SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83400 CE | ||||||||||||||||
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Delta: 0.24
Vega: 32.43
Theta: -28.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 124.4 | -137.15 | 8.51 | 2,20,485 | 3,819 | 6,701 | |||||||||
| 18 Sept | 83013.96 | 269 | 42.55 | 8.09 | 29,781 | 2,073 | 2,882 | |||||||||
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| 14 Sept | 81904.70 | 125.7 | 28 | 8.42 | 592 | 3 | 165 | |||||||||
| 17 Aug | 80597.66 | 400 | -237.45 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83400 expiring on 25SEP2025
Delta for 83400 CE is 0.24
Historical price for 83400 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 124.4, which was -137.15 lower than the previous day. The implied volatity was 8.51, the open interest changed by 3819 which increased total open position to 6701
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 269, which was 42.55 higher than the previous day. The implied volatity was 8.09, the open interest changed by 2073 which increased total open position to 2882
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 125.7, which was 28 higher than the previous day. The implied volatity was 8.42, the open interest changed by 3 which increased total open position to 165
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 400, which was -237.45 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 83400 PE | |||||||
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Delta: -0.84
Vega: 25.67
Theta: 5.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 695.05 | 228.8 | 6.16 | 12,171 | 399 | 853 |
| 18 Sept | 83013.96 | 478.85 | -231.75 | 7.72 | 4,446 | 287 | 454 |
| 14 Sept | 81904.70 | 1394.5 | -399.05 | 9.97 | 4 | 0 | 101 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83400 expiring on 25SEP2025
Delta for 83400 PE is -0.84
Historical price for 83400 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 695.05, which was 228.8 higher than the previous day. The implied volatity was 6.16, the open interest changed by 399 which increased total open position to 853
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 478.85, which was -231.75 lower than the previous day. The implied volatity was 7.72, the open interest changed by 287 which increased total open position to 454
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1394.5, which was -399.05 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 101
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
