SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 14.48
Theta: -13.18
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 31.5 | -39.15 | 9.33 | 88,028 | 2,963 | 5,752 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 83013.96 | 70.05 | -1.4 | 8.30 | 13,261 | 2,260 | 2,789 | |||||||||
| 14 Sept | 81904.70 | 44.95 | -0.35 | 8.85 | 3 | -1 | 18 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84200 expiring on 25SEP2025
Delta for 84200 CE is 0.07
Historical price for 84200 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 31.5, which was -39.15 lower than the previous day. The implied volatity was 9.33, the open interest changed by 2963 which increased total open position to 5752
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 70.05, which was -1.4 lower than the previous day. The implied volatity was 8.30, the open interest changed by 2260 which increased total open position to 2789
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 44.95, which was -0.35 lower than the previous day. The implied volatity was 8.85, the open interest changed by -1 which decreased total open position to 18
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 84200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 1409.75 | 328.3 | - | 98 | -4 | 29 |
| 18 Sept | 83013.96 | 1077.65 | -323.8 | 7.60 | 93 | 13 | 33 |
| 14 Sept | 81904.70 | 1626 | -891.7 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 1626 | -891.7 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84200 expiring on 25SEP2025
Delta for 84200 PE is -
Historical price for 84200 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1409.75, which was 328.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 29
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1077.65, which was -323.8 lower than the previous day. The implied volatity was 7.60, the open interest changed by 13 which increased total open position to 33
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1626, which was -891.7 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 1626, which was -891.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
