SENSEX

Sensex

80426.46 -733.22 (-0.90%)

L: 80332.41 H: 81033.09

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Historical option data for SENSEX
27 Oct 2025 08:25 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX 20-NOV-2025 84100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

27 Oct	84778.84	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
26 Oct	84211.88	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
25 Oct	84211.88	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
18 Oct	83952.19	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84100 expiring on 20NOV2025

Delta for 84100 CE is -

Historical price for 84100 CE is as follows

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

SENSEX 20NOV2025 84100 PE
Delta: -0.35 Vega: 80.39 Theta: -18.18 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
27 Oct	84778.84	827.65 ₹ 16,553	39.4 788.00	15.77	1 20	1 20	6 120
26 Oct	84211.88	788.25 ₹ 15,765	37.5 750.00	12.29	1 20	1 20	5 100
25 Oct	84211.88	788.25 ₹ 15,765	37.5 750.00	12.29	1 20	1 20	5 100
18 Oct	83952.19	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex - strike price 84100 expiring on 20NOV2025

Delta for 84100 PE is -0.35

Historical price for 84100 PE is as follows

On 27 Oct SENSEX was trading at 84778.84. The strike last trading price was 827.65, which was 39.4 higher than the previous day. The implied volatity was 15.77, the open interest changed by 1 which increased total open position to 6

On 26 Oct SENSEX was trading at 84211.88. The strike last trading price was 788.25, which was 37.5 higher than the previous day. The implied volatity was 12.29, the open interest changed by 1 which increased total open position to 5

On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 788.25, which was 37.5 higher than the previous day. The implied volatity was 12.29, the open interest changed by 1 which increased total open position to 5

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