SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 9.28
Theta: -8.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 17.5 | -20.9 | 9.98 | 72,053 | 5,456 | 6,236 | |||||||||
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| 18 Sept | 83013.96 | 39.65 | -0.55 | 8.91 | 2,441 | 764 | 780 | |||||||||
| 14 Sept | 81904.70 | 35.05 | 0.55 | 0.00 | 0 | 0 | 16 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84600 expiring on 25SEP2025
Delta for 84600 CE is 0.04
Historical price for 84600 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 17.5, which was -20.9 lower than the previous day. The implied volatity was 9.98, the open interest changed by 5456 which increased total open position to 6236
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 39.65, which was -0.55 lower than the previous day. The implied volatity was 8.91, the open interest changed by 764 which increased total open position to 780
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 35.05, which was 0.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 16
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 84600 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2240 | -504.25 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 2240 | -504.25 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 2240 | -504.25 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 2240 | -504.25 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84600 expiring on 25SEP2025
Delta for 84600 PE is 0.00
Historical price for 84600 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2240, which was -504.25 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 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2240, which was -504.25 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 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 2240, which was -504.25 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 2240, which was -504.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
