SENSEX50
Sensex 50
Historical option data for SENSEX50
28 Sep 2025 10:07 PM IST
| SENSEX50 30-OCT-2025 83000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 75.43
Theta: -16.19
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 80426.46 | 331.75 | -210.8 | 9.94 | 1,299 | 30.933 | 132.8 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 82626.23 | 1246 | -185.15 | 8.60 | 130 | 1.6 | 38.4 | |||||||||
| 18 Sept | 83013.96 | 1465.8 | 126.95 | 8.09 | 57 | 3.467 | 36.8 | |||||||||
| 14 Sept | 81904.70 | 933.6 | 126.25 | 7.95 | 41 | -1.067 | 8.267 | |||||||||
For Sensex 50 - strike price 83000 expiring on 30OCT2025
Delta for 83000 CE is 0.24
Historical price for 83000 CE is as follows
On 28 Sept SENSEX50 was trading at 80426.46. The strike last trading price was 331.75, which was -210.8 lower than the previous day. The implied volatity was 9.94, the open interest changed by 116 which increased total open position to 498
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 1246, which was -185.15 lower than the previous day. The implied volatity was 8.60, the open interest changed by 6 which increased total open position to 144
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 1465.8, which was 126.95 higher than the previous day. The implied volatity was 8.09, the open interest changed by 13 which increased total open position to 138
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 933.6, which was 126.25 higher than the previous day. The implied volatity was 7.95, the open interest changed by -4 which decreased total open position to 31
| SENSEX50 30OCT2025 83000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 82.01
Theta: 2.04
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 80426.46 | 2300 | 708 | 11.98 | 52 | -1.333 | 41.6 |
| 21 Sept | 82626.23 | 885 | 124.4 | 10.36 | 220 | -26.667 | 72.267 |
| 18 Sept | 83013.96 | 754 | -153.95 | 10.51 | 495 | 52.267 | 98.933 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex 50 - strike price 83000 expiring on 30OCT2025
Delta for 83000 PE is -0.72
Historical price for 83000 PE is as follows
On 28 Sept SENSEX50 was trading at 80426.46. The strike last trading price was 2300, which was 708 higher than the previous day. The implied volatity was 11.98, the open interest changed by -5 which decreased total open position to 156
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 885, which was 124.4 higher than the previous day. The implied volatity was 10.36, the open interest changed by -100 which decreased total open position to 271
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 754, which was -153.95 lower than the previous day. The implied volatity was 10.51, the open interest changed by 196 which increased total open position to 371
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
