SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 87300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.83
Theta: -2.77
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 3.5 | -1.6 | 16.80 | 5,069 | 197 | 249 | |||||||||
| 18 Sept | 83013.96 | 4.5 | -3.1 | 14.51 | 50 | 12 | 52 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 81904.70 | 11.95 | 0.55 | 14.71 | 2 | 1 | 37 | |||||||||
| 17 Aug | 80597.66 | 257 | -195.8 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex - strike price 87300 expiring on 25SEP2025
Delta for 87300 CE is 0.01
Historical price for 87300 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 3.5, which was -1.6 lower than the previous day. The implied volatity was 16.80, the open interest changed by 197 which increased total open position to 249
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 4.5, which was -3.1 lower than the previous day. The implied volatity was 14.51, the open interest changed by 12 which increased total open position to 52
On 14 Sept SENSEX was trading at 81904.70. The strike last trading price was 11.95, which was 0.55 higher than the previous day. The implied volatity was 14.71, the open interest changed by 1 which increased total open position to 37
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 257, which was -195.8 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 87300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| 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 87300 expiring on 25SEP2025
Delta for 87300 PE is 0.00
Historical price for 87300 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
