SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83700 CE | ||||||||||||||||
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Delta: 0.15
Vega: 24.91
Theta: -22.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 73.5 | -88.15 | 8.74 | 1,65,176 | 2,995 | 5,850 | |||||||||
| 18 Sept | 83013.96 | 167.75 | 20.35 | 8.12 | 20,128 | 1,994 | 2,855 | |||||||||
| 14 Sept | 81904.70 | 84.45 | 15.5 | 8.52 | 295 | 55 | 154 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83700 expiring on 25SEP2025
Delta for 83700 CE is 0.15
Historical price for 83700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 73.5, which was -88.15 lower than the previous day. The implied volatity was 8.74, the open interest changed by 2995 which increased total open position to 5850
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 167.75, which was 20.35 higher than the previous day. The implied volatity was 8.12, the open interest changed by 1994 which increased total open position to 2855
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 84.45, which was 15.5 higher than the previous day. The implied volatity was 8.52, the open interest changed by 55 which increased total open position to 154
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 83700 PE | |||||||
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Delta: -0.97
Vega: 6.81
Theta: 19.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 945 | 275.25 | 4.68 | 2,656 | 75 | 275 |
| 18 Sept | 83013.96 | 664.65 | -264.65 | 7.37 | 1,069 | 103 | 200 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83700 expiring on 25SEP2025
Delta for 83700 PE is -0.97
Historical price for 83700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 945, which was 275.25 higher than the previous day. The implied volatity was 4.68, the open interest changed by 75 which increased total open position to 275
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 664.65, which was -264.65 lower than the previous day. The implied volatity was 7.37, the open interest changed by 103 which increased total open position to 200
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
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
