SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 80200 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 | 2464.8 | -360.2 | - | 19 | 1.6 | 11.2 | |||||||||
| 18 Sept | 83013.96 | 2825 | 223.55 | - | 7 | 0 | 9.6 | |||||||||
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| 14 Sept | 81904.70 | 2028.9 | 297.65 | 8.90 | 17 | -4.267 | 9.6 | |||||||||
For Sensex 50 - strike price 80200 expiring on 25SEP2025
Delta for 80200 CE is -
Historical price for 80200 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 2464.8, which was -360.2 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 42
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 2825, which was 223.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 2028.9, which was 297.65 higher than the previous day. The implied volatity was 8.90, the open interest changed by -16 which decreased total open position to 36
| SENSEX50 25SEP2025 80200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 6.15
Theta: -6.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 12.75 | -0.75 | 12.73 | 44,330 | 493.6 | 631.467 |
| 18 Sept | 83013.96 | 12 | -15.05 | 13.05 | 852 | 8.267 | 137.867 |
| 14 Sept | 81904.70 | 92 | -49.3 | 10.87 | 509 | 16.533 | 80 |
For Sensex 50 - strike price 80200 expiring on 25SEP2025
Delta for 80200 PE is -0.03
Historical price for 80200 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 12.75, which was -0.75 lower than the previous day. The implied volatity was 12.73, the open interest changed by 1851 which increased total open position to 2368
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 12, which was -15.05 lower than the previous day. The implied volatity was 13.05, the open interest changed by 31 which increased total open position to 517
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 92, which was -49.3 lower than the previous day. The implied volatity was 10.87, the open interest changed by 62 which increased total open position to 300
