SENSEX
Sensex
Historical option data for SENSEX
25 Oct 2025 03:51 PM IST
| SENSEX 30-OCT-2025 84300 CE | ||||||||||||||||
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Delta: 0.52
Vega: 42.49
Theta: -47.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 84211.88 | 440 | -371.95 | 9.78 | 3,93,109 | 12,243 | 13,483 | |||||||||
| 18 Oct | 83952.19 | 550.75 | 199.3 | 9.16 | 3,072 | 147 | 853 | |||||||||
| 15 Oct | 82029.98 | 111.1 | -44.05 | 9.80 | 316 | 7 | 135 | |||||||||
| 28 Sept | 80426.46 | 145.7 | -83.7 | 10.36 | 64 | -29 | 20 | |||||||||
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| 21 Sept | 82626.23 | 608.6 | -124.65 | 8.40 | 47 | 12 | 26 | |||||||||
| 18 Sept | 83013.96 | 733.25 | 38.15 | 7.86 | 21 | 14 | 14 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84300 expiring on 30OCT2025
Delta for 84300 CE is 0.52
Historical price for 84300 CE is as follows
On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 440, which was -371.95 lower than the previous day. The implied volatity was 9.78, the open interest changed by 12243 which increased total open position to 13483
On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 550.75, which was 199.3 higher than the previous day. The implied volatity was 9.16, the open interest changed by 147 which increased total open position to 853
On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 111.1, which was -44.05 lower than the previous day. The implied volatity was 9.80, the open interest changed by 7 which increased total open position to 135
On 28 Sept SENSEX was trading at 80426.46. The strike last trading price was 145.7, which was -83.7 lower than the previous day. The implied volatity was 10.36, the open interest changed by -29 which decreased total open position to 20
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 608.6, which was -124.65 lower than the previous day. The implied volatity was 8.40, the open interest changed by 12 which increased total open position to 26
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 733.25, which was 38.15 higher than the previous day. The implied volatity was 7.86, the open interest changed by 14 which increased total open position to 14
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
| SENSEX 30OCT2025 84300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 42.50
Theta: -29.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 84211.88 | 450.25 | 158.5 | 11.13 | 8,17,728 | 6,355 | 8,500 |
| 18 Oct | 83952.19 | 751.45 | -167.95 | 11.54 | 1,065 | 201 | 203 |
| 15 Oct | 82029.98 | 2229 | -627.45 | - | 0 | 0 | 1 |
| 28 Sept | 80426.46 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84300 expiring on 30OCT2025
Delta for 84300 PE is -0.48
Historical price for 84300 PE is as follows
On 25 Oct SENSEX was trading at 84211.88. The strike last trading price was 450.25, which was 158.5 higher than the previous day. The implied volatity was 11.13, the open interest changed by 6355 which increased total open position to 8500
On 18 Oct SENSEX was trading at 83952.19. The strike last trading price was 751.45, which was -167.95 lower than the previous day. The implied volatity was 11.54, the open interest changed by 201 which increased total open position to 203
On 15 Oct SENSEX was trading at 82029.98. The strike last trading price was 2229, which was -627.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Sept SENSEX was trading at 80426.46. 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 21 Sept SENSEX was trading at 82626.23. 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 18 Sept SENSEX was trading at 83013.96. 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 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
