SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 79000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 11.24
Theta: -42.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 3806.4 | -392.4 | 22.86 | 16 | -0.267 | 46.133 | |||||||||
| 18 Sept | 83013.96 | 4209.25 | 285.85 | 21.81 | 167 | 40 | 46.4 | |||||||||
| 14 Sept | 81904.70 | 3168 | 418.8 | - | 4 | -0.267 | 1.867 | |||||||||
For Sensex 50 - strike price 79000 expiring on 25SEP2025
Delta for 79000 CE is 0.95
Historical price for 79000 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 3806.4, which was -392.4 lower than the previous day. The implied volatity was 22.86, the open interest changed by -1 which decreased total open position to 173
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 4209.25, which was 285.85 higher than the previous day. The implied volatity was 21.81, the open interest changed by 150 which increased total open position to 174
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 3168, which was 418.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 7
| SENSEX50 25SEP2025 79000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 3.04
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 6.4 | -2.2 | 16.10 | 1,24,550 | 648.267 | 3,136.267 |
| 18 Sept | 83013.96 | 8.15 | -6.8 | 16.61 | 31,807 | 1,716.8 | 2,488 |
| 14 Sept | 81904.70 | 38.4 | -14.25 | 12.71 | 1,221 | 79.2 | 214.933 |
For Sensex 50 - strike price 79000 expiring on 25SEP2025
Delta for 79000 PE is -0.01
Historical price for 79000 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 6.4, which was -2.2 lower than the previous day. The implied volatity was 16.10, the open interest changed by 2431 which increased total open position to 11761
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 8.15, which was -6.8 lower than the previous day. The implied volatity was 16.61, the open interest changed by 6438 which increased total open position to 9330
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 38.4, which was -14.25 lower than the previous day. The implied volatity was 12.71, the open interest changed by 297 which increased total open position to 806
