SENSEX50

Sensex 50

26866.61 -152.04 (-0.56%)

L: 26854.96 H: 27105.02

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Historical option data for SENSEX50
02 Nov 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SENSEX50 27-NOV-2025 84800 CE
Delta: 0.47 Vega: 90.54 Theta: -29.90 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	83938.71	927.8 ₹ 69,585	-272.9 -20467.50	11.47	118 2,360	12.267 920	21.867 1,640
1 Nov	83938.71	927.8 ₹ 69,585	-272.9 -20467.50	11.47	118 2,360	12.267 920	21.867 1,640
27 Oct	84778.84	1420 ₹ 1,06,500	350 26250.00	10.59	12 240	-1.333 -100	2.933 220
25 Oct	84211.88	1070 ₹ 80,250	-365.8 -27435.00	9.49	30 600	-0.533 -40	4.267 320

18 Oct	83952.19	1042.65 ₹ 78,198.75	376.2 28215.00	8.87	33 660	7.2 540	8.267 620

For Sensex 50 - strike price 84800 expiring on 27NOV2025

Delta for 84800 CE is 0.47

Historical price for 84800 CE is as follows

On 2 Nov SENSEX50 was trading at 83938.71. The strike last trading price was 927.8, which was -272.9 lower than the previous day. The implied volatity was 11.47, the open interest changed by 46 which increased total open position to 82

On 1 Nov SENSEX50 was trading at 83938.71. The strike last trading price was 927.8, which was -272.9 lower than the previous day. The implied volatity was 11.47, the open interest changed by 46 which increased total open position to 82

On 27 Oct SENSEX50 was trading at 84778.84. The strike last trading price was 1420, which was 350 higher than the previous day. The implied volatity was 10.59, the open interest changed by -5 which decreased total open position to 11

On 25 Oct SENSEX50 was trading at 84211.88. The strike last trading price was 1070, which was -365.8 lower than the previous day. The implied volatity was 9.49, the open interest changed by -2 which decreased total open position to 16

On 18 Oct SENSEX50 was trading at 83952.19. The strike last trading price was 1042.65, which was 376.2 higher than the previous day. The implied volatity was 8.87, the open interest changed by 27 which increased total open position to 31

SENSEX50 27NOV2025 84800 PE
Delta: -0.53 Vega: 90.48 Theta: -5.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
2 Nov	83938.71	1085.55 ₹ 81,416.25	168.35 12626.25	10.57	77 1,540	-0.8 -60	5.333 400
1 Nov	83938.71	1085.55 ₹ 81,416.25	168.35 12626.25	10.57	77 1,540	-0.8 -60	5.333 400
27 Oct	84778.84	811.65 ₹ 60,873.75	-318.15 -23861.25	11.48	67 1,340	5.067 380	7.467 560
25 Oct	84211.88	1129.8 ₹ 84,735	215.25 16143.75	11.98	16 320	-1.333 -100	2.4 180
18 Oct	83952.19	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Sensex 50 - strike price 84800 expiring on 27NOV2025

Delta for 84800 PE is -0.53

Historical price for 84800 PE is as follows

On 2 Nov SENSEX50 was trading at 83938.71. The strike last trading price was 1085.55, which was 168.35 higher than the previous day. The implied volatity was 10.57, the open interest changed by -3 which decreased total open position to 20

On 1 Nov SENSEX50 was trading at 83938.71. The strike last trading price was 1085.55, which was 168.35 higher than the previous day. The implied volatity was 10.57, the open interest changed by -3 which decreased total open position to 20

On 27 Oct SENSEX50 was trading at 84778.84. The strike last trading price was 811.65, which was -318.15 lower than the previous day. The implied volatity was 11.48, the open interest changed by 19 which increased total open position to 28

On 25 Oct SENSEX50 was trading at 84211.88. The strike last trading price was 1129.8, which was 215.25 higher than the previous day. The implied volatity was 11.98, the open interest changed by -5 which decreased total open position to 9

On 18 Oct SENSEX50 was trading at 83952.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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