SENSEX50
Sensex 50
Historical option data for SENSEX50
21 Sep 2025 04:11 PM IST
| SENSEX50 25SEP2025 87900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.93
Theta: -3.31
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 82626.23 | 4.25 | -0.3 | 19.11 | 348 | 2.933 | 8.533 | |||||||||
| 18 Sept | 83013.96 | 4.55 | -2.4 | 16.32 | 15 | 2.667 | 5.6 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 81904.70 | 0.35 | 0.3 | 11.23 | 1 | 0 | 1.867 | |||||||||
For Sensex 50 - strike price 87900 expiring on 25SEP2025
Delta for 87900 CE is 0.01
Historical price for 87900 CE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4.25, which was -0.3 lower than the previous day. The implied volatity was 19.11, the open interest changed by 11 which increased total open position to 32
On 18 Sept SENSEX50 was trading at 83013.96. The strike last trading price was 4.55, which was -2.4 lower than the previous day. The implied volatity was 16.32, the open interest changed by 10 which increased total open position to 21
On 14 Sept SENSEX50 was trading at 81904.70. The strike last trading price was 0.35, which was 0.3 higher than the previous day. The implied volatity was 11.23, the open interest changed by 0 which decreased total open position to 7
| SENSEX50 25SEP2025 87900 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 | 4502 | -502.6 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 83013.96 | 4502 | -502.6 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 81904.70 | 4502 | -502.6 | 0.00 | 0 | 0 | 0 |
For Sensex 50 - strike price 87900 expiring on 25SEP2025
Delta for 87900 PE is 0.00
Historical price for 87900 PE is as follows
On 21 Sept SENSEX50 was trading at 82626.23. The strike last trading price was 4502, which was -502.6 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 4502, which was -502.6 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 4502, which was -502.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
