SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
| SENSEX 15APR2025 71900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 23.56
Theta: -58.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73860.71 | 2269.4 | -604.6 | 22.46 | 128 | 125 | 125 | |||
| 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 | |||
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| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 71900 expiring on 15APR2025
Delta for 71900 CE is 0.84
Historical price for 71900 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 2269.4, which was -604.6 lower than the previous day. The implied volatity was 22.46, the open interest changed by 125 which increased total open position to 125
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 71900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 25.96
Theta: -48.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73860.71 | 253.6 | 46.4 | 25.17 | 10,667 | 1,978 | 2,162 |
| 8 Apr | 74227.08 | 223.7 | -941.5 | 25.14 | 542 | 184 | 184 |
| 7 Apr | 73137.90 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 107 | -189.05 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71900 expiring on 15APR2025
Delta for 71900 PE is -0.19
Historical price for 71900 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 253.6, which was 46.4 higher than the previous day. The implied volatity was 25.17, the open interest changed by 1978 which increased total open position to 2162
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 223.7, which was -941.5 lower than the previous day. The implied volatity was 25.14, the open interest changed by 184 which increased total open position to 184
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 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 107, which was -189.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
