SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 72700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 29.59
Theta: -61.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 1580.15 | -719.7 | 19.43 | 261 | 104 | 104 | |||
| 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 | |||
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| 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 72700 expiring on 15APR2025
Delta for 72700 CE is 0.77
Historical price for 72700 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 1580.15, which was -719.7 lower than the previous day. The implied volatity was 19.43, the open interest changed by 104 which increased total open position to 104
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 72700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 31.67
Theta: -52.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 361.25 | 50.35 | 22.72 | 12,366 | 1,565 | 1,690 |
| 8 Apr | 74227.08 | 326.25 | -1180.45 | 22.99 | 547 | 124 | 125 |
| 7 Apr | 73137.90 | 60 | 49.8 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 60 | 49.8 | 15.20 | 1 | 1 | 1 |
| 3 Apr | 76295.36 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 60 | -90.9 | 13.11 | 3 | 0 | 0 |
| 19 Mar | 75449.05 | 301 | -225.45 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 301 | -225.45 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 301 | -225.45 | 12.30 | 2 | 0 | 0 |
For Sensex - strike price 72700 expiring on 15APR2025
Delta for 72700 PE is -0.27
Historical price for 72700 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 361.25, which was 50.35 higher than the previous day. The implied volatity was 22.72, the open interest changed by 1565 which increased total open position to 1690
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 326.25, which was -1180.45 lower than the previous day. The implied volatity was 22.99, the open interest changed by 124 which increased total open position to 125
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 60, which was 49.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 60, which was 49.8 higher than the previous day. The implied volatity was 15.20, the open interest changed by 1 which increased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 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 60, which was -90.9 lower than the previous day. The implied volatity was 13.11, 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 301, which was -225.45 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 301, which was -225.45 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 301, which was -225.45 lower than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 0
