SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 87000 CE | ||||||||||||||||
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Delta: 0.01
Vega: 2.00
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 3.7 | -1.05 | 15.94 | 1,19,577 | 9,240 | 13,424 | |||||||||
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| 18 Sept | 83013.96 | 4.9 | -2.4 | 13.75 | 16,716 | 3,561 | 4,184 | |||||||||
| 14 Sept | 81904.70 | 8 | 0.85 | 13.25 | 42 | 17 | 30 | |||||||||
| 17 Aug | 80597.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 87000 expiring on 25SEP2025
Delta for 87000 CE is 0.01
Historical price for 87000 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 15.94, the open interest changed by 9240 which increased total open position to 13424
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 4.9, which was -2.4 lower than the previous day. The implied volatity was 13.75, the open interest changed by 3561 which increased total open position to 4184
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was 13.25, the open interest changed by 17 which increased total open position to 30
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 87000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 87000 expiring on 25SEP2025
Delta for 87000 PE is 0.00
Historical price for 87000 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
