SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 85400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 4.48
Theta: -4.86
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 7.6 | -7.2 | 11.70 | 31,044 | 247.467 | 585.067 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 83013.96 | 14.05 | -4 | 10.19 | 3,031 | 309.6 | 337.6 | |||||||||
| 14 Sept | 81904.70 | 20 | 5.05 | 0.00 | 0 | 0 | 0.267 | |||||||||
For Sensex 50 - strike price 85400 expiring on 25SEP2025
Delta for 85400 CE is 0.02
Historical price for 85400 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 7.6, which was -7.2 lower than the previous day. The implied volatity was 11.70, the open interest changed by 928 which increased total open position to 2194
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 14.05, which was -4 lower than the previous day. The implied volatity was 10.19, the open interest changed by 1161 which increased total open position to 1266
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 20, which was 5.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| SENSEX50 25SEP2025 85400 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 85400 expiring on 25SEP2025
Delta for 85400 PE is 0.00
Historical price for 85400 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
