SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 86100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.76
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 4.65 | -3.5 | 13.36 | 6,003 | 232 | 348 | |||||||||
| 18 Sept | 83013.96 | 8.85 | -1.25 | 11.87 | 201 | 110 | 116 | |||||||||
| 14 Sept | 81904.70 | 500 | -195.1 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 80597.66 | 500 | -195.1 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 86100 expiring on 25SEP2025
Delta for 86100 CE is 0.01
Historical price for 86100 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4.65, which was -3.5 lower than the previous day. The implied volatity was 13.36, the open interest changed by 232 which increased total open position to 348
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 8.85, which was -1.25 lower than the previous day. The implied volatity was 11.87, the open interest changed by 110 which increased total open position to 116
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 500, which was -195.1 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 500, which was -195.1 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 86100 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 | 4151 | 281.95 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 4151 | 281.95 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 4151 | 281.95 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 86100 expiring on 25SEP2025
Delta for 86100 PE is 0.00
Historical price for 86100 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4151, which was 281.95 higher 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 4151, which was 281.95 higher 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 4151, which was 281.95 higher 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
