SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 7.53
Theta: -7.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 13.55 | -15.35 | 10.36 | 45,249 | 3,374 | 4,364 | |||||||||
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| 18 Sept | 83013.96 | 28.15 | 0.3 | 9.08 | 2,835 | 976 | 990 | |||||||||
| 14 Sept | 81904.70 | 40.85 | 4.85 | 0.00 | 0 | 0 | 14 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84800 expiring on 25SEP2025
Delta for 84800 CE is 0.03
Historical price for 84800 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 13.55, which was -15.35 lower than the previous day. The implied volatity was 10.36, the open interest changed by 3374 which increased total open position to 4364
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 28.15, which was 0.3 higher than the previous day. The implied volatity was 9.08, the open interest changed by 976 which increased total open position to 990
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 40.85, which was 4.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 14
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 84800 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 | 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 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 84800 expiring on 25SEP2025
Delta for 84800 PE is 0.00
Historical price for 84800 PE is as follows
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
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
