SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84500 CE | ||||||||||||||||
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Delta: 0.05
Vega: 10.45
Theta: -9.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 20.45 | -23.5 | 9.84 | 1,60,027 | 10,315 | 22,314 | |||||||||
| 18 Sept | 83013.96 | 44.4 | -2.2 | 8.69 | 45,665 | 7,416 | 11,999 | |||||||||
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| 14 Sept | 81904.70 | 30.4 | 3.95 | 9.04 | 564 | 147 | 203 | |||||||||
| 17 Aug | 80597.66 | 196.3 | -3.2 | 9.83 | 6 | 4 | 45 | |||||||||
For Sensex - strike price 84500 expiring on 25SEP2025
Delta for 84500 CE is 0.05
Historical price for 84500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 20.45, which was -23.5 lower than the previous day. The implied volatity was 9.84, the open interest changed by 10315 which increased total open position to 22314
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 44.4, which was -2.2 lower than the previous day. The implied volatity was 8.69, the open interest changed by 7416 which increased total open position to 11999
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 30.4, which was 3.95 higher than the previous day. The implied volatity was 9.04, the open interest changed by 147 which increased total open position to 203
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 196.3, which was -3.2 lower than the previous day. The implied volatity was 9.83, the open interest changed by 4 which increased total open position to 45
| SENSEX 25SEP2025 84500 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 | 1680 | 346 | - | 164 | 8 | 55 |
| 18 Sept | 83013.96 | 1347.2 | -400.65 | 7.42 | 54 | 46 | 47 |
| 14 Sept | 81904.70 | 4399.95 | 1494.7 | 0.00 | 0 | 0 | 1 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84500 expiring on 25SEP2025
Delta for 84500 PE is -
Historical price for 84500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 1680, which was 346 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 55
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1347.2, which was -400.65 lower than the previous day. The implied volatity was 7.42, the open interest changed by 46 which increased total open position to 47
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 4399.95, which was 1494.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
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
