SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84000 CE | ||||||||||||||||
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Delta: 0.10
Vega: 18.27
Theta: -16.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 44.5 | -53.8 | 9.10 | 3,21,958 | 14,812 | 28,142 | |||||||||
| 18 Sept | 83013.96 | 101.5 | 6.3 | 8.24 | 76,090 | 7,405 | 13,330 | |||||||||
| 14 Sept | 81904.70 | 56.95 | 10.55 | 8.68 | 2,169 | 466 | 1,181 | |||||||||
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| 17 Aug | 80597.66 | 266.5 | 17.4 | 9.72 | 16 | 0 | 38 | |||||||||
For Sensex - strike price 84000 expiring on 25SEP2025
Delta for 84000 CE is 0.10
Historical price for 84000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 44.5, which was -53.8 lower than the previous day. The implied volatity was 9.10, the open interest changed by 14812 which increased total open position to 28142
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 101.5, which was 6.3 higher than the previous day. The implied volatity was 8.24, the open interest changed by 7405 which increased total open position to 13330
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 56.95, which was 10.55 higher than the previous day. The implied volatity was 8.68, the open interest changed by 466 which increased total open position to 1181
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 266.5, which was 17.4 higher than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 38
| SENSEX 25SEP2025 84000 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 | 1217.25 | 317 | - | 1,715 | -66 | 2,872 |
| 18 Sept | 83013.96 | 896.45 | -281.15 | 7.23 | 6,465 | 2,696 | 2,938 |
| 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 84000 expiring on 25SEP2025
Delta for 84000 PE is -
Historical price for 84000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1217.25, which was 317 higher than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 2872
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 896.45, which was -281.15 lower than the previous day. The implied volatity was 7.23, the open interest changed by 2696 which increased total open position to 2938
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
