SENSEX

Sensex

80426.46 -733.22 (-0.90%)

L: 80332.41 H: 81033.09

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Historical option data for SENSEX
25 Oct 2025 12:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 30-OCT-2025 83500 CE
Delta: 0.80 Vega: 29.79 Theta: -42.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Oct	84211.88	959.05 ₹ 19,181	-459 -9180.00	9.51	12,313 2,46,260	151 3,020	1,905 38,100
18 Oct	83952.19	1024.8 ₹ 20,496	289.55 5791.00	9.22	8,619 1,72,380	385 7,700	2,152 43,040
15 Oct	82029.98	251.8 ₹ 5,036	-99.25 -1985.00	9.67	1,676 33,520	204 4,080	708 14,160

28 Sept	80426.46	240 ₹ 4,800	-148.95 -2979.00	10.04	361 7,220	-16 -320	176 3,520
21 Sept	82626.23	963.35 ₹ 19,267	-172.9 -3458.00	8.48	48 960	12 240	66 1,320
18 Sept	83013.96	1155 ₹ 23,100	130.7 2614.00	8.04	46 920	8 160	54 1,080
14 Sept	81904.70	714.2 ₹ 14,284	73.85 1477.00	7.98	73 1,460	-25 -500	37 740

For Sensex - strike price 83500 expiring on 30OCT2025

Delta for 83500 CE is 0.80

Historical price for 83500 CE is as follows

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 959.05, which was -459 lower than the previous day. The implied volatity was 9.51, the open interest changed by 151 which increased total open position to 1905

On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 1024.8, which was 289.55 higher than the previous day. The implied volatity was 9.22, the open interest changed by 385 which increased total open position to 2152

On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 251.8, which was -99.25 lower than the previous day. The implied volatity was 9.67, the open interest changed by 204 which increased total open position to 708

On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 240, which was -148.95 lower than the previous day. The implied volatity was 10.04, the open interest changed by -16 which decreased total open position to 176

On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 963.35, which was -172.9 lower than the previous day. The implied volatity was 8.48, the open interest changed by 12 which increased total open position to 66

On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1155, which was 130.7 higher than the previous day. The implied volatity was 8.04, the open interest changed by 8 which increased total open position to 54

On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 714.2, which was 73.85 higher than the previous day. The implied volatity was 7.98, the open interest changed by -25 which decreased total open position to 37

SENSEX 30OCT2025 83500 PE
Delta: -0.24 Vega: 33.16 Theta: -26.73 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
25 Oct	84211.88	173.4 ₹ 3,468	56.5 1130.00	11.41	4,06,032 81,20,640	5,211 1,04,220	13,096 2,61,920
18 Oct	83952.19	428.35 ₹ 8,567	-114.9 -2298.00	11.86	13,796 2,75,920	1,739 34,780	3,131 62,620
15 Oct	82029.98	1301.25 ₹ 26,025	118.8 2376.00	8.57	43 860	1 20	129 2,580
28 Sept	80426.46	1800 ₹ 36,000	170 3400.00	0.00	0 0	0 0	34 680
21 Sept	82626.23	1100 ₹ 22,000	139.15 2783.00	10.23	34 680	-3 -60	43 860
18 Sept	83013.96	941.7 ₹ 18,834	-183.55 -3671.00	10.37	83 1,660	9 180	46 920
14 Sept	81904.70	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Sensex - strike price 83500 expiring on 30OCT2025

Delta for 83500 PE is -0.24

Historical price for 83500 PE is as follows

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 173.4, which was 56.5 higher than the previous day. The implied volatity was 11.41, the open interest changed by 5211 which increased total open position to 13096

On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 428.35, which was -114.9 lower than the previous day. The implied volatity was 11.86, the open interest changed by 1739 which increased total open position to 3131

On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 1301.25, which was 118.8 higher than the previous day. The implied volatity was 8.57, the open interest changed by 1 which increased total open position to 129

On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 1800, which was 170 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 34

On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1100, which was 139.15 higher than the previous day. The implied volatity was 10.23, the open interest changed by -3 which decreased total open position to 43

On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 941.7, which was -183.55 lower than the previous day. The implied volatity was 10.37, the open interest changed by 9 which increased total open position to 46

On 14 Sept SENSEX was trading at 81904.70. 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

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