SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 80100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 2561.65 | -441.95 | - | 4 | 0 | 16.8 | |||||||||
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| 18 Sept | 83013.96 | 1999.55 | 52.45 | 0.00 | 0 | 0 | 16.8 | |||||||||
| 14 Sept | 81904.70 | 1947.1 | 197 | - | 5 | -0.8 | 17.333 | |||||||||
For Sensex 50 - strike price 80100 expiring on 25SEP2025
Delta for 80100 CE is -
Historical price for 80100 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 2561.65, which was -441.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 1999.55, which was 52.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 63
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 1947.1, which was 197 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 65
| SENSEX50 25SEP2025 80100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 5.67
Theta: -5.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 11.65 | -1.35 | 12.96 | 21,360 | 209.067 | 292.8 |
| 18 Sept | 83013.96 | 12.15 | -14.25 | 13.45 | 1,053 | -15.733 | 83.733 |
| 14 Sept | 81904.70 | 84.4 | -44.35 | 11.00 | 520 | 34.933 | 76 |
For Sensex 50 - strike price 80100 expiring on 25SEP2025
Delta for 80100 PE is -0.02
Historical price for 80100 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 11.65, which was -1.35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 784 which increased total open position to 1098
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 12.15, which was -14.25 lower than the previous day. The implied volatity was 13.45, the open interest changed by -59 which decreased total open position to 314
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 84.4, which was -44.35 lower than the previous day. The implied volatity was 11.00, the open interest changed by 131 which increased total open position to 285
