SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 79900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 82626.23 | 2800 | -300 | - | 1 | -0.267 | 4.533 | |||||||||
| 18 Sept | 83013.96 | 3100 | 202.45 | - | 10 | 1.6 | 4.8 | |||||||||
| 14 Sept | 81904.70 | 1497.3 | 4.4 | 0.00 | 0 | 0 | 3.2 | |||||||||
For Sensex 50 - strike price 79900 expiring on 25SEP2025
Delta for 79900 CE is -
Historical price for 79900 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 2800, which was -300 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 3100, which was 202.45 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 18
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 1497.3, which was 4.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 12
| SENSEX50 25SEP2025 79900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 4.85
Theta: -5.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 9.8 | -2 | 13.43 | 9,248 | 157.067 | 193.867 |
| 18 Sept | 83013.96 | 11.25 | -10.9 | 14.04 | 217 | 3.2 | 36.8 |
| 14 Sept | 81904.70 | 72.1 | -36.25 | 11.29 | 396 | 27.2 | 47.2 |
For Sensex 50 - strike price 79900 expiring on 25SEP2025
Delta for 79900 PE is -0.02
Historical price for 79900 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 9.8, which was -2 lower than the previous day. The implied volatity was 13.43, the open interest changed by 589 which increased total open position to 727
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 11.25, which was -10.9 lower than the previous day. The implied volatity was 14.04, the open interest changed by 12 which increased total open position to 138
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 72.1, which was -36.25 lower than the previous day. The implied volatity was 11.29, the open interest changed by 102 which increased total open position to 177
