SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83600 CE | ||||||||||||||||
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Delta: 0.18
Vega: 27.36
Theta: -24.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 87.2 | -104.25 | 8.64 | 2,02,945 | 4,590 | 7,165 | |||||||||
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| 18 Sept | 83013.96 | 197.05 | 27.35 | 8.09 | 19,242 | 1,851 | 2,575 | |||||||||
| 14 Sept | 81904.70 | 95.75 | 19.05 | 8.46 | 496 | 17 | 119 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83600 expiring on 25SEP2025
Delta for 83600 CE is 0.18
Historical price for 83600 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 87.2, which was -104.25 lower than the previous day. The implied volatity was 8.64, the open interest changed by 4590 which increased total open position to 7165
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 197.05, which was 27.35 higher than the previous day. The implied volatity was 8.09, the open interest changed by 1851 which increased total open position to 2575
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 95.75, which was 19.05 higher than the previous day. The implied volatity was 8.46, the open interest changed by 17 which increased total open position to 119
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
| SENSEX 25SEP2025 83600 PE | |||||||
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Delta: -0.94
Vega: 12.45
Theta: 16.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 853.6 | 258.55 | 5.12 | 6,094 | 131 | 383 |
| 18 Sept | 83013.96 | 603.25 | -253.15 | 7.61 | 1,001 | 121 | 252 |
| 14 Sept | 81904.70 | 1500 | -446.1 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 1500 | -446.1 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83600 expiring on 25SEP2025
Delta for 83600 PE is -0.94
Historical price for 83600 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 853.6, which was 258.55 higher than the previous day. The implied volatity was 5.12, the open interest changed by 131 which increased total open position to 383
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 603.25, which was -253.15 lower than the previous day. The implied volatity was 7.61, the open interest changed by 121 which increased total open position to 252
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1500, which was -446.1 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 1500, which was -446.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
