SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 78000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 5.24
Theta: -31.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 4770 | -330 | 23.13 | 1 | -0.267 | 22.933 | |||||||||
| 18 Sept | 83013.96 | 5100 | 204.7 | - | 74 | 19.467 | 23.2 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 78000 expiring on 25SEP2025
Delta for 78000 CE is 0.98
Historical price for 78000 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4770, which was -330 lower than the previous day. The implied volatity was 23.13, the open interest changed by -1 which decreased total open position to 86
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 5100, which was 204.7 higher than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 87
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.38
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.75 | -1 | 19.64 | 65,876 | 2,042.133 | 3,475.733 |
| 18 Sept | 83013.96 | 6.9 | -3.45 | 19.73 | 23,833 | 614.933 | 1,433.6 |
| 14 Sept | 81904.70 | 22.95 | -5.35 | 14.55 | 337 | 2.133 | 92.533 |
For Sensex 50 - strike price 78000 expiring on 25SEP2025
Delta for 78000 PE is -0.01
Historical price for 78000 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 5.75, which was -1 lower than the previous day. The implied volatity was 19.64, the open interest changed by 7658 which increased total open position to 13034
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 6.9, which was -3.45 lower than the previous day. The implied volatity was 19.73, the open interest changed by 2306 which increased total open position to 5376
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 22.95, which was -5.35 lower than the previous day. The implied volatity was 14.55, the open interest changed by 8 which increased total open position to 347
