SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83800 CE | ||||||||||||||||
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Delta: 0.13
Vega: 22.49
Theta: -19.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 61.6 | -77.2 | 8.83 | 1,34,736 | 4,605 | 8,531 | |||||||||
| 18 Sept | 83013.96 | 142 | 14.7 | 8.14 | 19,461 | 3,449 | 3,926 | |||||||||
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| 14 Sept | 81904.70 | 75.4 | 13.8 | 8.61 | 414 | -11 | 120 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83800 expiring on 25SEP2025
Delta for 83800 CE is 0.13
Historical price for 83800 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 61.6, which was -77.2 lower than the previous day. The implied volatity was 8.83, the open interest changed by 4605 which increased total open position to 8531
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 142, which was 14.7 higher than the previous day. The implied volatity was 8.14, the open interest changed by 3449 which increased total open position to 3926
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 75.4, which was 13.8 higher than the previous day. The implied volatity was 8.61, the open interest changed by -11 which decreased total open position to 120
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 83800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 1035.9 | 297.9 | - | 1,384 | -32 | 85 |
| 18 Sept | 83013.96 | 744.05 | -262.6 | 7.49 | 568 | 94 | 117 |
| 14 Sept | 81904.70 | 1700 | -443.8 | 9.36 | 1 | 1 | 1 |
| 17 Aug | 80597.66 | 1200 | -1010.5 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 83800 expiring on 25SEP2025
Delta for 83800 PE is -
Historical price for 83800 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1035.9, which was 297.9 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 85
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 744.05, which was -262.6 lower than the previous day. The implied volatity was 7.49, the open interest changed by 94 which increased total open position to 117
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1700, which was -443.8 lower than the previous day. The implied volatity was 9.36, the open interest changed by 1 which increased total open position to 1
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1200, which was -1010.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
