SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 71700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 10.04
Theta: -53.95
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 3579.8 | 1125.85 | 29.68 | 12 | 1 | 102 | |||
| 9 Apr | 73847.15 | 2453.95 | -573.45 | 24.32 | 106 | 101 | 101 | |||
| 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 71700 expiring on 15APR2025
Delta for 71700 CE is 0.94
Historical price for 71700 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 3579.8, which was 1125.85 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 102
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2453.95, which was -573.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by 101 which increased total open position to 101
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 71700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 6.75
Theta: -19.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 32.3 | -200.95 | 25.55 | 28,322 | 1,652 | 2,556 |
| 9 Apr | 73847.15 | 251.95 | 64.75 | 26.97 | 25,203 | 708 | 904 |
| 8 Apr | 74227.08 | 184.5 | -904.2 | 24.83 | 551 | 196 | 196 |
| 7 Apr | 73137.90 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 112.5 | -143.75 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71700 expiring on 15APR2025
Delta for 71700 PE is -0.04
Historical price for 71700 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 32.3, which was -200.95 lower than the previous day. The implied volatity was 25.55, the open interest changed by 1652 which increased total open position to 2556
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 251.95, which was 64.75 higher than the previous day. The implied volatity was 26.97, the open interest changed by 708 which increased total open position to 904
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 184.5, which was -904.2 lower than the previous day. The implied volatity was 24.83, the open interest changed by 196 which increased total open position to 196
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 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 112.5, which was -143.75 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
