SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 72100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 23.25
Theta: -53.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 1986.1 | -738.3 | 19.55 | 11 | 7 | 7 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 72100 expiring on 15APR2025
Delta for 72100 CE is 0.84
Historical price for 72100 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 1986.1, which was -738.3 lower than the previous day. The implied volatity was 19.55, the open interest changed by 7 which increased total open position to 7
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 72100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 27.30
Theta: -48.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73805.86 | 268.6 | 38.9 | 23.88 | 17,536 | 1,551 | 1,664 |
| 8 Apr | 74227.08 | 285.1 | -960.15 | 26.06 | 421 | 103 | 113 |
| 7 Apr | 73137.90 | 14 | 4.25 | 0.00 | 0 | 0 | 10 |
| 4 Apr | 75364.69 | 14 | 4.25 | 0.00 | 0 | 0 | 10 |
| 3 Apr | 76295.36 | 14 | 4.25 | 0.00 | 10 | 0 | 10 |
| 2 Apr | 76617.44 | 14 | 4.25 | 16.12 | 10 | 10 | 10 |
| 1 Apr | 76024.51 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 137.5 | -198.8 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72100 expiring on 15APR2025
Delta for 72100 PE is -0.21
Historical price for 72100 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 268.6, which was 38.9 higher than the previous day. The implied volatity was 23.88, the open interest changed by 1551 which increased total open position to 1664
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 285.1, which was -960.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 103 which increased total open position to 113
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 14, which was 4.25 higher than the previous day. The implied volatity was 16.12, the open interest changed by 10 which increased total open position to 10
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 137.5, which was -198.8 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 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 137.5, which was -198.8 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 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 137.5, which was -198.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
