SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 71300 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 | 75081.06 | 2940 | -404.9 | 0.00 | 0 | 0 | 114 | |||
| 9 Apr | 73847.15 | 2940 | -404.9 | 30.98 | 89 | 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 | |||
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| 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 0.00
Historical price for 71300 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 2940, which was -404.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 114
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2940, which was -404.9 lower than the previous day. The implied volatity was 30.98, 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: -0.03
Vega: 5.51
Theta: -16.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 25.3 | -164 | 26.53 | 28,828 | 1,720 | 3,253 |
| 9 Apr | 73847.15 | 182.15 | 27.85 | 26.84 | 29,623 | 1,433 | 1,533 |
| 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 -0.03
Historical price for 71300 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 25.3, which was -164 lower than the previous day. The implied volatity was 26.53, the open interest changed by 1720 which increased total open position to 3253
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 182.15, which was 27.85 higher than the previous day. The implied volatity was 26.84, the open interest changed by 1433 which increased total open position to 1533
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
