SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 85000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 6.31
Theta: -6.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 11.1 | -11.6 | 10.82 | 2,12,925 | 23,421 | 43,601 | |||||||||
| 18 Sept | 83013.96 | 21.7 | -3.75 | 9.42 | 73,559 | 15,870 | 20,180 | |||||||||
| 14 Sept | 81904.70 | 18.3 | 0.4 | 9.61 | 1,031 | 221 | 676 | |||||||||
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| 17 Aug | 80597.66 | 147.45 | -37.85 | 0.00 | 0 | 0 | 37 | |||||||||
For Sensex - strike price 85000 expiring on 25SEP2025
Delta for 85000 CE is 0.03
Historical price for 85000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 11.1, which was -11.6 lower than the previous day. The implied volatity was 10.82, the open interest changed by 23421 which increased total open position to 43601
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 21.7, which was -3.75 lower than the previous day. The implied volatity was 9.42, the open interest changed by 15870 which increased total open position to 20180
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 18.3, which was 0.4 higher than the previous day. The implied volatity was 9.61, the open interest changed by 221 which increased total open position to 676
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 147.45, which was -37.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
| SENSEX 25SEP2025 85000 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 | 2190 | 365.95 | - | 4 | 0 | 92 |
| 18 Sept | 83013.96 | 1816.3 | -282.7 | - | 83 | 71 | 92 |
| 14 Sept | 81904.70 | 1600.05 | -1677.65 | - | 1 | 1 | 1 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 85000 expiring on 25SEP2025
Delta for 85000 PE is -
Historical price for 85000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2190, which was 365.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 1816.3, which was -282.7 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 92
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 1600.05, which was -1677.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased 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
