SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 8.41
Theta: -8.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 15.55 | -17.65 | 10.19 | 51,279 | 2,446 | 4,309 | |||||||||
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| 18 Sept | 83013.96 | 32.45 | -6.15 | 8.94 | 6,142 | 1,673 | 1,863 | |||||||||
| 14 Sept | 81904.70 | 35 | 11.15 | 9.93 | 18 | 17 | 22 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84700 expiring on 25SEP2025
Delta for 84700 CE is 0.04
Historical price for 84700 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 15.55, which was -17.65 lower than the previous day. The implied volatity was 10.19, the open interest changed by 2446 which increased total open position to 4309
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 32.45, which was -6.15 lower than the previous day. The implied volatity was 8.94, the open interest changed by 1673 which increased total open position to 1863
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 35, which was 11.15 higher than the previous day. The implied volatity was 9.93, the open interest changed by 17 which increased total open position to 22
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 84700 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 | 2599 | 272.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 2599 | 272.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 2599 | 272.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 2599 | 272.05 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84700 expiring on 25SEP2025
Delta for 84700 PE is 0.00
Historical price for 84700 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2599, which was 272.05 higher 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 2599, which was 272.05 higher 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 2599, which was 272.05 higher 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 2599, which was 272.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
