SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 78100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 4560 | -440.05 | - | 3 | -0.8 | 4.533 | |||||||||
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| 18 Sept | 83013.96 | 3995 | 28.5 | 0.00 | 0 | 0 | 5.333 | |||||||||
| 14 Sept | 81904.70 | 3640.75 | 324.5 | 0.00 | 0 | 0 | 5.333 | |||||||||
For Sensex 50 - strike price 78100 expiring on 25SEP2025
Delta for 78100 CE is -
Historical price for 78100 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4560, which was -440.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 17
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 3995, which was 28.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 20
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 3640.75, which was 324.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 20
| SENSEX50 25SEP2025 78100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.24
Theta: -3.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.15 | -1.75 | 19.01 | 1,730 | 13.867 | 19.467 |
| 18 Sept | 83013.96 | 6.9 | -2.2 | 19.38 | 40 | 1.067 | 5.6 |
| 14 Sept | 81904.70 | 22.9 | 17.5 | 14.24 | 24 | -1.867 | 6.133 |
For Sensex 50 - strike price 78100 expiring on 25SEP2025
Delta for 78100 PE is -0.01
Historical price for 78100 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 5.15, which was -1.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by 52 which increased total open position to 73
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 6.9, which was -2.2 lower than the previous day. The implied volatity was 19.38, the open interest changed by 4 which increased total open position to 21
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 22.9, which was 17.5 higher than the previous day. The implied volatity was 14.24, the open interest changed by -7 which decreased total open position to 23
