SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 73000 CE | ||||||||||||||||
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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 | |||||||||
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| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 73000 expiring on 25SEP2025
Delta for 73000 CE is 0.00
Historical price for 73000 CE is as follows
On 21 Sept SENSEX50 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 SENSEX50 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 SENSEX50 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
| SENSEX50 25SEP2025 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.95
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 3.45 | 0.95 | 36.32 | 3,355 | 431.467 | 439.467 |
| 18 Sept | 83013.96 | 2.5 | -5.45 | 33.35 | 36 | 1.867 | 8 |
| 14 Sept | 81904.70 | 11.55 | 11.5 | 26.69 | 1 | 0.267 | 6.133 |
For Sensex 50 - strike price 73000 expiring on 25SEP2025
Delta for 73000 PE is -0.00
Historical price for 73000 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 3.45, which was 0.95 higher than the previous day. The implied volatity was 36.32, the open interest changed by 1618 which increased total open position to 1648
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 2.5, which was -5.45 lower than the previous day. The implied volatity was 33.35, the open interest changed by 7 which increased total open position to 30
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 11.55, which was 11.5 higher than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 23
