SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:12 AM IST
| SENSEX 15APR2025 71600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 21.79
Theta: -57.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 73826.60 | 2517.55 | -587.9 | 23.57 | 41 | 36 | 36 | |||
| 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 71600 expiring on 15APR2025
Delta for 71600 CE is 0.86
Historical price for 71600 CE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 2517.55, which was -587.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by 36 which increased total open position to 36
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 71600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 23.93
Theta: -46.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73826.60 | 221.7 | 43.7 | 25.88 | 5,238 | 868 | 1,004 |
| 8 Apr | 74227.08 | 198.25 | -853.5 | 26.07 | 562 | 136 | 136 |
| 7 Apr | 73137.90 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 48.15 | -71.85 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 48.15 | -71.85 | 12.46 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 120 | -146.95 | 12.08 | 2 | 0 | 0 |
For Sensex - strike price 71600 expiring on 15APR2025
Delta for 71600 PE is -0.17
Historical price for 71600 PE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 221.7, which was 43.7 higher than the previous day. The implied volatity was 25.88, the open interest changed by 868 which increased total open position to 1004
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 198.25, which was -853.5 lower than the previous day. The implied volatity was 26.07, the open interest changed by 136 which increased total open position to 136
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 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 48.15, which was -71.85 lower than the previous day. The implied volatity was 12.46, 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 120, which was -146.95 lower than the previous day. The implied volatity was 12.08, the open interest changed by 0 which decreased total open position to 0
