SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 79800 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 | 3413.55 | 416.85 | 0.00 | 0 | 0 | 6.667 | |||||||||
| 18 Sept | 83013.96 | 3413.55 | 416.85 | 18.53 | 4 | 0 | 6.667 | |||||||||
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| 14 Sept | 81904.70 | 2204.5 | 194.9 | - | 7 | -0.267 | 6.933 | |||||||||
For Sensex 50 - strike price 79800 expiring on 25SEP2025
Delta for 79800 CE is 0.00
Historical price for 79800 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 3413.55, which was 416.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 25
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 3413.55, which was 416.85 higher than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 25
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 2204.5, which was 194.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26
| SENSEX50 25SEP2025 79800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 4.71
Theta: -5.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 9.7 | -2.35 | 13.82 | 15,506 | 395.733 | 460 |
| 18 Sept | 83013.96 | 11.15 | -11.55 | 14.40 | 489 | 11.467 | 64.267 |
| 14 Sept | 81904.70 | 65.55 | -30.8 | 11.38 | 336 | -8.267 | 64.8 |
For Sensex 50 - strike price 79800 expiring on 25SEP2025
Delta for 79800 PE is -0.02
Historical price for 79800 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 9.7, which was -2.35 lower than the previous day. The implied volatity was 13.82, the open interest changed by 1484 which increased total open position to 1725
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 11.15, which was -11.55 lower than the previous day. The implied volatity was 14.40, the open interest changed by 43 which increased total open position to 241
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 65.55, which was -30.8 lower than the previous day. The implied volatity was 11.38, the open interest changed by -31 which decreased total open position to 243
