SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 79100 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 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 79100 expiring on 25SEP2025
Delta for 79100 CE is 0.00
Historical price for 79100 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. 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
On 18 Sept SENSEX50 was trading at 83013.96. 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
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 79100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.88
Theta: -3.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 5.75 | -4.1 | 15.50 | 4,753 | 146.4 | 165.333 |
| 18 Sept | 83013.96 | 10.45 | 10.1 | 16.83 | 103 | 8.267 | 18.933 |
| 14 Sept | 81904.70 | 35.55 | -18.5 | 12.19 | 31 | 0.533 | 12.8 |
For Sensex 50 - strike price 79100 expiring on 25SEP2025
Delta for 79100 PE is -0.01
Historical price for 79100 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 5.75, which was -4.1 lower than the previous day. The implied volatity was 15.50, the open interest changed by 549 which increased total open position to 620
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 10.45, which was 10.1 higher than the previous day. The implied volatity was 16.83, the open interest changed by 31 which increased total open position to 71
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 35.55, which was -18.5 lower than the previous day. The implied volatity was 12.19, the open interest changed by 2 which increased total open position to 48
