SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 86000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 3.00
Theta: -3.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 5.1 | -3.6 | 13.17 | 1,78,607 | -86 | 19,327 | |||||||||
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| 18 Sept | 83013.96 | 8.2 | -4.55 | 11.40 | 53,166 | 17,617 | 19,413 | |||||||||
| 14 Sept | 81904.70 | 12.9 | 1.15 | 11.66 | 57 | 32 | 121 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 86000 expiring on 25SEP2025
Delta for 86000 CE is 0.01
Historical price for 86000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 5.1, which was -3.6 lower than the previous day. The implied volatity was 13.17, the open interest changed by -86 which decreased total open position to 19327
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 8.2, which was -4.55 lower than the previous day. The implied volatity was 11.40, the open interest changed by 17617 which increased total open position to 19413
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 12.9, which was 1.15 higher than the previous day. The implied volatity was 11.66, the open interest changed by 32 which increased total open position to 121
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 86000 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 | 3152.25 | 366.8 | - | 2 | 2 | 15 |
| 18 Sept | 83013.96 | 2792.1 | -407.95 | - | 13 | 13 | 13 |
| 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 86000 expiring on 25SEP2025
Delta for 86000 PE is -
Historical price for 86000 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3152.25, which was 366.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 2792.1, which was -407.95 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13
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
