SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83500 CE | ||||||||||||||||
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Delta: 0.21
Vega: 29.90
Theta: -26.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 104 | -119.95 | 8.56 | 4,68,468 | 10,683 | 20,426 | |||||||||
| 18 Sept | 83013.96 | 230.95 | 34.55 | 8.09 | 71,955 | 7,295 | 9,743 | |||||||||
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| 14 Sept | 81904.70 | 110.2 | 22.6 | 8.45 | 2,787 | 354 | 806 | |||||||||
| 17 Aug | 80597.66 | 356.8 | 1.85 | 9.61 | 20 | 4 | 16 | |||||||||
For Sensex - strike price 83500 expiring on 25SEP2025
Delta for 83500 CE is 0.21
Historical price for 83500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 104, which was -119.95 lower than the previous day. The implied volatity was 8.56, the open interest changed by 10683 which increased total open position to 20426
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 230.95, which was 34.55 higher than the previous day. The implied volatity was 8.09, the open interest changed by 7295 which increased total open position to 9743
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 110.2, which was 22.6 higher than the previous day. The implied volatity was 8.45, the open interest changed by 354 which increased total open position to 806
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 356.8, which was 1.85 higher than the previous day. The implied volatity was 9.61, the open interest changed by 4 which increased total open position to 16
| SENSEX 25SEP2025 83500 PE | |||||||
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Delta: -0.89
Vega: 19.29
Theta: 11.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 770.25 | 238.45 | 5.65 | 29,113 | -879 | 1,488 |
| 18 Sept | 83013.96 | 536.5 | -245.15 | 7.61 | 14,561 | 1,883 | 2,367 |
| 14 Sept | 81904.70 | 2866.25 | -435.65 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83500 expiring on 25SEP2025
Delta for 83500 PE is -0.89
Historical price for 83500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 770.25, which was 238.45 higher than the previous day. The implied volatity was 5.65, the open interest changed by -879 which decreased total open position to 1488
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 536.5, which was -245.15 lower than the previous day. The implied volatity was 7.61, the open interest changed by 1883 which increased total open position to 2367
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2866.25, which was -435.65 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
