SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 84900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 6.82
Theta: -6.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 12.05 | -13.45 | 10.56 | 45,614 | 5,143 | 6,059 | |||||||||
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| 18 Sept | 83013.96 | 26.25 | 3.2 | 9.37 | 3,316 | 913 | 916 | |||||||||
| 14 Sept | 81904.70 | 26.5 | -0.75 | 0.00 | 0 | 0 | 5 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84900 expiring on 25SEP2025
Delta for 84900 CE is 0.03
Historical price for 84900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 12.05, which was -13.45 lower than the previous day. The implied volatity was 10.56, the open interest changed by 5143 which increased total open position to 6059
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 26.25, which was 3.2 higher than the previous day. The implied volatity was 9.37, the open interest changed by 913 which increased total open position to 916
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 26.5, which was -0.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
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 84900 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 84900 expiring on 25SEP2025
Delta for 84900 PE is 0.00
Historical price for 84900 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
