SENSEX50
Sensex 50
Historical option data for SENSEX50
23 Mar 2026 04:11 PM IST
| SENSEX50 25-MAR-2026 73500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 20.06
Theta: -210.83
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 72696.39 | 521.5 | -1080.7 | 40.64 | 3,40,972 | 6,587.467 | 6,862.4 | |||||||||
| 20 Mar | 74532.96 | 1556 | 215.2 | 23.8 | 2,180 | 213.6 | 274.933 | |||||||||
| 19 Mar | 74207.24 | 1570 | -1877.1 | 29.36 | 717 | 44.267 | 61.333 | |||||||||
| 18 Mar | 76704.13 | 3447.1 | 597.1 | 24.96 | 32 | 1.6 | 17.067 | |||||||||
|
|
||||||||||||||||
| 17 Mar | 76070.84 | 2850 | 177.7 | 22.23 | 5 | 0 | 15.733 | |||||||||
| 16 Mar | 75502.85 | 2586.4 | 364.7 | 29.41 | 186 | 14.933 | 15.733 | |||||||||
| 13 Mar | 74563.92 | 2175 | -726.3 | 25.59 | 3 | 0.8 | 0.8 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 73500 expiring on 25MAR2026
Delta for 73500 CE is 0.36
Historical price for 73500 CE is as follows
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 521.5, which was -1080.7 lower than the previous day. The implied volatity was 40.64, the open interest changed by 24703 which increased total open position to 25734
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 1556, which was 215.2 higher than the previous day. The implied volatity was 23.8, the open interest changed by 801 which increased total open position to 1031
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 1570, which was -1877.1 lower than the previous day. The implied volatity was 29.36, the open interest changed by 166 which increased total open position to 230
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 3447.1, which was 597.1 higher than the previous day. The implied volatity was 24.96, the open interest changed by 6 which increased total open position to 64
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 2850, which was 177.7 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 59
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 2586.4, which was 364.7 higher than the previous day. The implied volatity was 29.41, the open interest changed by 56 which increased total open position to 59
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 2175, which was -726.3 lower than the previous day. The implied volatity was 25.59, the open interest changed by 3 which increased total open position to 3
On 12 Mar SENSEX50 was trading at 76034.42. 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
On 11 Mar SENSEX50 was trading at 76863.71. 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
On 10 Mar SENSEX50 was trading at 78205.98. 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
On 9 Mar SENSEX50 was trading at 77566.16. 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
On 6 Mar SENSEX50 was trading at 78918.90. 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
On 5 Mar SENSEX50 was trading at 80015.90. 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
On 4 Mar SENSEX50 was trading at 79116.19. 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
On 2 Mar SENSEX50 was trading at 80238.85. 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
| SENSEX50 25MAR2026 73500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 20.08
Theta: -192.37
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 72696.39 | 1362.45 | 842.15 | 40.93 | 1,22,859 | -718.667 | 1,957.867 |
| 20 Mar | 74532.96 | 483.2 | -171.35 | 27.97 | 2,05,431 | 1,113.6 | 2,676.533 |
| 19 Mar | 74207.24 | 592.3 | 456 | 28.06 | 37,509 | 916.267 | 1,562.933 |
| 18 Mar | 76704.13 | 132.1 | -127.7 | 25.48 | 10,350 | 495.733 | 646.667 |
| 17 Mar | 76070.84 | 262.4 | -313.6 | 25.65 | 3,123 | 95.733 | 150.933 |
| 16 Mar | 75502.85 | 585.2 | -367.7 | 29.07 | 1,591 | 35.2 | 55.2 |
| 13 Mar | 74563.92 | 927.95 | 704.9 | 28.48 | 287 | 20 | 20 |
| 12 Mar | 76034.42 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 76863.71 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 73500 expiring on 25MAR2026
Delta for 73500 PE is -0.64
Historical price for 73500 PE is as follows
On 23 Mar SENSEX50 was trading at 72696.39. The strike last trading price was 1362.45, which was 842.15 higher than the previous day. The implied volatity was 40.93, the open interest changed by -2695 which decreased total open position to 7342
On 20 Mar SENSEX50 was trading at 74532.96. The strike last trading price was 483.2, which was -171.35 lower than the previous day. The implied volatity was 27.97, the open interest changed by 4176 which increased total open position to 10037
On 19 Mar SENSEX50 was trading at 74207.24. The strike last trading price was 592.3, which was 456 higher than the previous day. The implied volatity was 28.06, the open interest changed by 3436 which increased total open position to 5861
On 18 Mar SENSEX50 was trading at 76704.13. The strike last trading price was 132.1, which was -127.7 lower than the previous day. The implied volatity was 25.48, the open interest changed by 1859 which increased total open position to 2425
On 17 Mar SENSEX50 was trading at 76070.84. The strike last trading price was 262.4, which was -313.6 lower than the previous day. The implied volatity was 25.65, the open interest changed by 359 which increased total open position to 566
On 16 Mar SENSEX50 was trading at 75502.85. The strike last trading price was 585.2, which was -367.7 lower than the previous day. The implied volatity was 29.07, the open interest changed by 132 which increased total open position to 207
On 13 Mar SENSEX50 was trading at 74563.92. The strike last trading price was 927.95, which was 704.9 higher than the previous day. The implied volatity was 28.48, the open interest changed by 75 which increased total open position to 75
On 12 Mar SENSEX50 was trading at 76034.42. 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
On 11 Mar SENSEX50 was trading at 76863.71. 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
On 10 Mar SENSEX50 was trading at 78205.98. 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
On 9 Mar SENSEX50 was trading at 77566.16. 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
On 6 Mar SENSEX50 was trading at 78918.90. 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
On 5 Mar SENSEX50 was trading at 80015.90. 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
On 4 Mar SENSEX50 was trading at 79116.19. 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
On 2 Mar SENSEX50 was trading at 80238.85. 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
