SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 12.98
Theta: -11.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 27.15 | -33.3 | 9.50 | 82,824 | 3,355 | 6,017 | |||||||||
| 18 Sept | 83013.96 | 61.3 | 0 | 8.48 | 9,193 | 2,126 | 2,662 | |||||||||
| 14 Sept | 81904.70 | 37.85 | -1.5 | 8.83 | 4 | 0 | 2 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84300 expiring on 25SEP2025
Delta for 84300 CE is 0.06
Historical price for 84300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 27.15, which was -33.3 lower than the previous day. The implied volatity was 9.50, the open interest changed by 3355 which increased total open position to 6017
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 2126 which increased total open position to 2662
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 37.85, which was -1.5 lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 2
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 84300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 1151.5 | -415.9 | 0.00 | 0 | 0 | 3 |
| 18 Sept | 83013.96 | 1151.5 | -415.9 | 6.79 | 5 | 3 | 3 |
| 14 Sept | 81904.70 | 2052 | -471.25 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 2052 | -471.25 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84300 expiring on 25SEP2025
Delta for 84300 PE is 0.00
Historical price for 84300 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1151.5, which was -415.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1151.5, which was -415.9 lower than the previous day. The implied volatity was 6.79, the open interest changed by 3 which increased total open position to 3
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2052, which was -471.25 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 2052, which was -471.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
