SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 76000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 6703.45 | -416.3 | - | 14 | 2.4 | 7.2 | |||||||||
| 18 Sept | 83013.96 | 7100 | 310.55 | - | 19 | 4.267 | 4.8 | |||||||||
| 14 Sept | 81904.70 | 4100 | -734.3 | 0.00 | 0 | 0 | 0.533 | |||||||||
For Sensex 50 - strike price 76000 expiring on 25SEP2025
Delta for 76000 CE is -
Historical price for 76000 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 6703.45, which was -416.3 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 27
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 7100, which was 310.55 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 18
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 4100, which was -734.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
| SENSEX50 25SEP2025 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.64
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 4.9 | 0.35 | 26.61 | 20,885 | 674.133 | 919.2 |
| 18 Sept | 83013.96 | 4.5 | -2 | 25.36 | 3,385 | 160.267 | 245.067 |
| 14 Sept | 81904.70 | 15.7 | 2.15 | 19.34 | 44 | -1.867 | 21.867 |
For Sensex 50 - strike price 76000 expiring on 25SEP2025
Delta for 76000 PE is -0.01
Historical price for 76000 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4.9, which was 0.35 higher than the previous day. The implied volatity was 26.61, the open interest changed by 2528 which increased total open position to 3447
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 4.5, which was -2 lower than the previous day. The implied volatity was 25.36, the open interest changed by 601 which increased total open position to 919
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 15.7, which was 2.15 higher than the previous day. The implied volatity was 19.34, the open interest changed by -7 which decreased total open position to 82
