SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 78700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 82626.23 | 4200 | -500.45 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 4200 | -500.45 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 81904.70 | 4200 | -500.45 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 78700 expiring on 25SEP2025
Delta for 78700 CE is 0.00
Historical price for 78700 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4200, which was -500.45 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 4200, which was -500.45 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 4200, which was -500.45 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 78700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.95
Theta: -4.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 6.65 | 0.5 | 17.33 | 8,768 | 146.4 | 154.133 |
| 18 Sept | 83013.96 | 6.15 | -7.95 | 17.05 | 9 | 1.867 | 7.733 |
| 14 Sept | 81904.70 | 33.05 | 16.95 | 13.29 | 40 | -2.667 | 5.067 |
For Sensex 50 - strike price 78700 expiring on 25SEP2025
Delta for 78700 PE is -0.01
Historical price for 78700 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 6.65, which was 0.5 higher than the previous day. The implied volatity was 17.33, the open interest changed by 549 which increased total open position to 578
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 6.15, which was -7.95 lower than the previous day. The implied volatity was 17.05, the open interest changed by 7 which increased total open position to 29
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 33.05, which was 16.95 higher than the previous day. The implied volatity was 13.29, the open interest changed by -10 which decreased total open position to 19
