SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:26 PM IST
| SENSEX 15APR2025 72500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 76812.77 | 4280 | 1475.55 | - | 161 | -117 | 732 | |||
| 11 Apr | 75157.26 | 2820 | 973.75 | 26.30 | 504 | -256 | 849 | |||
| 9 Apr | 73847.15 | 1910.65 | -295.35 | 27.11 | 2,267 | -50 | 1,105 | |||
| 8 Apr | 74227.08 | 2232.05 | 536.1 | 25.81 | 1,242 | -487 | 1,155 | |||
| 7 Apr | 73137.90 | 1864.35 | -1177.1 | 33.32 | 8,329 | 1,642 | 1,642 | |||
| 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 | |||
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| 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 72500 expiring on 15APR2025
Delta for 72500 CE is -
Historical price for 72500 CE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 4280, which was 1475.55 higher than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 732
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 2820, which was 973.75 higher than the previous day. The implied volatity was 26.30, the open interest changed by -256 which decreased total open position to 849
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1910.65, which was -295.35 lower than the previous day. The implied volatity was 27.11, the open interest changed by -50 which decreased total open position to 1105
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2232.05, which was 536.1 higher than the previous day. The implied volatity was 25.81, the open interest changed by -487 which decreased total open position to 1155
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1864.35, which was -1177.1 lower than the previous day. The implied volatity was 33.32, the open interest changed by 1642 which increased total open position to 1642
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 72500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 76812.77 | 1.8 | -79.85 | - | 3,16,833 | 26,819 | 41,667 |
| 11 Apr | 75157.26 | 79 | -285 | 25.94 | 4,41,152 | 6,234 | 14,848 |
| 9 Apr | 73847.15 | 366.2 | 84.45 | 24.59 | 85,022 | 6,254 | 8,614 |
| 8 Apr | 74227.08 | 287.55 | -613.85 | 23.24 | 18,705 | 98 | 2,360 |
| 7 Apr | 73137.90 | 810 | 758.85 | 27.13 | 17,466 | 2,009 | 2,262 |
| 4 Apr | 75364.69 | 49 | 41.7 | 15.33 | 599 | 253 | 253 |
| 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 72500 expiring on 15APR2025
Delta for 72500 PE is -
Historical price for 72500 PE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 1.8, which was -79.85 lower than the previous day. The implied volatity was -, the open interest changed by 26819 which increased total open position to 41667
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 79, which was -285 lower than the previous day. The implied volatity was 25.94, the open interest changed by 6234 which increased total open position to 14848
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 366.2, which was 84.45 higher than the previous day. The implied volatity was 24.59, the open interest changed by 6254 which increased total open position to 8614
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 287.55, which was -613.85 lower than the previous day. The implied volatity was 23.24, the open interest changed by 98 which increased total open position to 2360
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 810, which was 758.85 higher than the previous day. The implied volatity was 27.13, the open interest changed by 2009 which increased total open position to 2262
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 49, which was 41.7 higher than the previous day. The implied volatity was 15.33, the open interest changed by 253 which increased total open position to 253
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
