3, which was 29.15 higher than the previous day. The implied volatity was 8.35, the open interest changed by 35 which increased total open position to 138
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1856, 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
| SENSEX 25SEP2025 83300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 30.07
Theta: 1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 618.15 | 204.9 | 6.32 | 27,688 | -244 | 810 |
| 18 Sept | 83013.96 | 420 | -225.75 | 7.70 | 8,321 | 899 | 1,054 |
| 14 Sept | 81904.70 | 2650 | -600.35 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83300 expiring on 25SEP2025
Delta for 83300 PE is -0.79
Historical price for 83300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 618.15, which was 204.9 higher than the previous day. The implied volatity was 6.32, the open interest changed by -244 which decreased total open position to 810
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 420, which was -225.75 lower than the previous day. The implied volatity was 7.70, the open interest changed by 899 which increased total open position to 1054
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2650, which was -600.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
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
