SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 82700 CE | ||||||||||||||||
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Delta: 0.53
Vega: 41.64
Theta: -42.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 392.85 | -275.05 | 8.69 | 6,91,280 | 3,392.267 | 4,173.867 | |||||||||
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| 18 Sept | 83013.96 | 672.6 | 122 | 8.58 | 15,123 | -97.067 | 781.6 | |||||||||
| 14 Sept | 81904.70 | 298.95 | 63.55 | 8.33 | 511 | -14.133 | 34.133 | |||||||||
For Sensex 50 - strike price 82700 expiring on 25SEP2025
Delta for 82700 CE is 0.53
Historical price for 82700 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 392.85, which was -275.05 lower than the previous day. The implied volatity was 8.69, the open interest changed by 12721 which increased total open position to 15652
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 672.6, which was 122 higher than the previous day. The implied volatity was 8.58, the open interest changed by -364 which decreased total open position to 2931
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 298.95, which was 63.55 higher than the previous day. The implied volatity was 8.33, the open interest changed by -53 which decreased total open position to 128
| SENSEX50 25SEP2025 82700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 41.59
Theta: -14.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 264 | 84.7 | 7.01 | 9,43,807 | 2,600.267 | 4,040.267 |
| 18 Sept | 83013.96 | 181 | -155.55 | 8.10 | 31,599 | 810.133 | 1,440 |
| 14 Sept | 81904.70 | 848.3 | -390.35 | 9.11 | 28 | 4.267 | 9.067 |
For Sensex 50 - strike price 82700 expiring on 25SEP2025
Delta for 82700 PE is -0.47
Historical price for 82700 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 264, which was 84.7 higher than the previous day. The implied volatity was 7.01, the open interest changed by 9751 which increased total open position to 15151
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 181, which was -155.55 lower than the previous day. The implied volatity was 8.10, the open interest changed by 3038 which increased total open position to 5400
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 848.3, which was -390.35 lower than the previous day. The implied volatity was 9.11, the open interest changed by 16 which increased total open position to 34
