SENSEX50
Sensex 50
Historical option data for SENSEX50
28 Sep 2025 10:07 PM IST
| SENSEX50 30-OCT-2025 81900 CE | ||||||||||||||||
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Delta: 0.39
Vega: 93.92
Theta: -22.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 80426.46 | 652.7 | -373.45 | 9.88 | 133 | 11.733 | 19.2 | |||||||||
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 83013.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 81900 expiring on 30OCT2025
Delta for 81900 CE is 0.39
Historical price for 81900 CE is as follows
On 28 Sept SENSEX50 was trading at 80426.46. The strike last trading price was 652.7, which was -373.45 lower than the previous day. The implied volatity was 9.88, the open interest changed by 44 which increased total open position to 72
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 30OCT2025 81900 PE | |||||||
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Delta: -0.61
Vega: 94.00
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 1379.65 | 361.8 | 9.98 | 18 | 2.133 | 8.533 |
| 21 Sept | 82626.23 | 543.95 | 108.1 | 10.88 | 19 | 3.733 | 5.6 |
| 18 Sept | 83013.96 | 434.8 | -141 | 10.72 | 13 | 1.867 | 1.867 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex 50 - strike price 81900 expiring on 30OCT2025
Delta for 81900 PE is -0.61
Historical price for 81900 PE is as follows
On 28 Sept SENSEX50 was trading at 80426.46. The strike last trading price was 1379.65, which was 361.8 higher than the previous day. The implied volatity was 9.98, the open interest changed by 8 which increased total open position to 32
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 543.95, which was 108.1 higher than the previous day. The implied volatity was 10.88, the open interest changed by 14 which increased total open position to 21
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 434.8, which was -141 lower than the previous day. The implied volatity was 10.72, the open interest changed by 7 which increased total open position to 7
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
