SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 72600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 13.80
Theta: -59.41
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 2658 | 862.35 | 25.23 | 4 | -1 | 133 | |||
| 9 Apr | 73847.15 | 1837.4 | -362.6 | 27.02 | 522 | 133 | 134 | |||
| 8 Apr | 74227.08 | 2200 | 97.85 | 27.13 | 1 | 1 | 1 | |||
|
|
||||||||||
| 7 Apr | 73137.90 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 3499 | 272.75 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 75449.05 | 3499 | 272.75 | 12.88 | 2 | 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 72600 expiring on 15APR2025
Delta for 72600 CE is 0.90
Historical price for 72600 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 2658, which was 862.35 higher than the previous day. The implied volatity was 25.23, the open interest changed by -1 which decreased total open position to 133
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1837.4, which was -362.6 lower than the previous day. The implied volatity was 27.02, the open interest changed by 133 which increased total open position to 134
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2200, which was 97.85 higher than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher 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 3499, which was 272.75 higher than the previous day. The implied volatity was 12.88, 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 72600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 11.51
Theta: -29.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 63.35 | -321.25 | 22.84 | 52,709 | 2,391 | 4,627 |
| 9 Apr | 73847.15 | 387.9 | 87.55 | 24.41 | 32,186 | 1,591 | 2,236 |
| 8 Apr | 74227.08 | 307.25 | -532.6 | 23.14 | 1,742 | 618 | 645 |
| 7 Apr | 73137.90 | 867.95 | 828 | 27.55 | 52 | 27 | 27 |
| 4 Apr | 75364.69 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 357.65 | -89.4 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72600 expiring on 15APR2025
Delta for 72600 PE is -0.08
Historical price for 72600 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 63.35, which was -321.25 lower than the previous day. The implied volatity was 22.84, the open interest changed by 2391 which increased total open position to 4627
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 387.9, which was 87.55 higher than the previous day. The implied volatity was 24.41, the open interest changed by 1591 which increased total open position to 2236
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 307.25, which was -532.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by 618 which increased total open position to 645
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 867.95, which was 828 higher than the previous day. The implied volatity was 27.55, the open interest changed by 27 which increased total open position to 27
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 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 357.65, which was -89.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
