SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 85900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.21
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 5.45 | -4.5 | 12.94 | 19,125 | 589 | 685 | |||||||||
| 18 Sept | 83013.96 | 9.2 | -2.9 | 11.25 | 137 | 38 | 96 | |||||||||
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| 14 Sept | 81904.70 | 13.45 | -16.55 | 11.48 | 43 | -12 | 20 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85900 expiring on 25SEP2025
Delta for 85900 CE is 0.01
Historical price for 85900 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5.45, which was -4.5 lower than the previous day. The implied volatity was 12.94, the open interest changed by 589 which increased total open position to 685
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 9.2, which was -2.9 lower than the previous day. The implied volatity was 11.25, the open interest changed by 38 which increased total open position to 96
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 13.45, which was -16.55 lower than the previous day. The implied volatity was 11.48, the open interest changed by -12 which decreased total open position to 20
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 85900 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 85900 expiring on 25SEP2025
Delta for 85900 PE is 0.00
Historical price for 85900 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
