SENSEX
Sensex
Historical option data for SENSEX
21 Sep 2025 04:11 PM IST
| SENSEX 25SEP2025 91500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.87
Theta: -2.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 2.35 | -1.05 | 28.29 | 286 | 206 | 215 | |||||||||
| 18 Sept | 83013.96 | 3.4 | 3.35 | 25.64 | 9 | 9 | 9 | |||||||||
For Sensex - strike price 91500 expiring on 25SEP2025
Delta for 91500 CE is 0.00
Historical price for 91500 CE is as follows
On 21 Sept SENSEX was trading at 82626.23. The strike last trading price was 2.35, which was -1.05 lower than the previous day. The implied volatity was 28.29, the open interest changed by 206 which increased total open position to 215
On 18 Sept SENSEX was trading at 83013.96. The strike last trading price was 3.4, which was 3.35 higher than the previous day. The implied volatity was 25.64, the open interest changed by 9 which increased total open position to 9
| SENSEX 25SEP2025 91500 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 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 91500 expiring on 25SEP2025
Delta for 91500 PE is 0.00
Historical price for 91500 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
