SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 84100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 16.18
Theta: -14.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 36.9 | -46.55 | 9.18 | 87,778 | 1,737.867 | 2,138.933 | |||||||||
| 18 Sept | 83013.96 | 85.55 | 4.3 | 8.30 | 11,010 | 309.333 | 401.067 | |||||||||
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| 14 Sept | 81904.70 | 47.8 | -4.15 | 8.64 | 26 | 1.333 | 5.333 | |||||||||
For Sensex 50 - strike price 84100 expiring on 25SEP2025
Delta for 84100 CE is 0.08
Historical price for 84100 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 36.9, which was -46.55 lower than the previous day. The implied volatity was 9.18, the open interest changed by 6517 which increased total open position to 8021
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 85.55, which was 4.3 higher than the previous day. The implied volatity was 8.30, the open interest changed by 1160 which increased total open position to 1504
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 47.8, which was -4.15 lower than the previous day. The implied volatity was 8.64, the open interest changed by 5 which increased total open position to 20
| SENSEX50 25SEP2025 84100 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 1300 | 239.85 | - | 33 | 1.867 | 3.467 |
| 18 Sept | 83013.96 | 1060.15 | -291.9 | 9.89 | 11 | 0.267 | 1.6 |
| 14 Sept | 81904.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex 50 - strike price 84100 expiring on 25SEP2025
Delta for 84100 PE is -
Historical price for 84100 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 1300, which was 239.85 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 13
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 1060.15, which was -291.9 lower than the previous day. The implied volatity was 9.89, the open interest changed by 1 which increased total open position to 6
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
