SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
| SENSEX 15APR2025 71400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 14.27
Theta: -40.31
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73860.71 | 2650.85 | -613.35 | 19.54 | 3 | 1 | 1 | |||
|
|
||||||||||
| 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 | |||
| 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 71400 expiring on 15APR2025
Delta for 71400 CE is 0.92
Historical price for 71400 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 2650.85, which was -613.35 lower than the previous day. The implied volatity was 19.54, the open interest changed by 1 which increased total open position to 1
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 71400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 22.20
Theta: -44.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73860.71 | 196.45 | 35.35 | 26.43 | 8,783 | 611 | 1,131 |
| 8 Apr | 74227.08 | 162.2 | -420.85 | 25.70 | 1,206 | 214 | 520 |
| 7 Apr | 73137.90 | 545 | 538.55 | 29.90 | 762 | 303 | 306 |
| 4 Apr | 75364.69 | 31.65 | 30.55 | 0.00 | 0 | 0 | 3 |
| 3 Apr | 76295.36 | 31.65 | 30.55 | 0.00 | 0 | 0 | 3 |
| 2 Apr | 76617.44 | 31.65 | 30.55 | 0.00 | 0 | 0 | 3 |
| 1 Apr | 76024.51 | 31.65 | 30.55 | 18.22 | 3 | 3 | 3 |
| 28 Mar | 77414.92 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 28.75 | -126.8 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 28.75 | -126.8 | 0.00 | 2 | 0 | 0 |
| 18 Mar | 75301.26 | 28.75 | -126.8 | 11.78 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 99.9 | -107.35 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71400 expiring on 15APR2025
Delta for 71400 PE is -0.15
Historical price for 71400 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 196.45, which was 35.35 higher than the previous day. The implied volatity was 26.43, the open interest changed by 611 which increased total open position to 1131
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 162.2, which was -420.85 lower than the previous day. The implied volatity was 25.70, the open interest changed by 214 which increased total open position to 520
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 545, which was 538.55 higher than the previous day. The implied volatity was 29.90, the open interest changed by 303 which increased total open position to 306
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 31.65, which was 30.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 31.65, which was 30.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 31.65, which was 30.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 31.65, which was 30.55 higher than the previous day. The implied volatity was 18.22, the open interest changed by 3 which increased total open position to 3
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 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 28.75, which was -126.8 lower than the previous day. The implied volatity was 11.78, 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 99.9, which was -107.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
