SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 70800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 75449.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 70800 expiring on 15APR2025
Delta for 70800 CE is 0.00
Historical price for 70800 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. 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 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 3 Apr SENSEX was trading at 76295.36. 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 2 Apr SENSEX was trading at 76617.44. 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 1 Apr SENSEX was trading at 76024.51. 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 28 Mar SENSEX was trading at 77414.92. 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 27 Mar SENSEX was trading at 77606.43. 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 26 Mar SENSEX was trading at 77288.50. 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 25 Mar SENSEX was trading at 78017.19. 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 24 Mar SENSEX was trading at 77984.38. 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 21 Mar SENSEX was trading at 76905.51. 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 20 Mar SENSEX was trading at 76348.06. 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 19 Mar SENSEX was trading at 75449.05. 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 Mar SENSEX was trading at 75301.26. 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 17 Mar SENSEX was trading at 74169.95. 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
| SENSEX 15APR2025 70800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 5.43
Theta: -20.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 29.55 | -115.4 | 31.32 | 72,298 | 1,506 | 2,699 |
| 9 Apr | 73847.15 | 165.2 | 48.25 | 29.41 | 22,904 | 1,082 | 1,193 |
| 8 Apr | 74227.08 | 115.9 | -670.8 | 26.81 | 534 | 110 | 111 |
| 7 Apr | 73137.90 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 28 Mar | 77414.92 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 26 Mar | 77288.50 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 25 Mar | 78017.19 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 24 Mar | 77984.38 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 21 Mar | 76905.51 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 20 Mar | 76348.06 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 19 Mar | 75449.05 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 18 Mar | 75301.26 | 142.75 | -8.3 | 0.00 | 0 | 0 | 1 |
| 17 Mar | 74169.95 | 142.75 | -8.3 | 15.01 | 1 | 1 | 1 |
For Sensex - strike price 70800 expiring on 15APR2025
Delta for 70800 PE is -0.03
Historical price for 70800 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 29.55, which was -115.4 lower than the previous day. The implied volatity was 31.32, the open interest changed by 1506 which increased total open position to 2699
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 165.2, which was 48.25 higher than the previous day. The implied volatity was 29.41, the open interest changed by 1082 which increased total open position to 1193
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 115.9, which was -670.8 lower than the previous day. The implied volatity was 26.81, the open interest changed by 110 which increased total open position to 111
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 142.75, which was -8.3 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1 which increased total open position to 1
