SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 86500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 2.38
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 4.2 | -2.1 | 14.53 | 1,18,323 | 7,105 | 8,880 | |||||||||
| 18 Sept | 83013.96 | 6 | -2.4 | 12.52 | 12,553 | 1,368 | 1,775 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 86500 expiring on 25SEP2025
Delta for 86500 CE is 0.01
Historical price for 86500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 4.2, which was -2.1 lower than the previous day. The implied volatity was 14.53, the open interest changed by 7105 which increased total open position to 8880
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 6, which was -2.4 lower than the previous day. The implied volatity was 12.52, the open interest changed by 1368 which increased total open position to 1775
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
| SENSEX 25SEP2025 86500 PE | |||||||
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Delta: -0.92
Vega: 15.91
Theta: -11.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 3831.7 | 440.35 | 24.86 | 2 | 1 | 1 |
| 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 86500 expiring on 25SEP2025
Delta for 86500 PE is -0.92
Historical price for 86500 PE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3831.7, which was 440.35 higher than the previous day. The implied volatity was 24.86, the open interest changed by 1 which increased total open position to 1
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
