SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 77000 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 | 6138.05 | 347.35 | 0.00 | 0 | 0 | 11.467 | |||||||||
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| 18 Sept | 83013.96 | 6138.05 | 347.35 | - | 43 | 11.467 | 11.467 | |||||||||
| 14 Sept | 81904.70 | 4330 | 357.4 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 77000 expiring on 25SEP2025
Delta for 77000 CE is 0.00
Historical price for 77000 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 6138.05, which was 347.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 43
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 6138.05, which was 347.35 higher than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 43
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 4330, which was 357.4 higher 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 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.92
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.15 | -0.5 | 23.08 | 32,545 | 56.267 | 1,170.4 |
| 18 Sept | 83013.96 | 5.6 | -2.25 | 22.61 | 13,977 | 956.267 | 1,114.133 |
| 14 Sept | 81904.70 | 17 | -2.2 | 16.72 | 241 | -2.667 | 66.133 |
For Sensex 50 - strike price 77000 expiring on 25SEP2025
Delta for 77000 PE is -0.01
Historical price for 77000 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 5.15, which was -0.5 lower than the previous day. The implied volatity was 23.08, the open interest changed by 211 which increased total open position to 4389
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 5.6, which was -2.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 3586 which increased total open position to 4178
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 17, which was -2.2 lower than the previous day. The implied volatity was 16.72, the open interest changed by -10 which decreased total open position to 248
