SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 85300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 4.76
Theta: -5.07
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 8.05 | -7.55 | 11.42 | 61,283 | 3,775.733 | 3,892 | |||||||||
| 18 Sept | 83013.96 | 14.4 | 4.15 | 9.86 | 691 | 116.267 | 116.267 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 81904.70 | 56 | -41.8 | 0.00 | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 85300 expiring on 25SEP2025
Delta for 85300 CE is 0.02
Historical price for 85300 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 8.05, which was -7.55 lower than the previous day. The implied volatity was 11.42, the open interest changed by 14159 which increased total open position to 14595
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 14.4, which was 4.15 higher than the previous day. The implied volatity was 9.86, the open interest changed by 436 which increased total open position to 436
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 56, which was -41.8 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 25SEP2025 85300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 82626.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 85300 expiring on 25SEP2025
Delta for 85300 PE is 0.00
Historical price for 85300 PE is as follows
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
