`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
73854.7 -372.38 (-0.50%)

Back to Option Chain

Historical option data for SENSEX

09 Apr 2025 10:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 71300 CE
Delta: 0.93
Vega: 12.59
Theta: -37.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 2742.2 -602.7 19.20 75 1 114
8 Apr 74227.08 1794.8 -2414.85 0.00 0 0 113
7 Apr 73137.90 1794.8 -2414.85 - 254 113 113
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
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 71300 expiring on 15APR2025

Delta for 71300 CE is 0.93

Historical price for 71300 CE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 2742.2, which was -602.7 lower than the previous day. The implied volatity was 19.20, the open interest changed by 1 which increased total open position to 114


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1794.8, which was -2414.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 113


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1794.8, which was -2414.85 lower than the previous day. The implied volatity was -, the open interest changed by 113 which increased total open position to 113


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 71300 PE
Delta: -0.13
Vega: 20.61
Theta: -40.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 168.25 13.95 25.89 12,940 1,316 1,416
8 Apr 74227.08 203.7 -742.35 28.25 435 100 100
7 Apr 73137.90 42.35 -101.35 0.00 0 0 0
4 Apr 75364.69 42.35 -101.35 0.00 0 0 0
3 Apr 76295.36 42.35 -101.35 0.00 0 0 0
2 Apr 76617.44 42.35 -101.35 0.00 0 0 0
1 Apr 76024.51 42.35 -101.35 0.00 0 0 0
28 Mar 77414.92 42.35 -101.35 0.00 0 0 0
27 Mar 77606.43 42.35 -101.35 0.00 0 0 0
26 Mar 77288.50 42.35 -101.35 0.00 0 0 0
25 Mar 78017.19 42.35 -101.35 0.00 0 0 0
24 Mar 77984.38 42.35 -101.35 0.00 0 0 0
21 Mar 76905.51 42.35 -101.35 0.00 0 0 0
20 Mar 76348.06 42.35 -101.35 0.00 0 0 0
19 Mar 75449.05 42.35 -101.35 0.00 0 0 0
18 Mar 75301.26 42.35 -101.35 12.87 2 0 0
17 Mar 74169.95 0 0 0.00 0 0 0

For Sensex - strike price 71300 expiring on 15APR2025

Delta for 71300 PE is -0.13

Historical price for 71300 PE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 168.25, which was 13.95 higher than the previous day. The implied volatity was 25.89, the open interest changed by 1316 which increased total open position to 1416


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 203.7, which was -742.35 lower than the previous day. The implied volatity was 28.25, the open interest changed by 100 which increased total open position to 100


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 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 42.35, which was -101.35 lower than the previous day. The implied volatity was 12.87, 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