SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 83900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 20.17
Theta: -17.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 51.5 | -63.8 | 8.93 | 1,22,393 | 4,541 | 6,204 | |||||||||
| 18 Sept | 83013.96 | 118.35 | 8.05 | 8.13 | 13,650 | 963 | 1,663 | |||||||||
| 14 Sept | 81904.70 | 63.95 | 11 | 8.59 | 216 | -9 | 96 | |||||||||
| 17 Aug | 80597.66 | 1206 | -257.1 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83900 expiring on 25SEP2025
Delta for 83900 CE is 0.11
Historical price for 83900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 51.5, which was -63.8 lower than the previous day. The implied volatity was 8.93, the open interest changed by 4541 which increased total open position to 6204
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 118.35, which was 8.05 higher than the previous day. The implied volatity was 8.13, the open interest changed by 963 which increased total open position to 1663
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 63.95, which was 11 higher than the previous day. The implied volatity was 8.59, the open interest changed by -9 which decreased total open position to 96
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1206, which was -257.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 25SEP2025 83900 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 | 1122.75 | 306.65 | - | 560 | 61 | 99 |
| 18 Sept | 83013.96 | 827.1 | -262.85 | 7.64 | 258 | 3 | 38 |
| 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 83900 expiring on 25SEP2025
Delta for 83900 PE is -
Historical price for 83900 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1122.75, which was 306.65 higher than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 99
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 827.1, which was -262.85 lower than the previous day. The implied volatity was 7.64, the open interest changed by 3 which increased total open position to 38
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
