SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 72300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 15.41
Theta: -79.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 3083.75 | 1167 | 32.41 | 6 | -1 | 55 | |||
| 9 Apr | 73847.15 | 1916.75 | -662.05 | 22.28 | 77 | 56 | 56 | |||
| 8 Apr | 74227.08 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 76024.51 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 3340 | -149.95 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 75449.05 | 3340 | -149.95 | - | 3 | 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 72300 expiring on 15APR2025
Delta for 72300 CE is 0.88
Historical price for 72300 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 3083.75, which was 1167 higher than the previous day. The implied volatity was 32.41, the open interest changed by -1 which decreased total open position to 55
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1916.75, which was -662.05 lower than the previous day. The implied volatity was 22.28, the open interest changed by 56 which increased total open position to 56
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 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 3340, which was -149.95 lower than the previous day. The implied volatity was -, 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 72300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 11.33
Theta: -36.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 74 | -250.8 | 26.96 | 1,89,999 | 813 | 2,448 |
| 9 Apr | 73847.15 | 338 | 85.45 | 25.36 | 32,508 | 1,483 | 1,635 |
| 8 Apr | 74227.08 | 261.25 | -1067.55 | 23.78 | 568 | 152 | 152 |
| 7 Apr | 73137.90 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 104 | -196.8 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 104 | -196.8 | 12.82 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72300 expiring on 15APR2025
Delta for 72300 PE is -0.08
Historical price for 72300 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 74, which was -250.8 lower than the previous day. The implied volatity was 26.96, the open interest changed by 813 which increased total open position to 2448
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 338, which was 85.45 higher than the previous day. The implied volatity was 25.36, the open interest changed by 1483 which increased total open position to 1635
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 261.25, which was -1067.55 lower than the previous day. The implied volatity was 23.78, the open interest changed by 152 which increased total open position to 152
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 104, which was -196.8 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 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 104, which was -196.8 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 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 104, which was -196.8 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 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 104, which was -196.8 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 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 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 104, which was -196.8 lower than the previous day. The implied volatity was 12.82, 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
